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Mercado Actual de la Gasolina y del ACPM en Colombia e Inflación

Author

Listed:
  • Hernán Rincón
  • Aaron Garavito

Abstract

En este trabajo se implementan diferentes metodologías de combinación de pronósticos para la inflación colombiana durante el período trimestral comprendido entre 1999:I y 2003:I I. Los métodos de combinación propuestos permiten modelar cambios estructurales con el objeto de capturar el cambio de nivel de la inflación ocurrido en 1998 y 1999. Los resultados obtenidos muestran que la metodología de Castaño y Melo (1998), que no considera cambios estructurales, sigue siendo apropiada para pronósticos de horizontes de 1, 2 y 3 trimestres. Sin embargo, para horizontes mayores las metodologías de combinación que consideran cambios estructurales son las mejores, en el sentido de que tienen el menor error cuadrático medio de predicción.

Suggested Citation

  • Hernán Rincón & Aaron Garavito, 2004. "Mercado Actual de la Gasolina y del ACPM en Colombia e Inflación," Borradores de Economia 3202, Banco de la Republica.
    • Handle: RePEc:col:000094:003202
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    Cited by:

    1. Ramos Oyola, Elizeth & Cárdenas Londoño, Maria Victoria & Tobón Orozco, David, 2006. "Perspectiva Económica sobre la demanda de combustibles en Antioquia," Borradores del CIE 4187, Universidad de Antioquia, CIE.
    2. Mendoza, Miguel Ángel, 2014. "Panorama preliminar de los subsidios y los impuestos a las gasolinas y diésel en los países de América Latina," Documentos de Proyectos 37431, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    3. World Bank, 2012. "Assessing the Impact of Higher Oil Prices in Latin America," World Bank Publications - Reports 11889, The World Bank Group.

    More about this item

    Keywords

    Estructura de Mercado;

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