On the Importance of the Arrival of New Information
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| Format: | Artículo científico |
| Sprache: | en |
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Universidad de Chile
2010
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| _version_ | 1876453607407091712 |
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| author | Rómulo A. Chumacero |
| author_facet | Rómulo A. Chumacero |
| contents | On the Importance of the Arrival of New Information Rómulo A. Chumacero Economía y Finanzas News Outlier Innovation Influential analysis 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. 2010 artículo científico 0304-2758 https://www.redalyc.org/articulo.oa?id=22119905003 en http://www.redalyc.org/revista.oa?id=221 Estudios de Economía application/pdf Universidad de Chile Estudios de Economía (Chile) Num.2 Vol.37 |
| format | Artículo científico |
| id | redalyc_22119905003 |
| institution | Redalyc |
| language | en |
| publishDate | 2010 |
| publisher | Universidad de Chile |
| spellingShingle | On the Importance of the Arrival of New Information Rómulo A. Chumacero Economía y Finanzas News Outlier Innovation Influential analysis On the Importance of the Arrival of New Information Rómulo A. Chumacero Economía y Finanzas News Outlier Innovation Influential analysis 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. 2010 artículo científico 0304-2758 https://www.redalyc.org/articulo.oa?id=22119905003 en http://www.redalyc.org/revista.oa?id=221 Estudios de Economía application/pdf Universidad de Chile Estudios de Economía (Chile) Num.2 Vol.37 |
| title | On the Importance of the Arrival of New Information |
| topic | Economía y Finanzas News Outlier Innovation Influential analysis |
| url | https://www.redalyc.org/articulo.oa?id=22119905003 |