Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Vîntu, Denis"'
Autor:
Balaban, Georgiana1 balabangina@yahoo.com, Vîntu, Denis1 denis.vintu@hotmail.com
Publikováno v:
Theoretical & Applied Economics. Apr2010, Vol. 17 Issue 4, p107-120. 14p. 4 Charts, 4 Graphs.
Autor:
Balaban, Georgiana, Vîntu, Denis
This paper studies the importance of the dynamic inconsistency of monetary policy. The paper is organized as follows: in the first part the concept of dynamic inconsistency is explained; the next sections analyse the the rules versus discretion dilem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::4f2ac11368edc157ee6d76fccdee5e54
https://mpra.ub.uni-muenchen.de/56042/1/MPRA_paper_56042.pdf
https://mpra.ub.uni-muenchen.de/56042/1/MPRA_paper_56042.pdf
Publikováno v:
Núñez, Héctor M; Otero, Jesús (2021) A one covariate at a time, multiple testing approach to variable selection. En: Journal of Applied Econometrics. Vol. 36; No. 6; pp. 833-841 0883-7252; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=bth&AN=153092490&lang=es&site=eds-live&scope=site.
Chudik, Alexander; Kapetanios, George; Pesaran, Hashem (2018) A One Covariate at a Time, Multiple Testing Approach to Variable Selection. En: Chudik, A, Kapetanios, G & Pesaran, H 2018, ' A One Covariate at a. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsbas&AN=edsbas.95E729BD&lang=es&site=eds-live&scope=site.
Castro, Carlos (2003) Sistema de modelos multivariados para la proyección del Producto Interno. En: Archivos de EconomÃa. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.p.col.000118.003502&lang=es&site=eds-live&scope=site.
Carlos, Capistrán; Gabriel, López-Moctezuma (2010) LAS EXPECTATIVAS MACROECONÓMICAS DE LOS ESPECIALISTAS: Una evalución de. En: El Trimestre Económico. Vol. 77; No. 306(2); pp. 275-312 0041-3011; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsjsr&AN=edsjsr.20857255&lang=es&site=eds-live&scope=site.
Lu, Shaobo (2021) Research on GDP Forecast Analysis Combining BP Neural Network and ARIMA. En: Computational Intelligence & Neuroscience. pp. 1-10 1687-5265; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=a9h&AN=153550963&lang=es&site=eds-live&scope=site.
Ana Arencibia, Pareja; Ana, Gomez-Loscos; Mercedes de Luis, López; Gabriel, Perez-Quiros (2020) A Short Term Forecasting Model for the Spanish GDP and its Demand. En: Economía, Vol 43, Iss 85 (2020. 0254-4415; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsbas&AN=edsbas.32607891&lang=es&site=eds-live&scope=site.
Wiberg Daniel Assistant, Professor; Högberg Andreas Ph.D., Candidate; Lidbom Marie Research, Assistant; Internationella Handelshögskolan Högskolan i Jönköping Internationella Handelshögskolan IHH, Nationalekonomi (2009) Forecasting GDP Growth The Case of The Baltic States. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edseur&AN=edseur.https%3a.www.europeana.eu.item.9200111.BibliographicResource.1000085966832%3futm.source%3dapi%26utm.medium%3dapi%26utm.campaign%3dYuvuWBeCa&lang=es&site=eds-live&scope=site.
Toacă, Zinovia; Vîntu, Denis (2019) Model trimestrial de Prognoză a PIB-ului Republicii Moldova[Quarterly GDP. En: MPRA Paper. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.p.pra.mprapa.107565&lang=es&site=eds-live&scope=site.
Li, Ge; Bo, Cui (2011) Research on forecast of GDP based on process neural network. En: 2011 Seventh International Conference on Natural Computation, Natural. Vol. 2; pp. 821-824 Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edseee&AN=edseee.6022203&lang=es&site=eds-live&scope=site.
Espinoza, Raphael; Fornari, Fabio; Lombardi, Marco J (2012) The Role of Financial Variables in predicting economic activity. En: Journal of Forecasting. Vol. 31; No. 1; pp. 15-46 0277-6693; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=bth&AN=69971810&lang=es&site=eds-live&scope=site.
