Borradores de Economia
Número:
242
Publicado:
Clasificación JEL:
E52, E58, E31
Palabras clave:
Coincident economic index, model identifiability, state space model
Lo más reciente
Andrea Sofía Otero-Cortés, Karina Acosta, Jhorland Ayala-García, Oriana Álvarez Vos, Sara Rojas
Jorge Florez-Acosta, Margarita María Gáfaro-González, Alejandra González-Ramírez, Juan Sebastián Vélez-Velásquez
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