Previsões macroeconômicas baseadas em modelos TVP-VAR : evidências para o Brasil
Year of publication: |
Out-Dez 2015
|
---|---|
Authors: | Caldeira, João F. ; Moura, Guilherme Valle ; Santos, André A. P. |
Published in: |
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 0034-7140, ZDB-ID 209941-X. - Vol. 69.2015, 4, p. 407-428
|
Subject: | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Inflation | Zins | Interest rate | Bruttoinlandsprodukt | Gross domestic product |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Portuguese |
Notes: | Zusammenfassung in englischer Sprache |
Other identifiers: | 10.5935/0034-7140.20150019 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Tahir, Mian Abdullah, (2014)
-
Forecasting Czech GDP using Bayesian dynamic model averaging
Karel, Tomáš, (2018)
-
Forecasting the production side of GDP
Bäurle, Gregor, (2018)
- More ...
-
Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F., (2015)
-
Seleção de carteiras utilizando o modelo Fama-French-Carhart
Caldeira, João F., (2013)
-
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F., (2017)
- More ...