Divya, K Hema; Devi, V Rama (2014) A Study on Predictors of GDP: Early Signals. En: Procedia Economics and Finance. Vol. 11; pp. 375-382 2212-5671; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edselp&AN=S2212567114002056&lang=es&site=eds-live&scope=site.
Duo, Qin; Marie Anne, Cagas; Geoffrey, Ducanes; Nedelyn, Magtibay-Ramos; Pilipinas, Quising (2006) Forecasting Inflation and GDP Growth: Automatic Leading Indicator (ALI). 1655-5236; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsbas&AN=edsbas.B8D11A36&lang=es&site=eds-live&scope=site.
Alcides de Jesús Padilla, Sierra (2015) Uso de variables de actividad económica en la estimación del PIB per. En: Cuadernos de Economía. Vol. 34; No. 65; pp. 349-376 0121-4772; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsdoj&AN=edsdoj.85cdac5d21dd43f58656332c36b36109&lang=es&site=eds-live&scope=site.
Stock, James H; Watson, Mark W (2002) Macroeconomic Forecasting Using Diffusion Indexes. En: Journal of Business and Economic Statistics. Vol. 20; No. 2; pp. 147-162 0735-0015; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=eoh&AN=0608937&lang=es&site=eds-live&scope=site.
Bai, Jushan; Ng, Serena (2002) Determining the Number of Factors in Approximate Factor Models. En: Econometrica. Vol. 70; No. 1; pp. 191-221 0012-9682; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsjsr&AN=edsjsr.2692167&lang=es&site=eds-live&scope=site.
Onatski, Alexei (2010) DETERMINING THE NUMBER OF FACTORS FROM EMPIRICAL DISTRIBUTION OF. En: The Review of Economics and Statistics. Vol. 92; No. 4; pp. 1004-1016 : The MIT Press; 0034-6535; Consultado en: 2022/4/30. Disponible en: http://www.jstor.org/stable/40985808.
Bai, Jushan; Ng, Serena (2007) Determining the Number of Primitive Shocks in Factor Models. En: Journal of Business & Economic Statistics. Vol. 25; No. 1; pp. 52-60 : [American Statistical Association, Taylor & Francis, Ltd.]; 0735-0015; Consultado en: 2022/4/30. Disponible en: http://www.jstor.org/stable/27638906.
Stock, James H; Watson, Mark W (1989) New Indexes of Coincident and Leading Economic Indicators. En: NBER Macroeconomics Annual. Vol. 4; pp. 351-394 0889-3365; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsjsr&AN=edsjsr.10.2307.3584985&lang=es&site=eds-live&scope=site.
Gordon, Robert J (1982) Price Inertia and Policy Ineffectiveness in the United States, 1890-1980. En: Journal of Political Economy. Vol. 90; No. 6; pp. 1087-1117 0022-3808; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsjsr&AN=edsjsr.1830940&lang=es&site=eds-live&scope=site.
Stock, James H; Watson, Mark W (1999) Forecasting inflation. En: Journal of Monetary Economics. Vol. 44; No. 2; pp. 293-335 0304-3932; Disponible en: https://www.sciencedirect.com/science/article/pii/S0304393299000276; http://dx.doi.org/10.1016/S0304-3932(99)00027-6. Disponible en: 10.1016/S0304-3932(99)00027-6.
Box, George E P (2008) Time series analysis: forecasting and control. En: Wiley series in probability and statistics.: John Wiley; 9780470272848; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edshlc&AN=edshlc.011534628.7&lang=es&site=eds-live&scope=site.
Bikker, J A (1998) Inflation forecasting for aggregates of the EU-7 and EU-14 with Bayesian. En: Journal of Forecasting. Vol. 17; No. n2; 0277-6693; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsbig&AN=edsbig.A20560301&lang=es&site=eds-live&scope=site.
