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|c 5.00 USD
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|z 9781451857863
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|a 1018-5941
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|c BD-DhAAL
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|a Nadal De Simone, Francisco.
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|a Forecasting Inflation in Chile Using State-Space and Regime-Switching Models /
|c Francisco Nadal De Simone.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2000.
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| 300 |
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|a 1 online resource (54 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a 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.
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|a Mode of access: Internet
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|a IMF Working Papers; Working Paper ;
|v No. 2000/162
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2000/162/001.2000.issue-162-en.xml
|z IMF e-Library
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