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dc.creatorZárate-Solano, Hector Manuel
dc.creatorRengifo-Gómez, Angélica
dc.date.created2013-02-06
dc.date.issued2013-02-06
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5896
dc.description.abstractThis paper investigates whether transforming the Consumer Price Index with a class of power transformations lead to an improvement of inflation forecasting accuracy. We use one of the prototypical models to forecast short run inflation which is known as t
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 756
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleForecasting annual inflation with power transformations : the case of inflation targeting countries
dc.typeWorking Paper
dc.subject.jelC52 - Model Evaluation, Validation, and Selection
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
dc.subject.keywordARIMA models
dc.subject.keywordPower transformations
dc.subject.keywordSeasonality
dc.subject.keywordBayesian analysis
dc.subject.lembIndice de precios al consumidor
dc.subject.lembInflación -- Pronósticos
dc.subject.lembModelos Arima
dc.subject.lembAnálisis Bayesiano
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaC52 - Evaluación, contraste y selección de modelos
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.756
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 756
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/756.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5896
dc.source.handleRepecRePEc:bdr:borrec:756


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit