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Una metodología para el seguimiento de objetivos definidos sobre series históricas: el caso del control monetario en España

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Abstract

En este articulo se describe una metodología para efectuar el seguimiento de objetivos económicos, definidos sobre un vector de series históricas que' han sido observadas en el pasado. El procedimiento consiste en calcular utilizando un filtro de Kalman, una senda de objetivos a corto plazo compatible con el modelo econométrico que describe la evolucion de las series y con el objetivo final. De esta manera, se evitan algunos elementos arbitrarios característicos de los métodos que se utilizan en la actualidad. La aplicación del sistema se ilustra mediante un ejemplo relativo al objetivo monetario en España.

Suggested Citation

  • Miguel Jerez Méndez, 1991. "Una metodología para el seguimiento de objetivos definidos sobre series históricas: el caso del control monetario en España," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 91-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:91-12
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