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dc.contributor.authorFerreira, Pedro Cavalcanti
dc.contributor.authorCarneiro, Juliana
dc.contributor.authorBraz, André Furtado
dc.date.accessioned2015-07-30T17:32:04Z
dc.date.available2015-07-30T17:32:04Z
dc.date.issued2015-06-01
dc.identifier.urihttp://hdl.handle.net/10438/13871
dc.description.abstractSince 2006, the Getulio Vargas Foundation (FGV) calculates a daily version of the Broad Consumer Price Index (IPCA), the official inflation index, calculated under the responsibility of the IBGE, the federal statistics agency in Brazil. Ardeo et. al. (2013) showed the importance of this indicator and how this daily information can be useful to a country that had high level of inflation. Despite the fact that this measure is a fair antecedent variable for inflation, due to some peculiarities concerning the collection period, the initial daily rating may not anticipate some effects, such as seasonal factors and the increase in prices controlled by the Brazilian Government. Hence, by taking into account the Monitor´s daily time series, this paper intends to forecast the IPCA for the first six days of data collection. The results showed up that the proposal technic improved the IPCA forecast in the beginning of data collection.eng
dc.language.isoeng
dc.relation.ispartofseriesTexto de discussão;78por
dc.subjectDaily inflationpor
dc.subjectMonitoreng
dc.subjectTime serieseng
dc.subjectSARIMAeng
dc.subjectIPCApor
dc.titleApplying the daily inflation to forecast the Broad Consumer Price Index (IPCA)eng
dc.title.alternativeAplicação da inflação diária para previsão do IPCApor
dc.typeWorking Papereng
dc.subject.areaEconomiapor
dc.contributor.unidadefgvInstitutos::IBREpor
dc.subject.bibliodataInflação - Brasilpor


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