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Mercado Actual de la Gasolina y del ACPM en Colombia e Inflación

  • Hernán Rincón

    ()

  • Aaron Garavito

    ()

En este trabajo se implementan diferentes metodologías de combinación de pronósticos para la inflación colombiana durante el período trimestral comprendido entre 1999:I y 2003:I I. Los métodos de combinación propuestos permiten modelar cambios estructurales con el objeto de capturar el cambio de nivel de la inflación ocurrido en 1998 y 1999. Los resultados obtenidos muestran que la metodología de Castaño y Melo (1998), que no considera cambios estructurales, sigue siendo apropiada para pronósticos de horizontes de 1, 2 y 3 trimestres. Sin embargo, para horizontes mayores las metodologías de combinación que consideran cambios estructurales son las mejores, en el sentido de que tienen el menor error cuadrático medio de predicción.

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Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 003202.

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Length: 35
Date of creation: 30 Apr 2004
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Handle: RePEc:col:000094:003202
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  1. Schwartz, Gerd & Clements, Benedict, 1999. " Government Subsidies," Journal of Economic Surveys, Wiley Blackwell, vol. 13(2), pages 119-47, April.
  2. Gerd Schwartz & Réjane Hugounenq & Benedict J. Clements, 1995. "Government Subsidies; Concepts, International Trends, and Reform Options," IMF Working Papers 95/91, International Monetary Fund.
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