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ÍNDICE DE ATIVIDADE ECONÔMICA: OS MODELOS DE FILTRO DE KALMAN E BOX-JENKINS COMPARADOS
Ribeiro, Vamerson Schwingel; Dias, Joilson - Associação dos Centros de Pós-Graduação em … - 2004
This paper has as objective to build a composite economic activity index for the local economy, created as form of measuring the economic activity. We use the factor analysis technique to determinate the components and their weights. This local index is then compared to national ones. As a...
Persistent link: https://www.econbiz.de/10004968566
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Antecipação fiscal, não fundamentalidade e não causalidade no Brasil
Borelli, Luan; Vonbun, Christian; Góes, Geraldo Sandoval - 2021
So far, there are very few papers concerning the problems of non causality and non-fundamentalness in fiscal studies. This is even truer for Brazil. Non causality and non fundamentalness are econometric problems that are specially relevant in fiscal studies, as they are relate to fiscal...
Persistent link: https://www.econbiz.de/10012802817
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Há fundamentalidade nos modelos de VAR fiscal típicos para o Brasil?
Vonbun, Christian; Lima, Elcyon Caiado Rocha - 2020
The vector autoregressive and structural vector autoregressive (VAR/SVAR) models are the cornerstone of the contemporaneous empirical macroeconomic research, in particular for measuring the impact of fiscal policy shocks. They may be employed as atheoretical models, as well as a mean to support...
Persistent link: https://www.econbiz.de/10012616454
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Um modelo para projeção de arrecadação tributária dos entes subnacionais
De Mendonça, Mário Jorge Cardoso; Do Nascimento, Igor … - 2022
The forecasting of government revenues is extremely important for an adequate budget execution, since a good accuracy in the estimation allows the stipulation of an expenditure level that meets the demands of the population. Using data released by the National Council of Treasury Policy, the...
Persistent link: https://www.econbiz.de/10013400244
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Modelos de previsão de preços aplicados aos contratos futuros de boi gordo na BM&F [Models of price forecasting applied to futures contracts of live cattle at the Brazilian Futures...
Bressan, Aureliano Angel; Lima, João Eustáquio de - In: Nova Economia 12 (2002) 1, pp. 117-140
futures contracts in the Brazilian Futures Market (BM&F), on dates close to expiration. The models considered are: ARIMA … operating with futures contracts close to expiration date, with distinction on the performance of the Classic DLM and ARIMA …
Persistent link: https://www.econbiz.de/10005685265
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Antecipação fiscal, não fundamentalidade e não causalidade no Brasil
Borelli, Luan; Vonbun, Christian; Góes, Geraldo Sandoval - 2021
So far, there are very few papers concerning the problems of non causality and non-fundamentalness in fiscal studies. This is even truer for Brazil. Non causality and non fundamentalness are econometric problems that are specially relevant in fiscal studies, as they are relate to fiscal...
Persistent link: https://www.econbiz.de/10012656123
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Há fundamentalidade nos modelos de VAR fiscal típicos para o Brasil?
Vonbun, Christian; Lima, Elcyon Caiado Rocha - 2020
The vector autoregressive and structural vector autoregressive (VAR/SVAR) models are the cornerstone of the contemporaneous empirical macroeconomic research, in particular for measuring the impact of fiscal policy shocks. They may be employed as atheoretical models, as well as a mean to support...
Persistent link: https://www.econbiz.de/10012208507
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Um modelo para projeção de arrecadação tributária dos entes subnacionais
Mendonça, Mário Jorge Cardoso de; Nascimento, Igor … - 2022
The forecasting of government revenues is extremely important for an adequate budget execution, since a good accuracy in the estimation allows the stipulation of an expenditure level that meets the demands of the population. Using data released by the National Council of Treasury Policy, the...
Persistent link: https://www.econbiz.de/10013277350
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Oferta e Demanda por Exportações de Automóveis (1992-2006)
Morais, Igor Alexandre Clemente de; Ness, Mosar Leandro; … - In: Economia 12 (2011) 3, pp. 609-634
O presente artigo estima equações de oferta e demanda por exportações de automóveis brasileiros, entre 1992Q1 e 2006Q4, usando o mecanismo de correção de erro com parâmetros fixos e variáveis no formato espaço-estado. Pelos resultados das elasticidades de curto e longo prazo, pode-se...
Persistent link: https://www.econbiz.de/10009351104
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PROJEÇÃO DO PREÇO RECEBIDO PELO PRODUTOR DE MELÃO NO ESTADO DO RIO GRANDE DO NORTE: UMA ABORDAGEM ARIMA
Costa, Genivalda Cordeiro Da; Maia, Ana Cristina Nogueira; … - 2008
integrado com médias móveis (ARIMA) que melhor se ajusta à série temporal para fins de previsão são apresentados quatro modelos … ajusta à série é o ARIMA (1, 0, 3). Verifica-se, por meio de uma previsão ex-ante fundamentada nas estimações realizadas com … arevages (ARIMA) thet better it is adjusted to he temporary series for forecast ends four models they are introduced candidates …
Persistent link: https://www.econbiz.de/10009442796