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Un indicador Líder para la actividad económica de Colombia

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  • Edgar Vicente MARCILLO YÉPEZ

Abstract

En este documento se realiza la construcción de un indicador líder para anticipar al comportamiento cualitativo de la actividad económica de Colombia, medida a través del comportamiento del Producto Interno Bruto (PIB), se utiliza la metodología de factor dinámico. Para su aplicación se utilizaron 77 series que describen el comportamiento de la actividad económica. El documento muestra que hay 14 series económicas que anticipan el comportamiento del PIB cuando se utilizan series ajustadas estacionalmente, mientras que cuando se utilizan series sin ajuste estacional, se encuentra que 12 series adelantas el PIB, y en promedio el indicador líder se adelanta tres trimestres al PIB.

Suggested Citation

  • Edgar Vicente MARCILLO YÉPEZ, 2013. "Un indicador Líder para la actividad económica de Colombia," Archivos de Economía 11205, Departamento Nacional de Planeación.
    • Handle: RePEc:col:000118:011205
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    References listed on IDEAS

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    More about this item

    Keywords

    Indicadores Líder; coincidente y rezagado; modelo de factor dinámico; componentes principales dinámicos.;
    All these keywords.

    JEL classification:

    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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