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~subject:"State space model"
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State space model
Brazil
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Portugal, Marcelo Savino
4
Albuquerque, Christiane R.
1
Araújo, Jorge P.
1
Homsy, Guilherme V.
1
Machado, Vicente da Gama
1
Morais, Igor A. C. de
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Economia aplicada : EA
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Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
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ECONIS (ZBW)
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Modelagem e previsão de volatilidade determinística e estocástica para a série do Ibovespa
Morais, Igor A. C. de
;
Portugal, Marcelo Savino
- In:
Estudos econômicos : publicação trimestral do …
29
(
1999
)
3
,
pp. 303-341
Persistent link: https://www.econbiz.de/10001512636
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2
Ondaletas e previsão de séries de tempo : uma análise empírica
Homsy, Guilherme V.
;
Portugal, Marcelo Savino
;
Araújo, …
- In:
Economia aplicada : EA
7
(
2003
)
2
,
pp. 285-326
Persistent link: https://www.econbiz.de/10001779657
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3
Pass-through from exchange rate to prices in Brazil : an analysis using time-varying parameters for the 1980 - 2002 period
Albuquerque, Christiane R.
;
Portugal, Marcelo Savino
- In:
Revista de economía
12
(
2005
)
1
,
pp. 17-73
Persistent link: https://www.econbiz.de/10003332505
Saved in:
4
Measuring inflation persistence in Brazil using a multivariate model
Machado, Vicente da Gama
;
Portugal, Marcelo Savino
- In:
Revista brasileira de economia : RBE ; revista da …
68
(
2014
)
2
,
pp. 225-241
Persistent link: https://www.econbiz.de/10011446547
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