Forecasting Brazilian inflation by its aggregate and disaggregated data : a test of predictive power by forecast horizon
Year of publication: |
October-November 2016
|
---|---|
Authors: | Carlo, Thiago Carlomagno ; Marçal, Emerson Fernandes |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 49/51, p. 4846-4860
|
Subject: | Inflation | forecasting | ARIMA | state-space model | Markov-switching | model confidence set | Prognoseverfahren | Forecasting model | Prognose | Forecast | Brasilien | Brazil | Zeitreihenanalyse | Time series analysis | Wirtschaftsprognose | Economic forecast | Statistischer Test | Statistical test | Markov-Kette | Markov chain | Aggregation |
-
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre, (2017)
-
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre, (2017)
-
Carlos, Thiago, (2016)
- More ...
-
Paridade do Poder de Compra: Testando Dados Brasileiros
Marçal, Emerson Fernandes, (2003)
-
Os determinantes do fluxo escolar entre o ensino fundamental e o ensino médio
Marçal, Emerson Fernandes, (2012)
-
Leite, Fernando Scarpa Rezende, (2011)
- More ...