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...
- 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
| Summary: | 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, confidence regions, and to test hypotheses is presented. Besides, the results for the scenarios show how promising this new proposal is with respect to previous achievements in the scientific community. |
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