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La persistencia estadística de la inflación en Colombia

Author

Listed:
  • Martha Misas A
  • Juan José Echavarría S
  • Enrique López E

Abstract

En este documento se evalúan las diferentes formas de medición de la persistenciaestadística y los distintos factores estructurales que podrían explicarla. Se presenta unamedición de la persistencia estadística de la inflación y de la brecha de inflación en Colombiapara el período 1990-2010, por medio de un modelo de cambio de régimen y de un filtro deKalman. Se concluye que el régimen de inflación objetivo adoptado en 1999 permitió reducirla media y la varianza de la inflación pero no ha modificado la persistencia estadística demanera significativa.

Suggested Citation

  • Martha Misas A & Juan José Echavarría S & Enrique López E, 2010. "La persistencia estadística de la inflación en Colombia," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-42, August.
    • Handle: RePEc:col:000416:008296
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    File URL: http://cea.javeriana.edu.co/documents/153049/2786252/Vol.10_9_2010.pdf/220605ba-1348-40b5-8e78-3f491eeda671
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    References listed on IDEAS

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    Cited by:

    1. Andrés Felipe Giraldo & Martha Misas Arango & Edgar Villa Pérez, 2011. "Reconstructing the recent monetary policy history of Colombia from 1990 to 2010," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-38, May.
    2. José Antonio Ocampo & Jonathan Malagón González & Juan Sebastian Betancur, 2015. "La banca central colombiana en una década de expansión, 2003-2013," Books, Universidad Externado de Colombia, Facultad de Economía, edition 1, number 72, August.

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    More about this item

    Keywords

    Inflación; persistencia de la inflación; modelos de cambio de régimen; filtrode Kalman; Colombia.;
    All these keywords.

    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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