Bayesian combination for inflation forecasts : the effects of a prior based on central banks' estimates

dc.coverage.sucursalBogotáspa
dc.creatorMelo-Velandia, Luis Fernando
dc.creatorLoaiza-Maya, Rubén Albeiro
dc.creatorVillamizar-Villegas, Mauricio
dc.creator.firmaLuis Fernando Melo-Velandia
dc.date.accessioned2014-11-20T08:30:10Zeng
dc.date.available2014-11-20T08:30:10Zspa
dc.date.created2014-11-20spa
dc.date.issued2014-11-20eng
dc.description.abstractTypically, central banks use a variety of individual models (or a combination of models) when forecasting inflation rates. Most of these require excessive amounts of data, time, and computational power; all of which are scarce when monetary authorities meeng
dc.format.extent20 páginas : gráficas, tablasspa
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6141spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6141spa
dc.language.isoengspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.853spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 853spa
dc.relation.numberBorrador 853spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/853.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:853spa
dc.subject.jelC11 - Bayesian Analysis: Generaleng
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processeseng
dc.subject.jelC53 - Forecasting and Prediction Methods; Simulation Methodseng
dc.subject.jelE31 - Price Level; Inflation; Deflationeng
dc.subject.jelspaC53 - Métodos de pronóstico y predicción; métodos de simulaciónspa
dc.subject.jelspaC11 - Análisis bayesiano: generalidadesspa
dc.subject.jelspaE31 - Nivel de precios; Inflación; Deflaciónspa
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusiónspa
dc.subject.keywordBayesian shrinkageeng
dc.subject.keywordInflation forecast combinationeng
dc.subject.keywordInternal forecastseng
dc.subject.keywordRolling window estimationeng
dc.subject.lembTasas de inflación -- Pronósticos -- Modelosspa
dc.subject.lembBancos centrales -- Modelosspa
dc.subject.lembInflación -- Intervención del estado -- Colombia -- 2002-2011spa
dc.subject.lembAnálisis bayesianospa
dc.titleBayesian combination for inflation forecasts : the effects of a prior based on central banks' estimatesspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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