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Cuadernos de economía

On-line version ISSN 0717-6821

Abstract

CARO, Juan Carlos  and  IDROVO, Byron. Metodología para Generar Indicadores de Actividad en Infraestructura y Vivienda. Cuad. econ. [online]. 2010, vol.47, n.136, pp. 273-303. ISSN 0717-6821.  http://dx.doi.org/10.4067/S0717-68212010000200006.

This article depicts an alternative methodology for measuring the investment activity in Chile's infrastructure and housing sectors. The methodology is based on the Stock & Watson index (1989), which defines activity indicators as "an unobservable underlying state". We use the Raiman Filter as an estimation method. Then, by applying the Chow & Lin methodology (1971), we interpolate the disaggregated investment annual series of the National Accounts System. The result is new quarterly investment data for both sectors, which can be used in future research.

Keywords : Construcción; Filtro de Kalman; Infraestructura; Vivienda.

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