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Modelos de predicción para la inflación de Chile
[Inflation forecast models for Chile]

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Author Info

  • Idrovo Aguirre, Byron
  • Tejada, Mauricio

Abstract

In order to predict the inflation of Chile, we considered multivariate time series models and contrast the precision and predictive stability.

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File URL: http://mpra.ub.uni-muenchen.de/31586/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 31586.

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Date of creation: 26 Feb 2010
Date of revision: 26 Mar 2010
Handle: RePEc:pra:mprapa:31586

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Related research

Keywords: Inflación; curva de phillips; series de tiempo;

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References

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  1. James H. Stock & Mark W. Watson, 2001. "Forecasting output and inflation: the role of asset prices," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  2. Stock, James H & Watson, Mark W, 1993. "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems," Econometrica, Econometric Society, vol. 61(4), pages 783-820, July.
  3. Raffaella Giacomini & Halbert White, 2003. "Tests of conditional predictive ability," Boston College Working Papers in Economics 572, Boston College Department of Economics.
  4. James H. Stock & Mark W. Watson, 2006. "Why Has U.S. Inflation Become Harder to Forecast?," NBER Working Papers 12324, National Bureau of Economic Research, Inc.
  5. Jeremy Rudd & Karl Whelan, 2005. "Modelling inflation dynamics: a critical review of recent research," Finance and Economics Discussion Series 2005-66, Board of Governors of the Federal Reserve System (U.S.).
  6. James H. Stock & Mark W. Watson, 1998. "Diffusion Indexes," NBER Working Papers 6702, National Bureau of Economic Research, Inc.
  7. Pablo Pincheira Brown & Álvaro García Marín, 2009. "Forecasting Inflation in Chile With an Accurate Benchmark," Working Papers Central Bank of Chile 514, Central Bank of Chile.
  8. José De Gregorio, 2009. "La Macroeconomía, los Economistas y la Crisis," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(134), pages 149-159.
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