Forecasting Brazilian inflation with high dimensional models
Year of publication: |
November 2016
|
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Authors: | Medeiros, Marcelo C. ; Vasconcelos, Gabriel F. R. ; Freitas, Eduardo H. de |
Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 36.2016, 2, p. 223-254
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Subject: | Emerging economies | Monetary policy | Brazilian inflation | Forecasting | LASSO | Shrinkage | Model selection | Brasilien | Brazil | Inflation | Prognoseverfahren | Forecasting model | Geldpolitik | Schwellenländer | Inflationsbekämpfung | Anti-inflation policy |
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