Stelmasiak, Damian; Szafrański, Grzegorz (2016) Forecasting the Polish Inflation Using Bayesian VAR Models with. En: Central European Journal of Economic Modelling & Econometrics. Vol. 8; No. 1; pp. 21-42 2080-0886; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=bth&AN=114598098&lang=es&site=eds-live&scope=site.
Medel, Carlos A (2018) Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsair&AN=edsair.doi.dedup...48c9694be115e874b6f970f1edd731ba&lang=es&site=eds-live&scope=site.
Bvuchete, Munyaradzi; Grobbelaar, Sara Saartjie; van Eeden, Joubert (2021) A Network Maturity Mapping Tool for Demand-Driven Supply Chain Management:. En: Sustainability (2071-1050). Vol. 13; No. 21; pp. 11988 2071-1050; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edb&AN=153601380&lang=es&site=eds-live&scope=site.
Wu, Shin-Fu; Chang, Chia-Yung; Lee, Shie-Jue (2015) Time Series Forecasting with Missing Values. Vol. 1; Disponible en: http://dx.doi.org/10.4108/icst.iniscom.2015.258269. Disponible en: 10.4108/icst.iniscom.2015.258269.
Rubin, Donald B (1976) Inference and Missing Data. En: Biometrika. Vol. 63; No. 3; pp. 581-592 : [Oxford University Press, Biometrika Trust]; 0006-3444; Consultado en: 2022/5/1. Disponible en: http://www.jstor.org/stable/2335739.
Rubin, Donald B (1996) Multiple Imputation After 18+ Years. En: Journal of the American Statistical Association. Vol. 91; No. 434; pp. 473-489 : [American Statistical Association, Taylor & Francis, Ltd.]; 0162-1459; Consultado en: 2022/5/1. Disponible en: http://www.jstor.org/stable/2291635.
Meng, Xiao-Li (1994) Multiple-Imputation Inferences with Uncongenial Sources of Input. En: Statistical Science. Vol. 9; No. 4; pp. 538-558 : Institute of Mathematical Statistics; 0883-4237; Consultado en: 2022/5/1. Disponible en: http://www.jstor.org/stable/2246252.
Little, R J A; Rubin, D B (1987) Statistical Analysis With Missing Data. En: Wiley Series in Probability and Statistics.: Wiley; 9780471802549; Disponible en: https://books.google.com.co/books?id=w40QAQAAIAAJ.
Schafer, J L (1997) Analysis of Incomplete Multivariate Data. En: Chapman & Hall/CRC Monographs on Statistics & Applied Probability.: CRC Press; 9781439821862; Disponible en: https://books.google.com.co/books?id=3TFWRjn1f-oC.
Carpenter, J; Kenward, M (2013) Multiple Imputation and its Application. En: Statistics in Practice.: Wiley; 9780470740521; Disponible en: https://books.google.com.co/books?id=pB98Pbee4-0C.
Serge, Demeyer; Daiane, de Mattos; Ferreira, Pedro Guilherme Costa (2019) Nowcasting: An R Package for Predicting Economic Variables Using Dynamic. En: R J. Vol. 11; pp. 230
Yaffee, Robert (2010) Forecast evaluation using Stata.
Diebold, 2 ), F.X. ( 1; Mariano, R S ( 3 ) (1995) Comparing predictive accuracy. En: Journal of Business and Economic Statistics. Vol. 13; No. 3; pp. 253-263 1537-2707; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edselc&AN=edselc.2-52.0-68249136965&lang=es&site=eds-live&scope=site.
Tjalling C., Koopmans (1956) The Klein-Goldberger Forecasts for 1951, 1952 and 1954, Compared with. En: Cowles Foundation Discussion Papers. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.p.cwl.cwldpp.12&lang=es&site=eds-live&scope=site.
Lev, Baruch (1969) Testing a Prediction Method for Multivariate Budgets. En: Journal of Accounting Research (Wiley-Blackwell). Vol. 7; No. 3; pp. 182-197 0021-8456; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edb&AN=6415767&lang=es&site=eds-live&scope=site.
