Previsão da inflação no Boletim Focus: uma avaliação
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 agents preview, for each index, we performed a statistical analysis and time ser...
| Autor: | |
|---|---|
| Tipo de recurso: | tesis de maestría |
| Estado: | Versión publicada |
| Fecha de publicación: | 2010 |
| País: | Brasil |
| Institución: | Fundação Getulio Vargas (FGV) |
| Repositorio: | Repositório Institucional do FGV (FGV Repositório Digital) |
| Idioma: | portugués |
| OAI Identifier: | oai:repositorio.fgv.br:10438/12422 |
| Acceso en línea: | https://hdl.handle.net/10438/12422 |
| Access Level: | acceso abierto |
| Palabra clave: | Inflation rate forecast Statistical analysis Time series Previsão da taxa de inflação Análise Estatística Séries temporais Economia Taxa de inflação Estatística - Análise Análise de séries temporais |
| Sumario: | 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 agents preview, for each index, we performed a statistical analysis and time series analysis, by ARIMA model. Through this model we understood the forecast errors of economic agents by the past values of forecast errors in the past, besides the stochastic terms. |
|---|