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...

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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
id UNACIONAL2_9af3012f8c4678faf8c36466bab361ac
oai_identifier_str oai:repositorio.unal.edu.co:unal/69244
network_acronym_str UNACIONAL2
network_name_str Universidad Nacional de Colombia
repository_id_str
spelling Atribución-NoComercial 4.0 InternacionalDerechos reservados - Universidad Nacional de Colombiahttp://creativecommons.org/licenses/by-nc/4.0/info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Nieto Sánchez, Fabio HumbertoArrieta Prieto, Mario Enriqueb7d46448-82ec-4bb0-85bb-01873512ed183002019-07-03T10:19:22Z2019-07-03T10:19:22Z2019-02-04https://repositorio.unal.edu.co/handle/unal/69244http://bdigital.unal.edu.co/70855/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.Resumen: El principal objetivo de este trabajo es proponer una metodología general para crear un índice coincidente basado en combinaciones lineares de factores comunes, y aplicarla en escenarios simulados y un caso de estudio para la economía colombiana. Se presenta un enfoque metodológico completo para producir estimaciones puntuales, regiones de confianza y para juzgar hipótesis. Adicionalmente, los resultados de los escenarios muestran cuán prometedora es esta nueva propuesta con respecto a logros anteriores en la comunidad científica.Maestríaapplication/pdfspaUniversidad Nacional de Colombia Sede Bogotá Facultad de Ciencias Departamento de Estadística EstadísticaEstadísticaArrieta Prieto, Mario Enrique (2019) Selection of a linear combination of common factors as a coincident index for the colombian economy. Maestría thesis, Universidad Nacional de Colombia - Sede Bogotá.31 Colecciones de estadística general / Statistics33 Economía / Economics51 Matemáticas / MathematicsCoincident indexMultivariate time seriesCommon dynamic factorsCoincident profileDerivative-free optimizationGenetic algorithmsIndice coincidenteSeries de tiempo multivariadasFactores comunes dinámicosPerfil coincidenteOptimización libre de derivadasAlgoritmos genéticosSelection of a linear combination of common factors as a coincident index for the colombian economyTrabajo de grado - Maestríainfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/acceptedVersionTexthttp://purl.org/redcol/resource_type/TMORIGINALThesis.pdfapplication/pdf1366195https://repositorio.unal.edu.co/bitstream/unal/69244/1/Thesis.pdf34dd437f2cdec741d6daca36478e0e8aMD51THUMBNAILThesis.pdf.jpgThesis.pdf.jpgGenerated Thumbnailimage/jpeg4133https://repositorio.unal.edu.co/bitstream/unal/69244/2/Thesis.pdf.jpg71f528e4f67ea50982bbde19a37fcb88MD52unal/69244oai:repositorio.unal.edu.co:unal/692442023-06-08 23:03:05.566Repositorio Institucional Universidad Nacional de Colombiarepositorio_nal@unal.edu.co
dc.title.spa.fl_str_mv Selection of a linear combination of common factors as a coincident index for the colombian economy
title Selection of a linear combination of common factors as a coincident index for the colombian economy
spellingShingle Selection of a linear combination of common factors as a coincident index for the colombian economy
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
title_short Selection of a linear combination of common factors as a coincident index for the colombian economy
title_full Selection of a linear combination of common factors as a coincident index for the colombian economy
title_fullStr Selection of a linear combination of common factors as a coincident index for the colombian economy
title_full_unstemmed Selection of a linear combination of common factors as a coincident index for the colombian economy
title_sort Selection of a linear combination of common factors as a coincident index for the colombian economy
dc.creator.fl_str_mv Arrieta Prieto, Mario Enrique
dc.contributor.author.spa.fl_str_mv Arrieta Prieto, Mario Enrique
dc.contributor.spa.fl_str_mv Nieto Sánchez, Fabio Humberto
dc.subject.ddc.spa.fl_str_mv 31 Colecciones de estadística general / Statistics
33 Economía / Economics
51 Matemáticas / Mathematics
topic 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
dc.subject.proposal.spa.fl_str_mv 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
description 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.
publishDate 2019
dc.date.accessioned.spa.fl_str_mv 2019-07-03T10:19:22Z
dc.date.available.spa.fl_str_mv 2019-07-03T10:19:22Z
dc.date.issued.spa.fl_str_mv 2019-02-04
dc.type.spa.fl_str_mv Trabajo de grado - Maestría
dc.type.driver.spa.fl_str_mv info:eu-repo/semantics/masterThesis
dc.type.version.spa.fl_str_mv info:eu-repo/semantics/acceptedVersion
dc.type.content.spa.fl_str_mv Text
dc.type.redcol.spa.fl_str_mv http://purl.org/redcol/resource_type/TM
status_str acceptedVersion
dc.identifier.uri.none.fl_str_mv https://repositorio.unal.edu.co/handle/unal/69244
dc.identifier.eprints.spa.fl_str_mv http://bdigital.unal.edu.co/70855/
url https://repositorio.unal.edu.co/handle/unal/69244
http://bdigital.unal.edu.co/70855/
dc.language.iso.spa.fl_str_mv spa
language spa
dc.relation.ispartof.spa.fl_str_mv Universidad Nacional de Colombia Sede Bogotá Facultad de Ciencias Departamento de Estadística Estadística
Estadística
dc.relation.references.spa.fl_str_mv Arrieta Prieto, Mario Enrique (2019) Selection of a linear combination of common factors as a coincident index for the colombian economy. Maestría thesis, Universidad Nacional de Colombia - Sede Bogotá.
dc.rights.spa.fl_str_mv Derechos reservados - Universidad Nacional de Colombia
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.license.spa.fl_str_mv Atribución-NoComercial 4.0 Internacional
dc.rights.uri.spa.fl_str_mv http://creativecommons.org/licenses/by-nc/4.0/
dc.rights.accessrights.spa.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv Atribución-NoComercial 4.0 Internacional
Derechos reservados - Universidad Nacional de Colombia
http://creativecommons.org/licenses/by-nc/4.0/
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.mimetype.spa.fl_str_mv application/pdf
institution Universidad Nacional de Colombia
bitstream.url.fl_str_mv https://repositorio.unal.edu.co/bitstream/unal/69244/1/Thesis.pdf
https://repositorio.unal.edu.co/bitstream/unal/69244/2/Thesis.pdf.jpg
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MD5
repository.name.fl_str_mv Repositorio Institucional Universidad Nacional de Colombia
repository.mail.fl_str_mv repositorio_nal@unal.edu.co
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