Underlying Inflation in Colombia: a common stochastic trend approach associated with structural restriction vectorial error correction model (SVEC)
In this article the underlying inflation is estimated by means of a common stochastic trend scheme associated with a structural restriction vectorial error correction model (SVEC). The estimation possesses the desired characteristic concerning variance and it's related with the behavior of observed inflation. With the objective of proving the advantages of this methodology, two forecast series are calculated for inflation and underlying inflation with their respective confidence intervals; through bootstrappingtechniques based on two randomly selected sampling lenghts.
Volume (Year): (2005)
Issue (Month): 63 (Julio-Diciembre)
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