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