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La inflación en Colombia: una aproximación desde las redes neuronales

Author

Listed:
  • Martha Misas Arango
  • Enrique L�pez Enciso
  • Pablo Querub�n Borrero

Abstract

Este documento presenta un modelo de estimación de la inflación en Colombia con base en la utilización de un modelo de la red neuronal artificial (ANN). La prueba de no-linealidad de la relación entre el dinero y la inflación, al igual que diferentes argumentos teóricos mencionados en el trabajo, muestra la importancia de modelar la inflación con técnicas no lineales como las redes neuronales.

Suggested Citation

  • Martha Misas Arango & Enrique L�pez Enciso & Pablo Querub�n Borrero, 2002. "La inflación en Colombia: una aproximación desde las redes neuronales," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 20(41-42), pages 143-214.
    • Handle: RePEc:col:000107:005350
    DOI: 10.32468/Espe.41-4203
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    Cited by:

    1. José Luis Torres, 2006. "Modelos Para La Inflación Básica de Bienes Transables y No Transables en Colombia," Borradores de Economia 365, Banco de la Republica de Colombia.
    2. Eliana González Molano & Luis Fernando Melo Velandia & Anderson Grajales Olarte, 2007. "Pronósticos directos de la inflación colombiana," Borradores de Economia 458, Banco de la Republica de Colombia.
    3. Martha A. Misas A. & Enrique L�pez E. & Carlos A. Arango A. & uan Nicol�s Hern�ndez A., 2004. "No-linealidades en la demanda de efectivo en Colombia: las redes neuronales como herramienta de pronóstico," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 22(45), pages 10-57.
    4. Luis Fernando Melo & Martha Misas A., 2004. "Modelos Estructurales de Inflación en Colombia: Estimación a Través de Mínimos Cuadrados Flexibles," Borradores de Economia 283, Banco de la Republica de Colombia.
    5. Jos� Mauricio Salazar S�enz, 2009. "Evaluaci�n de pron�stico de una red neuronal sobre el PIB en Colombia," Borradores de Economia 5934, Banco de la Republica.
    6. Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio, 2016. "Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates," Economic Systems, Elsevier, vol. 40(3), pages 387-397.
    7. Ignacio Lozano, 2009. "Budget Deficit, Money Growth and Inflation: Evidence from the Colombian case," Money Affairs, CEMLA, vol. 0(1), pages 65-95, January-J.
    8. Héctor Mauricio Nunez Amortegui, 2005. "Una evaluación de los pronósticos de inflación en Colombia bajo el esquema de inflación objetivo," Revista de Economía del Rosario, Universidad del Rosario.
    9. Luis Fernando Melo Velandia & Martha Alicia Misas Arango, 2004. "Modelos Estructurales de Inflaci�n en Colombia: Estimaci�n a trav�s de M�nimos Cuadrados Flexibles," Borradores de Economia 3244, Banco de la Republica.
    10. Norberto Rodr�guez & Patricia Siado, 2003. "Un Pron�Stico No Param�Trico De La Inflaci�N Colombiana," Borradores de Economia 3691, Banco de la Republica.
    11. María Clara Aristizábal Restrepo, 2006. "Evaluación asimétrica de una red neuronal artificial:Aplicación al caso de la inflación en Colombia," Borradores de Economia 377, Banco de la Republica de Colombia.
    12. Carlos A. Arango A. & Martha Misas A. & Juan Nicolás Hernández, 2004. "La Demanda de Especies Monetarias en Colombia: Estructura y Pronóstico," Borradores de Economia 309, Banco de la Republica de Colombia.
    13. Eliana Gonz�lez Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte, 2007. "Pron�sticos directos de la inflaci�n colombiana," Borradores de Economia 4246, Banco de la Republica.
    14. repec:bdr:ensayo:v::y:2004:i:45:p:10-57 is not listed on IDEAS

    More about this item

    JEL classification:

    • E1 - Macroeconomics and Monetary Economics - - General Aggregative Models
    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
    • J30 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - General

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