Borradores de Economia
Número:
242
Publicado:
Clasificación JEL:
E52, E58, E31
Palabras clave:
Coincident economic index, model identifiability, state space model
Lo más reciente
Fredy Gamboa-Estrada, José Vicente Romero
Fredy Gamboa-Estrada, Diego Cuesta, Camilo Sanchez-Quinto
Fredy Gamboa-Estrada, Freddy Cepeda-López, Javier Iván Miguélez-Márquez
In this theoretical report, the identifiability property of a coincident index model is studied. As a result, characterization of the identifiability conditions solves a model specification problem, which was detected in the design of an earlier index fo