La inflación subyacente en Colombia: un enfoque de tendencias estocásticas comunes asociadas a un VEC estructural
DOI:
https://doi.org/10.17533/udea.le.n63a2660Abstract
En este documento se estima la inflación subyacente mediante un esquema de tendencias estocásticas comunes asociadas a un modelo vectorial de corrección de errores con restricciones de carácter estructural (SVEC). La estimación posee las características deseadas en cuanto a varianza y está relacionada con el comportamiento de la inflación observada. Con el fin de probar las bondades de la metodología, se calculan dos series de pronósticos de la inflación y de la inflación subyacente, con sus respectivos intervalos de confianza, mediante técnicas de bootstrapping basadas en dos longitudes de muestreo que son seleccionadas de manera aleatoria.
Palabras clave: Inflación subyacente, métodos de bootstrap. Clasificación JEL: E31, C15.
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