Richards, R Malcolm; Benjamin, James J; Strawser, Robert H (1977) An Examination of the Accuracy of Earnings Forecasts. En: Financial Management. Vol. 6; No. 3; pp. 78-86 0046-3892; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsjsr&AN=edsjsr.3665260&lang=es&site=eds-live&scope=site.
Charles H., Brandon; Jeffrey E., Jarrett; Saleha B., Khumawala (1983) Note---Revising Forecasts of Accounting Earnings: A Comparison with the. En: Management Science. No. 2; pp. 256 Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.a.inm.ormnsc.v29y1983i2p256.263&lang=es&site=eds-live&scope=site.
Lindsay I., Hogan; Peter J., Urban; V. V., Anh (1985) A Vector Autoregressive Forecasting Model of The US$/$A Exchange Rate. En: Australian Journal of Management. No. 2; pp. 47 Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.a.sae.ausman.v10y1985i2p47.65&lang=es&site=eds-live&scope=site.
Fabio, Rumler; Maria Teresa, Valderrama (2008) Comparing the New Keynesian Phillips Curve with time series models to. En: The North American Journal of Economics and Finance. Vol. 21; pp. 126-144 1062-9408; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsair&AN=edsair.doi.dedup...b527f8fca4a142f6ac475cf32f37172a&lang=es&site=eds-live&scope=site.
Arruda, Elano Ferreira; Ferreira, Roberto Tatiwa; Castelar, Ivan (2011) Modelos Lineares e Não Lineares da Curva de Phillips para Previsão da Taxa. En: Revista Brasileira de Economia. No. 3; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.a.fgv.epgrbe.v65y2011i3a1523&lang=es&site=eds-live&scope=site.
Fanelli, Luca (2007) Evaluating the New Keynesian Phillips Curve under VAR-based learning. En: MPRA Paper. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.p.pra.mprapa.1616&lang=es&site=eds-live&scope=site.
Camba-Mendez, Gonzalo; Kapetanios, George; Smith, Richard J; Weale, Martin R (2001) An automatic leading indicator of economic activity: forecasting GDP. En: The Econometrics Journal. Vol. 4; No. 1; pp. S56-S90 : [Royal Economic Society, Wiley]; 1368-4221; Consultado en: 2022/5/13. Disponible en: http://www.jstor.org/stable/23114939.
Repositorio EdocUR-U. Rosario
Universidad del Rosario
instacron:Universidad del Rosario
Chudik, Alexander; Kapetanios, George; Pesaran, Hashem (2018) A One Covariate at a Time, Multiple Testing Approach to Variable Selection. En: Chudik, A, Kapetanios, G & Pesaran, H 2018, ' A One Covariate at a. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsbas&AN=edsbas.95E729BD&lang=es&site=eds-live&scope=site.
Castro, Carlos (2003) Sistema de modelos multivariados para la proyección del Producto Interno. En: Archivos de EconomÃa. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.p.col.000118.003502&lang=es&site=eds-live&scope=site.
Carlos, Capistrán; Gabriel, López-Moctezuma (2010) LAS EXPECTATIVAS MACROECONÓMICAS DE LOS ESPECIALISTAS: Una evalución de. En: El Trimestre Económico. Vol. 77; No. 306(2); pp. 275-312 0041-3011; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsjsr&AN=edsjsr.20857255&lang=es&site=eds-live&scope=site.
Lu, Shaobo (2021) Research on GDP Forecast Analysis Combining BP Neural Network and ARIMA. En: Computational Intelligence & Neuroscience. pp. 1-10 1687-5265; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=a9h&AN=153550963&lang=es&site=eds-live&scope=site.
Ana Arencibia, Pareja; Ana, Gomez-Loscos; Mercedes de Luis, López; Gabriel, Perez-Quiros (2020) A Short Term Forecasting Model for the Spanish GDP and its Demand. En: Economía, Vol 43, Iss 85 (2020. 0254-4415; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsbas&AN=edsbas.32607891&lang=es&site=eds-live&scope=site.
