Itens para a visualização no momento 1-9 of 9

    • Avaliando técnicas de nowcasting: uma aplicação do PIB brasileiro 

      Kagohara, Douglas Minoru (2015-08-13)
      O objetivo deste trabalho é aplicar e avaliar o desempenho do conceito de técnicas de nowcasting para previsão de uma importante variável macroeconômica do Produto Interno Bruto (PIB) brasileiro. Nos últimos anos, novas ...
    • Essays in macroeconometrics 

      Saraiva, Diogo Vinícius Menezes (2015-11-27)
      The knowledge of the current state of the economy is crucial for policy makers, economists and analysts. However, a key economic variable, the gross domestic product (GDP), are typically colected on a quartely basis and ...
    • Estimating Brazilian monthly GDP: a state-space approach 

      Issler, João Victor; Notini, Hilton Hostalácio (FGV Crescimento e Desenvolvimento, 2015-07-10)
      This paper has several original contributions. The rst is to employ a superior interpolation method that enables to estimate, nowcast and forecast monthly Brazilian GDP for 1980-2012 in an integrated way; see Bernanke, ...
    • Estimating Brazilian Monthly GDP: a State-Space Approach 

      Issler, João Victor; Notini, Hilton Hostalácio (Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2013-04-05)
      This paper has several original contributions. The first is to employ a superior interpolation method that enables to estimate, nowcast and forecast monthly Brazilian GDP for 1980-2012 in an integrated way; see Bernanke, ...
    • Estimating brazilian monthly GDP: a state-space approach 

      Issler, João Victor; Notini, Hilton Hostalácio (Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2014-09-18)
      This paper has several original contributions. The rst is to employ a superior interpolation method that enables to estimate, nowcast and forecast monthly Brazilian GDP for 1980-2012 in an integrated way; see Bernanke, ...
    • Estimating Brazilian monthly GDP: a state-space approach 

      Issler, João Victor; Notini, Hilton Hostalácio (Escola de Pós-Graduação em Economia da FGV, 2015-11-30)
      The first contribution of this paper is to employ a superior interpolation method that enables to estimate, nowcast and forecast monthly Brazilian GDP for 1980-2012 in an integrated way; see Bernanke, Gertler and Watson ...
    • Info Dengue: a nowcasting system for the surveillance of dengue fever transmission 

      Codeço, Claudia Torres; Cruz, Oswaldo Gonçalves; Riback, Thais Irene Souza; Degener, Carolin; Gomes, Marcelo; Villela, Daniel; Bastos, Leonardo; Camargo, Sabrina; Saraceni, Valeria; Lemos, Maria Cristina; Coelho, Flávio Codeço (2015)
      This study describes the development of an integrated dengue alert system (Info Dengue), operating initially in the city of Rio de Janeiro, Brazil. It is a project developed as a partnership between academia and the municipal ...
    • Nowcasting Brazilian GDP 

      Mattos, Pedro Montero (2017-08-16)
      Based on recent surveys on nowcasting methods, we apply the one-step estimation of dynamic factor models to the Brazilian case. Such methodology copes well with the problems of mixed-frequency series, ragged edges, timeliness ...
    • Nowcasting Brazilian GDP: a performance assessment of dynamic factor models 

      Gomes, Guilherme Branco (2018-03-19)
      This work compares dynamic factor model’s forecasts for Brazilian GDP. Our approach takes into account mixed frequencies and can handle missing data. We implement three models: the first is based on the Principal Components ...