Borradores de Economia
Número:
242
Publicado:
Clasificación JEL:
E52, E58, E31
Palabras clave:
Coincident economic index, model identifiability, state space model
Lo más reciente
Pedro Pablo Calderon-Camacho, Celina Gaitán-Maldonado, Nicolle Valentina Herrera-Pinto, Mario A. Ramos-Veloza
Franky Juliano Galeano-Ramírez, Nicolás Martínez-Cortés, Hernán Dario Perdomo-Sánchez, Marlon Salazar
Catalina Granda-Carvajal, Jesús Enrique Morales-Piñero
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