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Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon
(2013-12-09)
This work aims to compare the forecast efficiency of different types of methodologies applied to Brazilian Consumer inflation (IPCA). We will compare forecasting models using disaggregated and aggregated data over twelve ...
Inflation and the Informativeness of Prices: Microeconomic Evidence from High InflationInflation and the Informativeness of Prices: Microeconomic Evidence from High Inflation
(Sociedade Brasileira de Econometria, 1996)
Forecasting inflation in Latin America with core measures
(Elsevier B.V., 2019)
We explore the ability of core inflation to predict headline CPI annual inflation for a sample of eight developing economies in Latin America over the period January 1995–May 2017. Our in-sample and out-of-sample results ...
Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil
(Sociedade Brasileira de Econometria, 2017)
Disagreement in inflation forecasts and inflation risk premia in Brazil
(2017)
The aim of this study is to investigate the link between the inflation risk premia implied by the term structures of nominal and real interest rates in Brazil and disagreements in inflation forecasts. We gauge the former ...
Disagreement in inflation forecasts and inflation risk premia in Brazil
(Sociedade Brasileira de Econometria, 2017-05-25)
The aim of this study is to investigate the link between the inflation uncertainty and the inflation risk premia implied by the term structures of nominal and real interest rates in Brazil. We gauge the latter by the ...
Searching for the Best Inflation Forecasters within an Employment Survey: Microdata Evidence from Chile
(Pontificia Universidad Católica del Perú, 2022)
Forecasting inflation using online daily prices: a midas approach for Brazil
(2021-05-14)
Usually, inflation is optimally forecasted using simple time series models or a Phillips’ curve process. However, as more people become online shoppers, “online inflation” turns out to be a good predictor of official ...