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Pronósticos condicionados: método y aplicación al caso de la inflación 1991

Author

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  • Luis Fernando Melo.
  • Hugo Oliveros C.

Abstract

En este documento se presentan pronósticos condicionados ARIMA de inflación para Colombia utilizando un estimador óptimo, propuesto por Guerrero (1989). Se utiliza la información comprendida entre enero de 1983 y junio de 1991, las metas del gobierno y los pronósticos de un modelo ARIMA construido para el índice de precios al consumidos total ponderado, como input del proceso de generación de los pronósticos condicionados para inflación.

Suggested Citation

  • Luis Fernando Melo. & Hugo Oliveros C., 1991. "Pronósticos condicionados: método y aplicación al caso de la inflación 1991," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 10(20), pages 87-105, December.
    • Handle: RePEc:bdr:ensayo:v:10:y:1991:i:20:p:87-105
    DOI: 10.32468/Espe.2003
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    Cited by:

    1. Luis Fernando melo V., 1996. "Pronosticos Condicionados Para Modelos Var," Borradores de Economia 3392, Banco de la Republica.

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