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Un Indicador del Desempeno Industrial Colombiano “IDI”

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  • Jurany Beccie RAMÍREZ GALLEGO

Abstract

En este documento se expone la construcción de un indicador de desempeno económico de la industria en Colombia “IDI”, desde un enfoque de ciclos de negocios. Para ello fueron tenidas en cuenta cien variables asociadas a la producción, con periodicidad mensual y disponibilidad anticipada a la variable proxi de referencia, en este caso el “IPR” como proxi del PIB Industrial, en el periodo 1990-2014. Del conjunto se identificaron cinco variables líderes de la actividad industrial, mediante criterios como: coherencia espectral, correlación y adelanto medio de puntos de giro. Estas variables son: : (1) M1, (2) las expectativas de producción a tres meses de la industria, (3) la situación económica actual de la industria, (4) la demanda actual del comercio y (5) la situación económica en el comercio. Estas últimas cuatro corresponden a las encuestas de Fedesarrollo de opinión empresarial en la industria (EOEI) y del comercio (EOEC).Finalmente, las variables líderes fueron sintetizadas en un solo indicador mediante la técnica de componentes principales con lo que se obtuvo el IDI que adelanta en promedio 2,5 meses a la serie proxy

Suggested Citation

  • Jurany Beccie RAMÍREZ GALLEGO, 2015. "Un Indicador del Desempeno Industrial Colombiano “IDI”," Archivos de Economía 12697, Departamento Nacional de Planeación.
    • Handle: RePEc:col:000118:012697
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    More about this item

    Keywords

    Industria; ciclos; series líderes; indicador;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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