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La persistencia estad�stica de la inflaci�n en Colombia

Author

Listed:
  • Juan Jos� Echavarr�a S.
  • Enrique L�pez E.
  • Martha Misas A.

Abstract

En este documento se eval�an las diferentes formas de medici�n de la persistencia estad�stica y los distintos factores estructurales que podr�an explicarla. Se presenta una medici�n de la persistencia estad�stica de la inflaci�n y de la brecha de inflaci�n en Colombia para el per�odo 1990-2010, por medio de un modelo de cambio de r�gimen y de un filtro de Kalman. El r�gimen de inflaci�n objetivo adoptado en 1999 permiti� reducir la media y la varianza de la inflaci�n pero no ha modificado la persistencia estad�stica de manera significativa.

Suggested Citation

  • Juan Jos� Echavarr�a S. & Enrique L�pez E. & Martha Misas A., 2010. "La persistencia estad�stica de la inflaci�n en Colombia," Borradores de Economia 7573, Banco de la Republica.
    • Handle: RePEc:col:000094:007573
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    Keywords

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    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models

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