IDEAS home Printed from https://ideas.repec.org/a/col/000174/005534.html
   My bibliography  Save this article

Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia

Author

Listed:
  • Aristizábal, María Clara

Abstract

Resumen: El objetivo de este trabajo es explorar la relación no lineal entre el dinero y la inflación en Colombia a través de una red neuronal artificial, utilizando información mensual de la variación del Índice de Precios al Consumidor y del agregado monetario M3, desde enero de 1982 hasta febrero de 2005. Las redes neuronales artificiales aparecen como una excelente alternativa para las autoridades monetarias de contar con los mejores modelos para pronosticar la inflación y guiar sus decisiones de política. El presente artículo incorpora algunas innovaciones en la modelación del dinero e inflación que permiten generar pronósticos más confiables, debido a que el modelo se aproxima con mayor exactitud a la realidad.

Suggested Citation

  • Aristizábal, María Clara, 2006. "Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, September.
    • Handle: RePEc:col:000174:005534
    as

    Download full text from publisher

    File URL: http://aprendeenlinea.udea.edu.co/revistas/index.php/lecturasdeeconomia/article/view/2641/2101
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    red neuronal artificial; no linealidad; unidad escondida; función de activación; rolling de pronósticos; función de pérdida asimétrica;
    All these keywords.

    JEL classification:

    • D87 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Neuroeconomics
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000174:005534. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Universidad de Antioquia. Facultad de Ciencias Economicas. (Laura Maria Posada Arboleda) (email available below). General contact details of provider: https://edirc.repec.org/data/ciantco.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.