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...
| Κύριος συγγραφέας: | |
|---|---|
| Μορφή: | Επιστημονικό περιοδικό |
| Γλώσσα: | English |
| Έκδοση: |
Washington, D.C. :
International Monetary Fund,
2000.
|
| Σειρά: | IMF Working Papers; Working Paper ;
No. 2000/162 |
| Διαθέσιμο Online: | Full text available on IMF |