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La persistencia estadística de la inflación en Colombia

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  • Juan José Echavarría S.

    ()

  • Enrique López E.

    ()

  • Martha Misas A.

    ()

Abstract

En este documento se evalúan las diferentes formas de medición de la persistencia estadística y los distintos factores estructurales que podrían explicarla. Se presenta una medición de la persistencia estadística de la inflación y de la brecha de inflación en Colombia para el período 1990-2010, por medio de un modelo de cambio de régimen y de un filtro de Kalman. El régimen de inflación objetivo adoptado en 1999 permitió reducir la media y la varianza de la inflación pero no ha modificado la persistencia estadística de manera significativa.

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Bibliographic Info

Paper provided by Banco de la Republica de Colombia in its series Borradores de Economia with number 623.

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Handle: RePEc:bdr:borrec:623

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Keywords: Inflación; persistencia de la inflación; modelos de cambio de régimen; filtro de Kalman; Colombia. Classification JEL: E31; E52; E58; C22; C24.;

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Cited by:
  1. Andrés Felipe Giraldo & Martha Misas Arango & Edgar Villa Pérez, 2011. "Reconstructing the recent monetary policy history of Colombia from 1990 to 2010," VNIVERSITAS ECONÓMICA 008860, UNIVERSIDAD JAVERIANA - BOGOTÁ.

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