IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this paper

Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia

Listed author(s):
  • Eliana Rocío González Molano


Registered author(s):

    Pronosticar la inflación de alimentos es uno de los grandes retos del Banco central, debido a la altaponderación de los alimentos dentro del IPC y puesto que los rubros que conforman este grupoobedecen principalmente a factores de oferta que no son fácilmente predecibles ni reaccionan a lapolítica monetaria. En este trabajo se construyen pronósticos para la inflación de alimentos a partir dedesagregados, utilizando diferentes clasificaciones de la canasta de alimentos del IPC. Se evalúan ycomparan modelos tanto univariados como multivariados según su capacidad de pronóstico. Losresultados muestran, que los pronósticos construidos a partir de pronósticos de subgrupos dealimentos generados por modelos multivariados (VARX y VEC) producen menor error de pronósticoque los generados por un modelo univariado (ARX). De otro lado, para el corto y mediano plazo, lospronósticos para el agregado construidos agregando pronósticos de subgrupos de alimentos producenmenor error de pronóstico que los pronósticos para la inflación de alimentos generados por un modeloque contiene tanto rezagos del agregado como rezagos de los subgrupos. Sin embargo, para horizontesmás lejanos los segundos parecen mejores que los primeros.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: no

    Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 004596.

    in new window

    Length: 32
    Date of creation: 06 Apr 2008
    Handle: RePEc:col:000094:004596
    Contact details of provider:

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:col:000094:004596. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Clorith Angélica Bahos Olivera)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.