UN PRONÓSTICO NO PARAMÉTRICO DE LA INFLACIÓN COLOMBIANA UN PRONÓSTICO NO PARAMÉTRICO DE LA INFLACIÓN COLOMBIANA

UN PRONÓSTICO NO PARAMÉTRICO DE LA INFLACIÓN COLOMBIANA UN PRONÓSTICO NO PARAMÉTRICO DE LA INFLACIÓN COLOMBIANA

This paper contains the results of a non parametric multi-step ahead forecast for the monthly Colombian inflation, using Mean conditional kernel estimation over inflation changes, with no inclusion of exogenous variables. The results are compared with those from an ARIMA and a non-linear STAR. The n...

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Bibliographic Details
Main Authors: Rodríguez N. Norberto, Siado C. Patricia
Format: Article
Language:English
Published: Universidad Nacional de Colombia 2003-11-01
Series:Revista Colombiana de Estadística
Subjects:
Nonparametric forecast
Kernel estimation
Forecast evaluation
Bandwidth selection
Rolling forecast
Online Access:http://www.revistas.unal.edu.co/index.php/estad/article/view/28679

Internet

http://www.revistas.unal.edu.co/index.php/estad/article/view/28679

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