IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this paper or follow this series

El ciclo común y los grupos homogéneos en la inflación

  • Barrera, Carlos

    (Banco Central de Reserva del Perú)

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).

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: http://www.bcrp.gob.pe/docs/Publicaciones/Documentos-de-Trabajo/2012/documento-de-trabajo-10-2012.pdf
File Function: Application/pdf
Download Restriction: no

Paper provided by Banco Central de Reserva del Perú in its series Working Papers with number 2012-010.

as
in new window

Length:
Date of creation: Apr 2012
Date of revision:
Handle: RePEc:rbp:wpaper:2012-010
Contact details of provider: Postal: Jr. Miro Quesada 441, Lima
Phone: 427-6250 ext. 3841
Fax: 426-6125
Web page: http://www.bcrp.gob.pe
More information through EDIRC

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:rbp:wpaper:2012-010. 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: (Research Unit)

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.