Lima, Elcyon Caiado Rocha; Alves, Paloma Palmieri - 2011
The evaluation of forecasts performance of market expectations about the Brazilian inflation rate (Focus survey) is …) showed that, in the period 2000.1 2005.4, several models had superior forecast ability than the mean of market inflation rate … significant evidence that the mean of market forecasts had superior forecast ability than some univariate autoregressive models. …