Modelos de optimización y análisis coyuntural. Aplicación a la economía balear

Josep Mateu Sbert () and Antoni Riera Font

No 2005/03, CRE Working Papers (Documents de treball del CRE) from Centre de Recerca Econòmica (UIB ·"Sa Nostra")

Abstract: Dynamic factor modelling aimed to identify business cycles’ evolution has been widely used in several industrialized countries. Though the high adaptability of such methodologies to scarcity information contexts, results may present a lack of robustness. The purpose of this paper is to prove empirically that in regional contexts, it is possible to obtain a better fitting by means of the utilization of the optimization models with binary variables. In this way, it is possible to capture the whole relationship that exists between a subset of partials indicators and the reference series.

Keywords: Synthetic or Composite Indicators; Optimization Models; NBER; GAMS; Regional Economic Cycle Analysis. (search for similar items in EconPapers)
Pages: 17 pages
Date: 2005-10, Revised 2005-11
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Published in 'Documents de Treball CRE', November 2005, pages 1-17

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