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Yet another lagging, coincident and leading index for the Colombian economy

Carlos Castro Iragorri ()

Archivos de Economía from Departamento Nacional de Planeación

Abstract: This paper sums up the results of an ongoing research on the construction of indexes for Colombian economic activity and the characteristics of the business cycle. The author uses the statistical framework known as the generalized dynamic factor model (Forni, Lippi, Hallin, Reichlin, 2000) to build a lagging, coincident, and leading quarterly index for Colombian economic activity.

Keywords: generalized; dynamic; factor; model (search for similar items in EconPapers)
Pages: 26
Date: 2003-09-09
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