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El ciclo común y los grupos homogéneos en la inflación

Author

Listed:
  • Barrera, Carlos

    (Banco Central de Reserva del Perú)

Abstract

Se cuantifica el grado de precisión al predecir la inflación del índice de precios al consumidor (IPC) mediante agrupaciones homogéneas de los rubros en la canasta del IPC. Dos conjuntos de agrupaciones homogéneas alternativos al conjunto de agrupaciones convencionales se obtienen al aplicar un método estadístico de agrupación a los rubros en el ciclo común de la inflación IPC y a los del agregado inflación IPC (conjunto de control). Los mismos modelos desagregados son estimados con estos tres conjuntos de datos para generar las proyecciones. Se encuentra que (1) los dos conjuntos de agrupaciones homogéneas brindan proyecciones más precisas que el conjunto de agrupaciones convencionales, y (2) el conjunto de control brinda las proyecciones más precisas. Se concluye que, para predecir la inflación IPC con la mayor precisión, se requiere utilizar datos agrupados homogéneamente, en particular los obtenidos con los rubros del agregado inflación IPC (además de utilizar modelos desagregados).

Suggested Citation

  • Barrera, Carlos, 2012. "El ciclo común y los grupos homogéneos en la inflación," Working Papers 2012-010, Banco Central de Reserva del Perú.
  • Handle: RePEc:rbp:wpaper:2012-010
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    File URL: http://www.bcrp.gob.pe/docs/Publicaciones/Documentos-de-Trabajo/2012/documento-de-trabajo-10-2012.pdf
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    Cited by:

    1. Barrera, Carlos, 2014. "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012," Working Papers 2014-024, Banco Central de Reserva del Perú.

    More about this item

    Keywords

    Modelos de series de tiempo; construcción y evaluación de modelos; predicción; infl ación.;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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