Moreira, Ajax R. B.; Migon, Hélio S. - Instituto de Pesquisa Econômica Aplicada (IPEA), … - 2015
alternatives of the core in°ation measure have appeared in the recent literature pretending to avoid the de¯ciencies of the usual … in°ation - will be developed in this paper. The model will be phrased as a dynamic model and a robust sequential ¯lter … multivariate model including simultaneously the seasonal e®ects of each component of the price index and a common trend - the core …