Forecasting Brazilian inflation by its aggregate and disaggregated data : a test of predictive power by forecast horizon
Thiago Carlomagno Carlo and Emerson Fernandes Marçal
| Year of publication: |
October-November 2016
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| 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
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| Subject: | Inflation | forecasting | ARIMA | state-space model | Markov-switching | model confidence set | Prognoseverfahren | Forecasting model | Brasilien | Brazil | Prognose | Forecast | ARMA-Modell | ARMA model | Markov-Kette | Markov chain | Aggregation | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1167824 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011641013