Wiberg Daniel Assistant, Professor; Högberg Andreas Ph.D., Candidate; Lidbom Marie Research, Assistant; Internationella Handelshögskolan Högskolan i Jönköping Internationella Handelshögskolan IHH, Nationalekonomi (2009) Forecasting GDP Growth The Case of The Baltic States. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edseur&AN=edseur.https%3a.www.europeana.eu.item.9200111.BibliographicResource.1000085966832%3futm.source%3dapi%26utm.medium%3dapi%26utm.campaign%3dYuvuWBeCa&lang=es&site=eds-live&scope=site.
Toacă, Zinovia; Vîntu, Denis (2019) Model trimestrial de Prognoză a PIB-ului Republicii Moldova[Quarterly GDP. En: MPRA Paper. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.p.pra.mprapa.107565&lang=es&site=eds-live&scope=site.
Li, Ge; Bo, Cui (2011) Research on forecast of GDP based on process neural network. En: 2011 Seventh International Conference on Natural Computation, Natural. Vol. 2; pp. 821-824 Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edseee&AN=edseee.6022203&lang=es&site=eds-live&scope=site.
Espinoza, Raphael; Fornari, Fabio; Lombardi, Marco J (2012) The Role of Financial Variables in predicting economic activity. En: Journal of Forecasting. Vol. 31; No. 1; pp. 15-46 0277-6693; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=bth&AN=69971810&lang=es&site=eds-live&scope=site.
Divya, K Hema; Devi, V Rama (2014) A Study on Predictors of GDP: Early Signals. En: Procedia Economics and Finance. Vol. 11; pp. 375-382 2212-5671; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edselp&AN=S2212567114002056&lang=es&site=eds-live&scope=site.
Duo, Qin; Marie Anne, Cagas; Geoffrey, Ducanes; Nedelyn, Magtibay-Ramos; Pilipinas, Quising (2006) Forecasting Inflation and GDP Growth: Automatic Leading Indicator (ALI). 1655-5236; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsbas&AN=edsbas.B8D11A36&lang=es&site=eds-live&scope=site.
Alcides de Jesús Padilla, Sierra (2015) Uso de variables de actividad económica en la estimación del PIB per. En: Cuadernos de Economía. Vol. 34; No. 65; pp. 349-376 0121-4772; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsdoj&AN=edsdoj.85cdac5d21dd43f58656332c36b36109&lang=es&site=eds-live&scope=site.
Stock, James H; Watson, Mark W (2002) Macroeconomic Forecasting Using Diffusion Indexes. En: Journal of Business and Economic Statistics. Vol. 20; No. 2; pp. 147-162 0735-0015; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=eoh&AN=0608937&lang=es&site=eds-live&scope=site.
Bai, Jushan; Ng, Serena (2002) Determining the Number of Factors in Approximate Factor Models. En: Econometrica. Vol. 70; No. 1; pp. 191-221 0012-9682; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsjsr&AN=edsjsr.2692167&lang=es&site=eds-live&scope=site.
Onatski, Alexei (2010) DETERMINING THE NUMBER OF FACTORS FROM EMPIRICAL DISTRIBUTION OF. En: The Review of Economics and Statistics. Vol. 92; No. 4; pp. 1004-1016 : The MIT Press; 0034-6535; Consultado en: 2022/4/30. Disponible en: http://www.jstor.org/stable/40985808.
Bai, Jushan; Ng, Serena (2007) Determining the Number of Primitive Shocks in Factor Models. En: Journal of Business & Economic Statistics. Vol. 25; No. 1; pp. 52-60 : [American Statistical Association, Taylor & Francis, Ltd.]; 0735-0015; Consultado en: 2022/4/30. Disponible en: http://www.jstor.org/stable/27638906.
Stock, James H; Watson, Mark W (1989) New Indexes of Coincident and Leading Economic Indicators. En: NBER Macroeconomics Annual. Vol. 4; pp. 351-394 0889-3365; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsjsr&AN=edsjsr.10.2307.3584985&lang=es&site=eds-live&scope=site.
