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Author(s) / Editor(s): 
Fabio H. Nieto

Identifiability of a coincident index model for the Colombian economy

In this theoretical report, the identifiability property of a coincident index model is studied.  As a result, characterization of the identifiability conditions solves a model specification problem, which was detected in the design of an earlier index for the Colombian economy.   Key words and phrases. Coincident economic index, model identifiability,  state space model.

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