Author | dc.contributor.author | Chumacero Escudero, Rómulo | |
Admission date | dc.date.accessioned | 2011-06-28T17:49:25Z | |
Available date | dc.date.available | 2011-06-28T17:49:25Z | |
Publication date | dc.date.issued | 2010-12 | |
Cita de ítem | dc.identifier.citation | Estudios de Economía, Vol. 37, No. 2, Diciembre 2010, pp. 207-215 | es_CL |
Identifier | dc.identifier.issn | 0304-2758 | |
Identifier | dc.identifier.uri | https://repositorio.uchile.cl/handle/2250/128157 | |
General note | dc.description | Artículo de publicación ISI | |
Abstract | dc.description.abstract | This paper develops a framework for evaluating the importance of the arrival
of new information for forecasting, estimation, and decision making. By fusing
known and recently developed statistical tests and concepts, the paper provides
guidelines for detecting outliers, influential observations, innovations, and
possible breaks in the end of the sample. The methodology is applied to analyze
the Chilean CPI inflation. | es_CL |
Lenguage | dc.language.iso | en | es_CL |
Publisher | dc.publisher | Universidad de Chile. Facultad de Economía y Negocios | es_CL |
Keywords | dc.subject | News | es_CL |
Título | dc.title | On the Importance of the Arrival of New Information | es_CL |
Title in another language | dc.title.alternative | Respecto a la Importancia del Arribo de Nueva Información | es_CL |
Document type | dc.type | Artículo de revista | |