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Pronósticos de inflación con métodos de machine learning

dc.contributor.editorEquipo de Investigación del Banco Central del Paraguay
dc.creatorBiedermann, Gustavo
dc.creatorBogado, Analía
dc.creatorDinamarca, Pablo
dc.creatorDiz, Sebastian
dc.creatorMatto, Luis Carlos
dc.date.accessioned2024-12-16T16:15:35Z
dc.date.available2024-12-16T16:15:35Z
dc.date.created2024-12
dc.date.issued2024-12-16
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dc.identifier.urihttps://repositorio.bcp.gov.py/handle/123456789/707
dc.descriptionEl presente boletín analiza el desempeño de diversos métodos de Machine Learning (ML) en comparación con modelos econométricos tradicionales, como el ARIMA, para pronosticar la inflación en Paraguay. La inflación se mide a través de la variación mensual de los Índices de Precios al Consumidor (IPC) SAE, Libre y Subyacente. Para los modelos univariados, la evaluación se realizó utilizando un enfoque de ventanas recursivas. Los resultados destacan al modelo Random Forest como el más preciso para el IPC SAE, mientras que el ARIMA Boost sobresalió en las series del IPC Libre y Subyacente. En el caso de los modelos multivariados, que incluyeron más de 200 variables predictoras, el método LASSO obtuvo el mejor desempeño en la predicción de las tres medidas de inflación. Estos resultados resaltan el potencial de los enfoques de ML para complementar los modelos tradicionales en el pronóstico de la inflación.
dc.format.extent20
dc.format.mimetypeapplication/pdf
dc.language.isospa
dc.publisherBanco Central del Paraguay
dc.relation.ispartofBoletín Macroeconómico
dc.relation.ispartofseriesBoletines Macro
dc.relation.isversionofBoletines Macro; N°16
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/
dc.subjectINFLACION
dc.subjectPRONOSTICOS ECONOMICOS
dc.subjectMACHINE LEARNING
dc.subjectMODELOS PREDICTIVOS
dc.subjectECONOMETRÍA COMPUTACIONAL
dc.titlePronósticos de inflación con métodos de machine learning
dc.typeBoletín Macroeconómico
dc.subject.jelspaC53
dc.subject.jelspaE31
dc.subject.jelspaC45
dc.subject.jelspaE37
dc.rights.accessRightsOpen Access
dc.type.spaBoletín Macroeconómico
dc.type.hasversionPublished Version
dc.rights.ccCC0 1.0 Universal
dc.rights.spaAcceso abierto
dc.subject.lembInflación


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