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Antecipação fiscal, não fundamentalidade e não causalidade no Brasil
Borelli, Luan; Vonbun, Christian; Góes, Geraldo Sandoval - 2021
found to be non-fundamental by Vonbun and Lima (2020). The results suggest that expectations may have a role in the …
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
-fundamental by Vonbun and Lima (2020). The results suggest that expectations may have a role in the determination of the effects …
Persistent link: https://www.econbiz.de/10012656123
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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
models, although some differences in forecasting accuracy. …
Persistent link: https://www.econbiz.de/10005685265
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Polítca monetária e câmbio: Efeitos sobre preços desagregados em um modelo favar para o Brasil
Lima, Elcyon Caiado; Martinez, Thiago Sevilhano; … - 2015
This paper investigates the effect of monetary and exchange rate shocks on disaggregated prices of the Brazilian Consumer Price Index (IPCA), from 1999 to 2011. We analyze the results of a factor-augmented vector autoregressive model (Favar), which are presented by different levels of...
Persistent link: https://www.econbiz.de/10011372201
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Polítca monetária e câmbio : efeitos sobre preços desagregados em um modelo favar para o Brasil
Lima, Elcyon Caiado Rocha; Martinez, Thiago Sevilhano; … - 2015
This paper investigates the effect of monetary and exchange rate shocks on disaggregated prices of the Brazilian Consumer Price Index (IPCA), from 1999 to 2011. We analyze the results of a factor-augmented vector autoregressive model (Favar), which are presented by different levels of...
Persistent link: https://www.econbiz.de/10010509578
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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 …
Persistent link: https://www.econbiz.de/10010330660
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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 contemporaneous empirical macroeconomic research, in particular for measuring the impact of fiscal policy shocks. They may be employed as atheoretical models, as well as a mean to support...
Persistent link: https://www.econbiz.de/10012616454
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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 …
Persistent link: https://www.econbiz.de/10009231336
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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 contemporaneous empirical macroeconomic research, in particular for measuring the impact of fiscal policy shocks. They may be employed as atheoretical models, as well as a mean to support...
Persistent link: https://www.econbiz.de/10012208507
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Previsão de homicídios no Brasil: Proposta de variável antecedente
Lins, Gabriel de Oliveira Accioly; Cerqueira, Daniel; … - 2020
systematically surpassing univariate models, especially in extended periods of forecasting. In general, improvements related to the …
Persistent link: https://www.econbiz.de/10012616509