Durán, Robinson; Garrido, Evelyn; Godoy, Carolina; … - In: Estudios Económicos 27 (2012) 1, pp. 133-167
This article is an empirical analysis on the optimal level of disaggregation by sectors and the best econometric strategy in order to forecast Mexican inflation. We compare different disaggregate modeling strategies based on: 1) univariate ARIMA models, 2) panel data methodology, 3) vector error...