An Application of the Stock/Watson Index Methodology to the Santa Fé Economy

Berardi, María Valeria; Navarro, Ana Ines; Uría, María Candelaria

doi:10.2139/ssrn.1685330

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An Application of the Stock/Watson Index Methodology to the Santa Fé Economy

47 Pages Posted: 1 Oct 2010 Last revised: 10 Apr 2011

See all articles by María Valeria Berardi

María Candelaria Uría

Universidad Austral

Date Written: August 30, 2010

Abstract

The Stock/Watson index methodology is applied to the Santa Fé economy to estimate a coincident index for the State. A coincident index is estimated using the Kalman filter and smoother on a set of coincident indicators. This study is the first step in a broader purpose of building a coincident index for each of the provinces that constitutes the region called “Región Centro”.

Keywords: Business Fluctuations and Cycles, Regional Economic Activity, Coincident Indicators

JEL Classification: E32, R11

Suggested Citation: Suggested Citation

Berardi, María Valeria and Navarro, Ana Ines and Uría, María Candelaria, An Application of the Stock/Watson Index Methodology to the Santa Fé Economy (August 30, 2010). Available at SSRN: https://ssrn.com/abstract=1685330 or http://dx.doi.org/10.2139/ssrn.1685330