Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/66694
Authors: 
Chumacero, Rómulo A.
Year of Publication: 
2010
Citation: 
[Journal:] Estudios de Economía [ISSN:] 0718-5286 [Volume:] 37 [Year:] 2010 [Issue:] 2 [Pages:] 207-215
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.
Subjects: 
news
innovation
outlier
influential analysis
JEL: 
C52
C53
Document Type: 
Article

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