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La persistencia estadística de la inflación en Colombia

In: Formación de precios y salarios en Colombia T.1

Author

Listed:
  • Echavarría-Soto, Juan José
  • Misas A., Martha
  • López-Enciso, Enrique Antonio

Abstract

Se evalúan las diferentes formas de medición de la persistencia estadística y los distintos factores estructurales que podrían explicarla. Se presenta una medición de la persistencia estadística de la inflación y de la brecha de inflación en Colombia para el período 1990-2010, por medio de un modelo de cambio de régimen y de un filtro de Kalman.

Suggested Citation

  • Echavarría-Soto, Juan José & Misas A., Martha & López-Enciso, Enrique Antonio, 2011. "La persistencia estadística de la inflación en Colombia," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.1, volume 1, chapter 1, pages 3-44, Banco de la Republica de Colombia.
  • Handle: RePEc:bdr:bdrcap:2011a-04-3-44
    DOI: 10.32468/Ebook.664-244-6
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    Cited by:

    1. José Antonio Ocampo & Jonathan Malagón González & Juan Sebastian Betancur, 2015. "La banca central colombiana en una década de expansión, 2003-2013," Books, Universidad Externado de Colombia, Facultad de Economía, edition 1, number 72, December.

    More about this item

    Keywords

    Inflación; Persistencia estadística; Probabilidades; Política monetaria; Colombia; Inflation; Statistical persistence; Probabilities; Monetary policy; Colombia;
    All these keywords.

    JEL classification:

    • C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
    • P24 - Economic Systems - - Socialist Systems and Transition Economies - - - National Income, Product, and Expenditure; Money; Inflation
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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