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