Usted está aquí

Back to top

A Leading Index for the Colombian Economic Activity

Luis Fernando
Fabio H.
Mario Andrés
Jueves, 1 Mayo 2003

In this paper, we propose a methodology for calculating a leading index of the economic activity based on a modification of Stock and Watson’s (1989, 1991, 1992) approach. We use Kalman filter techniques for estimating the state space representation of th