Microfounded Forecasting / RP

 

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Recent Submissions

  • Survey design and forecast accuracy 

    Gaglianone, Wagner Piazza; Giacomini, Raffaella; Issler, João Victor; Skreta, Vasiliki
    2017-08

  • Inattention in individual expectations 

    Cordeiro, Yara de Almeida Campos; Gaglianone, Wagner Piazza; Issler, João Victor
    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 ...

  • Survey design and forecast accuracy 

    Gaglianone, Wagner Piazza; Giacomini, Raffaella; Issler, João Victor; Skreta, Vasiliki
    2016

  • Survey design and forecast accuracy 

    Gaglianone, Wagner Piazza; Giacomini, Raffaella; Issler, João Victor; Skreta, Vasiliki
    2017

  • Applying a microfounded-forecasting approach to predict Brazilian inflation 

    Gaglianone, Wagner Piazza; Issler, João Victor; Matos, Silvia Maria
    2016

  • Incentive-driven inattention 

    Giacomini, Raffaella; Gaglianone, Wagner Piazza; Issler, João Victor; Skreta, Vasiliki
    2015

  • