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Modelos Estructurales de Inflación en Colombia: Estimación a través de Mínimos Cuadrados Flexibles Author info | Abstract | Publisher info | Download info | Related research | Statistics Luis Fernando Melo Velandia ()
Martha Alicia Misas Arango ()
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En este documento se presenta evidencia de cambios estructurales, a finales de la década de los noventa, en las relaciones económicas planteadas en los modelos uniecuacionales de inflación en Colombia. Hecho que afecta la inferencia y los pronósticos obtenidos a través de uso de técnicas clásicas de estimación. La metodología de estimación de mínimos cuadrados flexibles (Kalaba y Tesfatsion 1989, 1990), propuesta en esta investigación, permite incorporar tales cambios superando los problemas asociados a las metodologías tradicionales. Los pronósticos obtenidos a partir de esta metodología son superiores, en sentido de menor error mínimo cuadrático, a aquellos obtenidos a través de mínimos cuadrados ordinarios.
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Luis Fernando Melo Velandia & Héctor M. Núñez Amortegui, 2004.
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002153, BANCO DE LA REPÚBLICA.
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