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Há fundamentalidade nos modelos de VAR fiscal típicos para o Brasil?
Vonbun, Christian; Lima, Elcyon Caiado Rocha - 2020
The vector autoregressive and structural vector autoregressive (VAR/SVAR) models are the cornerstone of the … (DSGE) models - the main theoretical tool for modern macroeconomics. Nevertheless, VAR models may be subject to pathologies … the Fabio Canova e Mehdi Hamidi Sahneh, in order to test for these pathologies in Brazilian typical fiscal VAR model using …
Persistent link: https://www.econbiz.de/10012616454
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Antecipação fiscal, não fundamentalidade e não causalidade no Brasil
Borelli, Luan; Vonbun, Christian; Góes, Geraldo Sandoval - 2021
estimate a non causal VAR with Brazilian typical data and compare its forecasts to a regular causal VAR, using the same data … determination of the effects fiscal policy, as the non causal VAR has shown substantially better predictive ability than the regular … causal VAR for that dataset. …
Persistent link: https://www.econbiz.de/10012802817
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Antecipação fiscal, não fundamentalidade e não causalidade no Brasil
Borelli, Luan; Vonbun, Christian; Góes, Geraldo Sandoval - 2021
causal VAR with Brazilian typical data and compare its forecasts to a regular causal VAR, using the same data found to be non … fiscal policy, as the non causal VAR has shown substantially better predictive ability than the regular causal VAR for that …
Persistent link: https://www.econbiz.de/10012656123
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Há fundamentalidade nos modelos de VAR fiscal típicos para o Brasil?
Vonbun, Christian; Lima, Elcyon Caiado Rocha - 2020
The vector autoregressive and structural vector autoregressive (VAR/SVAR) models are the cornerstone of the … (DSGE) models - the main theoretical tool for modern macroeconomics. Nevertheless, VAR models may be subject to pathologies … the Fabio Canova e Mehdi Hamidi Sahneh, in order to test for these pathologies in Brazilian typical fiscal VAR model using …
Persistent link: https://www.econbiz.de/10012208507
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O desempenho do mercado (Focus) na previsão da inflação: Novos resultados?
Lima, Elcyon Caiado Rocha; Alves, Paloma Palmieri - 2011
The evaluation of forecasts performance of market expectations about the Brazilian inflation rate (Focus survey) is important given the prominent role of these expectations in the conduction of monetary policy in Brazil. Lima e Céspedes (2006) showed that, in the period 2000.1 2005.4, several...
Persistent link: https://www.econbiz.de/10010330660
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O desempenho do mercado (Focus) na previsão da inflação : novos resultados?
Lima, Elcyon Caiado Rocha; Alves, Paloma Palmieri - 2011
The evaluation of forecasts performance of market expectations about the Brazilian inflation rate (Focus survey) is important given the prominent role of these expectations in the conduction of monetary policy in Brazil. Lima e Céspedes (2006) showed that, in the period 2000.1 2005.4, several...
Persistent link: https://www.econbiz.de/10009231336
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Um modelo para projeção de arrecadação tributária dos entes subnacionais
De Mendonça, Mário Jorge Cardoso; Do Nascimento, Igor … - 2022
The forecasting of government revenues is extremely important for an adequate budget execution, since a good accuracy in the estimation allows the stipulation of an expenditure level that meets the demands of the population. Using data released by the National Council of Treasury Policy, the...
Persistent link: https://www.econbiz.de/10013400244
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Um modelo para projeção de arrecadação tributária dos entes subnacionais
Mendonça, Mário Jorge Cardoso de; Nascimento, Igor … - 2022
The forecasting of government revenues is extremely important for an adequate budget execution, since a good accuracy in the estimation allows the stipulation of an expenditure level that meets the demands of the population. Using data released by the National Council of Treasury Policy, the...
Persistent link: https://www.econbiz.de/10013277350
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Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins
Ribeiro, Vamerson Schwingel; Dias, Joilson - In: Economia 7 (2006) 3, pp. 453-483
This paper has as objective to present a practical method for building a composite economic activity index for local economies. As an example, the index was built using data for the city of Maringá-PR. In its development we employed factor analysis technique to find the principal components...
Persistent link: https://www.econbiz.de/10005056712
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Modelos de previsão de preços aplicados aos contratos futuros de boi gordo na BM&F [Models of price forecasting applied to futures contracts of live cattle at the Brazilian Futures...
Bressan, Aureliano Angel; Lima, João Eustáquio de - In: Nova Economia 12 (2002) 1, pp. 117-140
This paper studies the applicability of time series models as a decision tool of buy and sell orders of live cattle futures contracts in the Brazilian Futures Market (BM&F), on dates close to expiration. The models considered are: ARIMA, Neural Networks and Dynamic Linear Models - DLM (this in...
Persistent link: https://www.econbiz.de/10005685265