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Modelo Mensual de Canales de Transmisión

  • María Paola Figueroa
  • Javier Gómez Pineda

    ()

Como el efecto de la política monetaria tiene un rezago, excepto por choques inesperados, en los próximos trimestres la inflación ya está definida. En este documento presentamos un modelo de pronóstico de la inflación en el corto plazo que es nuevo en la gama de modelos de pronóstico de la inflación utilizados de los bancos centrales. El modelo mensual de mecanismos de transmisión (MMCT) formaliza nuestro criterio sobre las tendencias más recientes de la inflación en el corto plazo. Con este modelo obtenemos, a uno y dos trimestres, los pronósticos más precisos dentro los distintos modelos de proyección del banco central de Colombia.

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File URL: http://www.banrep.gov.co/docum/ftp/borra267.pdf
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Paper provided by Banco de la Republica de Colombia in its series Borradores de Economia with number 267.

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Handle: RePEc:bdr:borrec:267
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  1. Norberto Rodríguez N. & Patricia Siado C., . "Un Pronóstico no Paramétrico de la Inflación Colombiana," Borradores de Economia 248, Banco de la Republica de Colombia.
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