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Activity Number: 706
Type: Contributed
Date/Time: Thursday, August 4, 2016 : 10:30 AM to 12:20 PM
Sponsor: Business and Economic Statistics Section
Abstract #318707
Title: Choosing a Dynamic Common Factor as a Coincident Index
Author(s): Fabio H. Nieto* and Wilmer Oswaldo Martinez and Pilar Poncela
Companies: Universidad Nacional de Colombia and Banco de la Rep├║blica de Colombia and Universidad Autonoma de Madrid
Keywords: Dynamic common factors ; Coincident indexes ; Coincident profile

A methodology to compute a coincident index is presented. The procedure is based on the common factors of a set of indicator variables and a device that is termed coincident profile. Applications in economics and finance are included.

Authors who are presenting talks have a * after their name.

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