A dynamic factor model for the colombian inflation
dc.coverage.sucursal | Bogotá | spa |
dc.creator | González-Molano, Eliana Rocío | |
dc.creator | Melo-Velandia, Luis Fernando | |
dc.creator | Monroy, Viviana | |
dc.creator | Rojas, Brayan | |
dc.creator.firma | Luis Fernando Melo-Velandia | |
dc.date.accessioned | 2009-01-15T08:30:10Z | eng |
dc.date.available | 2009-01-15T08:30:10Z | |
dc.date.created | 2009-01-15 | |
dc.date.issued | 2009-01-15 | |
dc.description.abstract | 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 short-run horizons, factor model for | eng |
dc.format.mimetype | spa | |
dc.identifier.handle | https://hdl.handle.net/20.500.12134/5566 | spa |
dc.identifier.uri | https://repositorio.banrep.gov.co/handle/20.500.12134/5566 | |
dc.language.iso | spa | spa |
dc.publisher | Banco de la República | spa |
dc.relation.doi | https://doi.org/10.32468/be.549 | spa |
dc.relation.dotec | https://ideas.repec.org/p/col/000094/005273.html | spa |
dc.relation.ispartof | Documentos de Trabajo | spa |
dc.relation.ispartofseries | Borradores de Economía | spa |
dc.relation.isversionof | Borradores de Economía; No. 549 | |
dc.relation.number | Borrador 549 | spa |
dc.relation.repec | https://ideas.repec.org/p/bdr/borrec/549.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:col:000094:005273 | spa |
dc.subject.jel | C53 - Forecasting and Prediction Methods; Simulation Methods | eng |
dc.subject.jelspa | C13 - Estimación: generalidades | spa |
dc.subject.keyword | Dynamic factor models | eng |
dc.subject.keyword | Static factor models | eng |
dc.subject.keyword | Forecast accuracy | eng |
dc.subject.lemb | Inflación -- Colombia -- 1999-2008 | spa |
dc.subject.lemb | Pronóstico de la economía -- Modelos -- Colombia -- 1999-2008 | spa |
dc.title | A dynamic factor model for the colombian inflation | spa |
dc.type | Working Paper | eng |
dc.type.hasversion | Published Version | eng |
dc.type.spa | Documentos de trabajo | spa |
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