Search
Now showing items 1-10 of 119
Machine learning and oil price point and density forecasting
(Working Paper Series Brasília no. 544 February 2021 p. 1-100, 2021)
The purpose of this paper is to explore machine learning techniques to forecast the oil price. In the era of big data, we investigate whether new automated tools can improve over traditional approaches in terms of forecast ...
Commodity prices and global economic activity: A derived-demand approach
(Banco Central do Brasil Working Papers, 2020)
This paper studies the interaction between commodity prices and global economic activity in a setup where a representative cost-minimizing firm chooses optimal inputs as derived demands. Our focus is on important globally ...
Trade, structural transformation and productivity growth in China
(2019-07-19)
This paper studies the recent experience of the Chinese economy from the perspective of a model with structural transformation and trade lib- eralization. The final objective is to quantify the contributions of the main ...
Survey design and forecast accuracy
(2017-08)
Using common features to investigate common growth cycles for BRICS Countries
(Escola de Pós-Graduação em Economia da FGV, 2017-05-30)
Emerging market economies have historically shown high cyclical volatility when compared to developed economies. Common factor models have been largely used in economics as economic theory suggests that there strong linkages ...
Survey design and forecast accuracy
(EPGE - Escola Brasileira de Economia e Finanças, 2017)
Inattention in individual expectations
(2017-01)
This paper investigates the expectations formation process of economic agents about inflation rate. Using the Market Expec-tations System of Central Bank of Brazil, we perceive that agents do not update their forecasts ...
Inattention in individual expectations
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2016)
This paper investigates the expectations formation process of economic agents about infl ation rate. Using the Market Expectations System of Central Bank of Brazil, we perceive that agents do not update their forecasts ...
Applying a microfounded-forecasting approach to predict Brazilian inflation
(EPGE - Escola Brasileira de Economia e Finanças, 2016)
