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Multipliers of taxes and public spending in Colombia: SVAR and Local Projections approaches

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

 

Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches

Abstract

 

Nowcasting economic activity with electronic payments data: A predictive modeling approach

 

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

 

Nowcasting of food price variation via mixed frequency models

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

 

On Forecast Evaluation

We propose to assess the performance of k forecast procedures by exploring the distributions of forecast errors and error losses. We argue that non systematic forecast errors minimize when their distributions are symmetric and unimodal, and that forecast accuracy should be assessed through...

Pricing the exotic: Path-dependent American options with stochastic barriers

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors. 

Understanding, Measuring and Forecasting “El Niño” Effect on Food Prices: The Case of Colombia

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

 

Whose Balance Sheet is this? Neural Networks for Banks’ Pattern Recognition

The balance sheet is a snapshot that portraits the financial position of a firm at a specific point of time. Under the reasonable assumption that the financial position of a firm is unique and representative, we use a basic artificial neural network pattern recognition method on Colombian banks...

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