Modelos de predicción para la inflación de Chile

Idrovo Aguirre, Byron and Tejada, Mauricio (2010): Modelos de predicción para la inflación de Chile. Published in: Cámara Chilena de la Construcción. Documentos de trabajo (29 March 2010)

Abstract

In order to predict the inflation of Chile, we considered multivariate time series models and contrast the precision and predictive stability.

• Item Type: MPRA Paper
• English Title: Inflation forecast models for Chile
• Language: Spanish
• Keywords: Inflación; curva de phillips; series de tiempo
• Subjects: C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables > C32 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes ; State Space Models

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