Gordon, Robert J (1982) Price Inertia and Policy Ineffectiveness in the United States, 1890-1980. En: Journal of Political Economy. Vol. 90; No. 6; pp. 1087-1117 0022-3808; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsjsr&AN=edsjsr.1830940&lang=es&site=eds-live&scope=site.
Stock, James H; Watson, Mark W (1999) Forecasting inflation. En: Journal of Monetary Economics. Vol. 44; No. 2; pp. 293-335 0304-3932; Disponible en: https://www.sciencedirect.com/science/article/pii/S0304393299000276; http://dx.doi.org/10.1016/S0304-3932(99)00027-6. Disponible en: 10.1016/S0304-3932(99)00027-6.
Box, George E P (2008) Time series analysis: forecasting and control. En: Wiley series in probability and statistics.: John Wiley; 9780470272848; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edshlc&AN=edshlc.011534628.7&lang=es&site=eds-live&scope=site.
Bikker, J A (1998) Inflation forecasting for aggregates of the EU-7 and EU-14 with Bayesian. En: Journal of Forecasting. Vol. 17; No. n2; 0277-6693; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsbig&AN=edsbig.A20560301&lang=es&site=eds-live&scope=site.
Stelmasiak, Damian; Szafrański, Grzegorz (2016) Forecasting the Polish Inflation Using Bayesian VAR Models with. En: Central European Journal of Economic Modelling & Econometrics. Vol. 8; No. 1; pp. 21-42 2080-0886; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=bth&AN=114598098&lang=es&site=eds-live&scope=site.
Medel, Carlos A (2018) Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsair&AN=edsair.doi.dedup...48c9694be115e874b6f970f1edd731ba&lang=es&site=eds-live&scope=site.
Bvuchete, Munyaradzi; Grobbelaar, Sara Saartjie; van Eeden, Joubert (2021) A Network Maturity Mapping Tool for Demand-Driven Supply Chain Management:. En: Sustainability (2071-1050). Vol. 13; No. 21; pp. 11988 2071-1050; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edb&AN=153601380&lang=es&site=eds-live&scope=site.
Wu, Shin-Fu; Chang, Chia-Yung; Lee, Shie-Jue (2015) Time Series Forecasting with Missing Values. Vol. 1; Disponible en: http://dx.doi.org/10.4108/icst.iniscom.2015.258269. Disponible en: 10.4108/icst.iniscom.2015.258269.
Rubin, Donald B (1976) Inference and Missing Data. En: Biometrika. Vol. 63; No. 3; pp. 581-592 : [Oxford University Press, Biometrika Trust]; 0006-3444; Consultado en: 2022/5/1. Disponible en: http://www.jstor.org/stable/2335739.
Rubin, Donald B (1996) Multiple Imputation After 18+ Years. En: Journal of the American Statistical Association. Vol. 91; No. 434; pp. 473-489 : [American Statistical Association, Taylor & Francis, Ltd.]; 0162-1459; Consultado en: 2022/5/1. Disponible en: http://www.jstor.org/stable/2291635.
Meng, Xiao-Li (1994) Multiple-Imputation Inferences with Uncongenial Sources of Input. En: Statistical Science. Vol. 9; No. 4; pp. 538-558 : Institute of Mathematical Statistics; 0883-4237; Consultado en: 2022/5/1. Disponible en: http://www.jstor.org/stable/2246252.
Little, R J A; Rubin, D B (1987) Statistical Analysis With Missing Data. En: Wiley Series in Probability and Statistics.: Wiley; 9780471802549; Disponible en: https://books.google.com.co/books?id=w40QAQAAIAAJ.
Schafer, J L (1997) Analysis of Incomplete Multivariate Data. En: Chapman & Hall/CRC Monographs on Statistics & Applied Probability.: CRC Press; 9781439821862; Disponible en: https://books.google.com.co/books?id=3TFWRjn1f-oC.
Carpenter, J; Kenward, M (2013) Multiple Imputation and its Application. En: Statistics in Practice.: Wiley; 9780470740521; Disponible en: https://books.google.com.co/books?id=pB98Pbee4-0C.
