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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 ...
A structuralist Philips curve
(2011-10)
This paper presents a structuralist model of the Philips curve and applies it to the US and Brazilian economies. The theoretical model starts from a simple markup rule to build a Philips curve based on the assumptions that ...
Measuring the Monetary Policy’s Structural Credibility by the Expected Inflation Determinants: a Kalman Filter Approach for Brazil
(Sociedade Brasileira de Econometria, 2016)
Applying the daily inflation to forecast the Broad Consumer Price Index (IPCA)
(2015-06-01)
Since 2006, the Getulio Vargas Foundation (FGV) calculates a daily version of the Broad Consumer Price Index (IPCA), the official inflation index, calculated under the responsibility of the IBGE, the federal statistics ...
Medindo a credibilidade do banco central brasileiro
(2012-05-31)
Este trabalho busca medir a credibilidade do Banco Central Brasileiro. Utiliza-se como medida da credibilidade, a variação do prêmio de risco de inflação em função de surpresas inflacionárias de curto prazo no índice IPCA. ...
Core Inflation: Robust Common Trend Model ForecastingCore Inflation: Robust Common Trend Model Forecasting
(Sociedade Brasileira de Econometria, 2004)
Inflation-betting effect and reach-for-yield behavior in Brazilian government bonds
(2018-12-17)
This thesis proposes to verify if there is evidence of an inflation-betting effect in the Brazilian government bonds market and if it interacts with the aggregate supply of government bonds. We propose an empirical study ...