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La persistencia estadística de la inflación en Colombia

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  • Martha Misas A

    ()

  • Juan José Echavarría S
  • Enrique López E

Abstract

En este documento se evalúan las diferentes formas de medición de la persistenciaestadística y los distintos factores estructurales que podrían explicarla. Se presenta unamedición de la persistencia estadística de la inflación y de la brecha de inflación en Colombiapara el período 1990-2010, por medio de un modelo de cambio de régimen y de un filtro deKalman. Se concluye que el régimen de inflación objetivo adoptado en 1999 permitió reducirla media y la varianza de la inflación pero no ha modificado la persistencia estadística demanera significativa.

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File URL: http://www.javeriana.edu.co/fcea/coleccion_universitas_Economica/Vol_10/Vol.10_9_2010.pdf
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Bibliographic Info

Paper provided by UNIVERSIDAD JAVERIANA - BOGOTÁ in its series VNIVERSITAS ECONÓMICA with number 008296.

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Length: 42
Date of creation: 31 Aug 2010
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Handle: RePEc:col:000416:008296

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Keywords: Inflación; persistencia de la inflación; modelos de cambio de régimen; filtrode Kalman; Colombia.;

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References

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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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