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The ordered weighted average inflation
(IOP Publishing, 2020)
This paper introduces the ordered weighted average inflation (OWAI). The OWAI operator aggregates the information of a set of inflations and provides a range of scenarios from the minimum and the maximum inflation. The ...
Core Inflation: Robust Common Trend Model ForecastingCore Inflation: Robust Common Trend Model Forecasting
(Sociedade Brasileira de Econometria, 2004)
Extracting inflation risk premium from nominal and real bonds using survey information
(Emerald Group Publishing Ltd., 2018)
Purpose: The purpose of this paper is to forecast future inflation using a joint model of the nominal and real yield curves estimated with survey data. The model is arbitrage free and embodies incompleteness between the ...
Essays on inflation forecasting
(2021-05-25)
Esta tese estuda o comportamento da inflação no Brasil e consiste em três ensaios. O primeiro capítulo introduz um arcabouço de projeção de inflação de curto prazo usando um conjunto de 5147 séries relacionadas, principalmente, ...
Modelo de previsão de inflação no Brasil
(2009-02-04)
No Brasil, o regime de metas para inflação foi instituído em julho de 1999, pelo Banco Central do Brasil, sendo o principal objetivo ancorar as expectativas de mercado. Este regime levou a uma queda da inflação e também a ...
Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira
(2009-11-30)
The central purpose of this essay is to analyze the important variables of the inflation for the central bank’s monetary decision. Having in mind the importance of forward looking reaction of the monetary authorities in ...
Previsão da inflação no Boletim Focus: uma avaliação
(2010-07-05)
This work investigates and analyzes the differences between inflation’s annual rates and the forecasts by economic agents, for a year ahead. The inflation index examined, were the IPCA, IPA-M, IGP-M and IGP-DI. For each ...
Assessing inflation targeting after a decade of world experience
(JOHN WILEY & SONS LTD, 2001)
Ten years of inflation targeting worldwide provide valuable lessons. Inflation targeters (ITers) have been very successful in meeting their inflation targets (ITs). Industrial output sacrifice during inflation stabilization ...