Silva Filho, Tito Nícias Teixeira da - Volkswirtschaftliche Fakultät, … - 2005
This paper criticises the econometric inflation uncertainty proxies found in the literature, which show an overly … inflation level – inflation uncertainty link. Next, the performance of inflation forecasts from both the Central Bank of Brazil … the reliability of econometric inflation uncertainty proxies, and carries out a (pseudo) real-time forecasting simulation …