Forecasting inflation in Chile using state-space and regime-switching models /
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| Author / Creator: | Nadal-De Simone, Francisco. |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, Western Hemisphere Dept., ©2000. |
| Description: | 1 online resource (54 pages) : illustrations |
| Language: | English |
| Series: | IMF working paper ; WP/00/162 IMF working paper ; WP/00/162. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12497268 |
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| 050 | 4 | |a HG3881.5.I58 |b W67 no.00/162 | |
| 100 | 1 | |a Nadal-De Simone, Francisco. | |
| 245 | 1 | 0 | |a Forecasting inflation in Chile using state-space and regime-switching models / |c Francisco Nadal-De Simone. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, Western Hemisphere Dept., |c ©2000. | ||
| 300 | |a 1 online resource (54 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP/00/162 | |
| 504 | |a Includes bibliographical references (pages 19-21). | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 588 | 0 | |a Print version record. | |
| 520 | 8 | |a Annotation |b 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. | |
| 546 | |a English. | ||
| 650 | 0 | |a Inflation (Finance) |z Chile |x Forecasting |x Econometric models. | |
| 650 | 6 | |a Inflation |z Chili |x Prévision |x Modèles économétriques. | |
| 650 | 7 | |a Inflation (Finance) |x Forecasting |x Econometric models. |2 fast |0 (OCoLC)fst00972462 | |
| 651 | 7 | |a Chile. |2 fast |0 (OCoLC)fst01205362 | |
| 710 | 2 | |a International Monetary Fund. |b Western Hemisphere Department. |0 http://id.loc.gov/authorities/names/n82237138 | |
| 776 | 0 | 8 | |i Print version: |a Nadal-De Simone, Francisco. |t Forecasting inflation in Chile using state-space and regime-switching models. |d [Washington, D.C.] : International Monetary Fund, Western Hemisphere Dept., ©2000 |w (OCoLC)45342135 |
| 830 | 0 | |a IMF working paper ; |v WP/00/162. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2000/162/001.2000.issue-162-en.xml |y INTERNATIONAL MONETARY FUND |
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| 928 | |t Library of Congress classification |a HG3881.5.I58W67 no.00/162 |l Online |c UC-FullText |u http://elibrary.imf.org/view/journals/001/2000/162/001.2000.issue-162-en.xml |z INTERNATIONAL MONETARY FUND |g ebooks |i 12141304 | ||