Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia

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Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia

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Aristizábal, María Clara ()

Abstract

Resumen: El objetivo de este trabajo es explorar la relación no lineal entre el dinero y la inflación en Colombia a través de una red neuronal artificial, utilizando información mensual de la variación del Índice de Precios al Consumidor y del agregado monetario M3, desde enero de 1982 hasta febrero de 2005. Las redes neuronales artificiales aparecen como una excelente alternativa para las autoridades monetarias de contar con los mejores modelos para pronosticar la inflación y guiar sus decisiones de política. El presente artículo incorpora algunas innovaciones en la modelación del dinero e inflación que permiten generar pronósticos más confiables, debido a que el modelo se aproxima con mayor exactitud a la realidad.

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Article provided by UNIVERSIDAD DE ANTIOQUIA - CIE in its journal Lecturas de Economia.

Volume (Year): (2006)
Issue (Month): ()
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Handle: RePEc:col:000174:005534

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