A dynamic factor model for the colombian inflation

dc.coverage.sucursalBogotáspa
dc.creatorGonzález-Molano, Eliana Rocío
dc.creatorMelo-Velandia, Luis Fernando
dc.creatorMonroy, Viviana
dc.creatorRojas, Brayan
dc.creator.firmaLuis Fernando Melo-Velandia
dc.date.accessioned2009-01-15T08:30:10Zeng
dc.date.available2009-01-15T08:30:10Z
dc.date.created2009-01-15
dc.date.issued2009-01-15
dc.description.abstractWe 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 short-run horizons, factor model foreng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5566spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5566
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.549spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/005273.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 549
dc.relation.numberBorrador 549spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/549.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:col:000094:005273spa
dc.subject.jelC53 - Forecasting and Prediction Methods; Simulation Methodseng
dc.subject.jelspaC13 - Estimación: generalidadesspa
dc.subject.keywordDynamic factor modelseng
dc.subject.keywordStatic factor modelseng
dc.subject.keywordForecast accuracyeng
dc.subject.lembInflación -- Colombia -- 1999-2008spa
dc.subject.lembPronóstico de la economía -- Modelos -- Colombia -- 1999-2008spa
dc.titleA dynamic factor model for the colombian inflationspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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