Examinando por Materia "Correlaciones dinámicas"
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Ítem Nowcasting de la economía colombiana a través de indicadores de expectativas y opiniones de los agentes económicos(Universidad EAFIT, 2021) Gómez Montoya, Sara; Botero García, Jesús AlonsoThis research project was intended to estimate the performance of the Colombian economy reflected through the ISE (Indicator of Monitoring of the Economy) from conventional and unconventional indicators of expectations of economic agents through the Nowcasting model, which uses a set of high-frequency, standardized and stationary indicators to forecast the monthly ISE in Colombia and the quarterly GDP with the average of the 3 estimated ISE values. This was achieved through the machine learning approach and dynamic factor models. The main purpose of this project was to answer the question of "How explanatory and useful are the confidence indicators and expectations of economic agents for predicting economic growth?" This question was answered through dynamic correlations, which showed procyclical, advanced, contemporary and lagged movements of the variables.