Serge, Demeyer; Daiane, de Mattos; Ferreira, Pedro Guilherme Costa (2019) Nowcasting: An R Package for Predicting Economic Variables Using Dynamic. En: R J. Vol. 11; pp. 230
Yaffee, Robert (2010) Forecast evaluation using Stata.
Diebold, 2 ), F.X. ( 1; Mariano, R S ( 3 ) (1995) Comparing predictive accuracy. En: Journal of Business and Economic Statistics. Vol. 13; No. 3; pp. 253-263 1537-2707; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edselc&AN=edselc.2-52.0-68249136965&lang=es&site=eds-live&scope=site.
Tjalling C., Koopmans (1956) The Klein-Goldberger Forecasts for 1951, 1952 and 1954, Compared with. En: Cowles Foundation Discussion Papers. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.p.cwl.cwldpp.12&lang=es&site=eds-live&scope=site.
Lev, Baruch (1969) Testing a Prediction Method for Multivariate Budgets. En: Journal of Accounting Research (Wiley-Blackwell). Vol. 7; No. 3; pp. 182-197 0021-8456; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edb&AN=6415767&lang=es&site=eds-live&scope=site.
Richards, R Malcolm; Benjamin, James J; Strawser, Robert H (1977) An Examination of the Accuracy of Earnings Forecasts. En: Financial Management. Vol. 6; No. 3; pp. 78-86 0046-3892; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsjsr&AN=edsjsr.3665260&lang=es&site=eds-live&scope=site.
Charles H., Brandon; Jeffrey E., Jarrett; Saleha B., Khumawala (1983) Note---Revising Forecasts of Accounting Earnings: A Comparison with the. En: Management Science. No. 2; pp. 256 Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.a.inm.ormnsc.v29y1983i2p256.263&lang=es&site=eds-live&scope=site.
Lindsay I., Hogan; Peter J., Urban; V. V., Anh (1985) A Vector Autoregressive Forecasting Model of The US$/$A Exchange Rate. En: Australian Journal of Management. No. 2; pp. 47 Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.a.sae.ausman.v10y1985i2p47.65&lang=es&site=eds-live&scope=site.
Fabio, Rumler; Maria Teresa, Valderrama (2008) Comparing the New Keynesian Phillips Curve with time series models to. En: The North American Journal of Economics and Finance. Vol. 21; pp. 126-144 1062-9408; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsair&AN=edsair.doi.dedup...b527f8fca4a142f6ac475cf32f37172a&lang=es&site=eds-live&scope=site.
Arruda, Elano Ferreira; Ferreira, Roberto Tatiwa; Castelar, Ivan (2011) Modelos Lineares e Não Lineares da Curva de Phillips para Previsão da Taxa. En: Revista Brasileira de Economia. No. 3; Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.a.fgv.epgrbe.v65y2011i3a1523&lang=es&site=eds-live&scope=site.
Fanelli, Luca (2007) Evaluating the New Keynesian Phillips Curve under VAR-based learning. En: MPRA Paper. Disponible en: https://search-ebscohost-com.ez.urosario.edu.co/login.aspx?direct=true&AuthType=ip&db=edsrep&AN=edsrep.p.pra.mprapa.1616&lang=es&site=eds-live&scope=site.
Camba-Mendez, Gonzalo; Kapetanios, George; Smith, Richard J; Weale, Martin R (2001) An automatic leading indicator of economic activity: forecasting GDP. En: The Econometrics Journal. Vol. 4; No. 1; pp. S56-S90 : [Royal Economic Society, Wiley]; 1368-4221; Consultado en: 2022/5/13. Disponible en: http://www.jstor.org/stable/23114939.
Repositorio EdocUR-U. Rosario
Universidad del Rosario
instacron:Universidad del Rosario
Este artículo estudia la construcción de un modelo de inflación y su pronóstico utilizando un amplio conjunto de predictores. La decisión sobre el número óptimo de factores comunes se toma utilizando los criterios de información de Bai y Ng (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b7ddd935f5ec80ee774e4d26067e1dcd
https://repository.urosario.edu.co/handle/10336/34589
https://repository.urosario.edu.co/handle/10336/34589