Forecasting Inflation in Chile Using State-Space and Regime-Switching Models /

The paper estimates two time-varying parameter models of Chilean inflation: a Phillips curve model and a small open economy model. Their out-of-sample forecasts are compared with those of simple Box-Jenkins models. The main findings are; forecasts that include the pre-announced inflation target as a...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia: Nadal De Simone, Francisco
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2000.
Saila:IMF Working Papers; Working Paper ; No. 2000/162
Sarrera elektronikoa:Full text available on IMF
Deskribapena
Gaia:The paper estimates two time-varying parameter models of Chilean inflation: a Phillips curve model and a small open economy model. Their out-of-sample forecasts are compared with those of simple Box-Jenkins models. The main findings are; forecasts that include the pre-announced inflation target as a regressor are relatively better; the Phillips curve model outperforms the small open economy model in out-of-sample forecasts; and although Box-Jenkins models outperform the two models for short-term out-of-sample forecasts, their superiority deteriorates in longer forecasts. Adding a Markov-switching process to the models does not explain much of the conditional variance of the forecast errors.
Alearen deskribapena:<strong>Off-Campus Access:</strong> No User ID or Password Required
<strong>On-Campus Access:</strong> No User ID or Password Required
Deskribapen fisikoa:1 online resource (54 pages)
Formatua:Mode of access: Internet
ISSN:1018-5941
Sartu:Electronic access restricted to authorized BRAC University faculty, staff and students