Predicción de la inflación en México con modelos desagregados por componentes.

This article is an empirical analysis on the optimal level of disaggregation by sectors and the best econometric strategy in order to forecast Mexican inflation. We compare different disaggregate modeling strategies based on: 1) univariate ARIMA models, 2) panel data methodology, 3) vector error cor...

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Autores principales:	Duran, Robinson, Garrido, Evelyn, Godoy, Carolina, de Dios Tena, Juan
Formato:	Online
Idioma:	espanhol
Editor:	El Colegio de México, A.C. 2012
Assuntos:	factores dinámicos modelos de efectos fijos vectores de corrección del equilibrio México Predicción de la inflación C5 C3 C2 dynamic factors fixed effect models vector error correction models forecasting Mexican inflation
Acesso em linha:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/93
Recursos:	Estudios Económicos