Selection of a linear combination of common factors as a coincident index for the colombian economy

The main goal of this work is to propose a general methodology to create a coincident index based on linear combinations of common factors, and to test it on scenarios from simulations and on a case study for the Colombian economy. A whole methodological approach to produce point estimates, confiden...

Full description

Autores:
Arrieta Prieto, Mario Enrique
Tipo de recurso:
Fecha de publicación:
2019
Institución:
Universidad Nacional de Colombia
Repositorio:
Universidad Nacional de Colombia
Idioma:
spa
OAI Identifier:
oai:repositorio.unal.edu.co:unal/69244
Acceso en línea:
https://repositorio.unal.edu.co/handle/unal/69244
http://bdigital.unal.edu.co/70855/
Palabra clave:
31 Colecciones de estadística general / Statistics
33 Economía / Economics
51 Matemáticas / Mathematics
Coincident index
Multivariate time series
Common dynamic factors
Coincident profile
Derivative-free optimization
Genetic algorithms
Indice coincidente
Series de tiempo multivariadas
Factores comunes dinámicos
Perfil coincidente
Optimización libre de derivadas
Algoritmos genéticos
Rights
openAccess
License
Atribución-NoComercial 4.0 Internacional