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La persistencia estadística de la inflación en Colombia

In: Dinámica inflacionaria, persistencia y formación de precios y salarios

Author

Listed:
  • Juan José Echavarría S.

    (Banco de la República, de Colombia)

  • Enrique López E.

    (Banco de la República, de Colombia)

  • Martha Misas A.

    (Pontifica Universidad Javeriana)

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.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2013. "La persistencia estadística de la inflación en Colombia," Investigación Conjunta-Joint Research, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), Dinámica inflacionaria, persistencia y formación de precios y salarios, edition 1, chapter 6, pages 139-182, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  • Handle: RePEc:cml:incocp:2sp-6
    Note: Programa de Investigación Conjunta: XV Reunión de la Red de Investigadores de Bancos Centrales del Continente Americano
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    Cited by:

    1. is not listed on IDEAS
    2. Andrés Felipe Giraldo & Martha Misas Arango & Edgar Villa P�rez, 2011. "Reconstructing the recent monetary policy history of Colombia from 1990 to 2010," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-38.
    3. 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.

    More about this item

    JEL classification:

    • C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
    • P24 - Political Economy and Comparative Economic Systems - - Socialist 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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