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El ciclo común y los grupos homogéneos en la inflación


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  • Barrera, Carlos

    (Banco Central de Reserva del Perú)


Se cuantifica el grado de precisión al predecir la inflación del índice de precios al consumidor (IPC) mediante agrupaciones homogéneas de los rubros en la canasta del IPC. Dos conjuntos de agrupaciones homogéneas alternativos al conjunto de agrupaciones convencionales se obtienen al aplicar un método estadístico de agrupación a los rubros en el ciclo común de la inflación IPC y a los del agregado inflación IPC (conjunto de control). Los mismos modelos desagregados son estimados con estos tres conjuntos de datos para generar las proyecciones. Se encuentra que (1) los dos conjuntos de agrupaciones homogéneas brindan proyecciones más precisas que el conjunto de agrupaciones convencionales, y (2) el conjunto de control brinda las proyecciones más precisas. Se concluye que, para predecir la inflación IPC con la mayor precisión, se requiere utilizar datos agrupados homogéneamente, en particular los obtenidos con los rubros del agregado inflación IPC (además de utilizar modelos desagregados).

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Bibliographic Info

Paper provided by Banco Central de Reserva del Perú in its series Working Papers with number 2012-010.

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Date of creation: Apr 2012
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Handle: RePEc:rbp:wpaper:2012-010

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Keywords: Modelos de series de tiempo; construcción y evaluación de modelos; predicción; infl ación.;

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