Listar por autor "Rojas, Brayan"
We use a dynamic factor model proposed by Stock and Watson [1998, 1999, 2002a,b] to forecast Colombian inflation. The model includes 92 monthly series observed over the period 1999:01-2008:06. The results show that for ...Documentos de Trabajo. 2009-01
Borradores de Economía; No. 549
Three methodologies to estimate the natural interest rate, NIR, are implemented for the Colombian economy. Two methods are statistical filters and the third involves some economic theory. The first method is based on ...Documentos de Trabajo. 2010-11
Borradores de Economía; No. 626