Bayesian combination for inflation forecasts : the effects of a prior based on central banks' estimates
dc.coverage.sucursal | Bogotá | spa |
dc.creator | Melo-Velandia, Luis Fernando | |
dc.creator | Loaiza-Maya, Rubén Albeiro | |
dc.creator | Villamizar-Villegas, Mauricio | |
dc.creator.firma | Luis Fernando Melo-Velandia | |
dc.date.accessioned | 2014-11-20T08:30:10Z | eng |
dc.date.available | 2014-11-20T08:30:10Z | spa |
dc.date.created | 2014-11-20 | spa |
dc.date.issued | 2014-11-20 | eng |
dc.description.abstract | Typically, 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 me | eng |
dc.format.extent | 20 páginas : gráficas, tablas | spa |
dc.format.mimetype | spa | |
dc.identifier.handle | https://hdl.handle.net/20.500.12134/6141 | spa |
dc.identifier.uri | https://repositorio.banrep.gov.co/handle/20.500.12134/6141 | spa |
dc.language.iso | eng | spa |
dc.publisher | Banco de la República | spa |
dc.relation.doi | https://doi.org/10.32468/be.853 | spa |
dc.relation.ispartof | Documentos de Trabajo | spa |
dc.relation.ispartofseries | Borradores de Economía | spa |
dc.relation.isversionof | Borradores de Economía; No. 853 | spa |
dc.relation.number | Borrador 853 | spa |
dc.relation.repec | https://ideas.repec.org/p/bdr/borrec/853.html | spa |
dc.rights.accessRights | Open Access | eng |
dc.rights.cc | Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 | eng |
dc.rights.disclaimer | Las 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.spa | Acceso abierto | spa |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ | eng |
dc.source.handleRepec | RePEc:bdr:borrec:853 | spa |
dc.subject.jel | C11 - Bayesian Analysis: General | eng |
dc.subject.jel | C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes | eng |
dc.subject.jel | C53 - Forecasting and Prediction Methods; Simulation Methods | eng |
dc.subject.jel | E31 - Price Level; Inflation; Deflation | eng |
dc.subject.jelspa | C53 - Métodos de pronóstico y predicción; métodos de simulación | spa |
dc.subject.jelspa | C11 - Análisis bayesiano: generalidades | spa |
dc.subject.jelspa | E31 - Nivel de precios; Inflación; Deflación | spa |
dc.subject.jelspa | C22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión | spa |
dc.subject.keyword | Bayesian shrinkage | eng |
dc.subject.keyword | Inflation forecast combination | eng |
dc.subject.keyword | Internal forecasts | eng |
dc.subject.keyword | Rolling window estimation | eng |
dc.subject.lemb | Tasas de inflación -- Pronósticos -- Modelos | spa |
dc.subject.lemb | Bancos centrales -- Modelos | spa |
dc.subject.lemb | Inflación -- Intervención del estado -- Colombia -- 2002-2011 | spa |
dc.subject.lemb | Análisis bayesiano | spa |
dc.title | Bayesian combination for inflation forecasts : the effects of a prior based on central banks' estimates | spa |
dc.type | Working Paper | eng |
dc.type.hasversion | Published Version | eng |
dc.type.spa | Documentos de trabajo | spa |
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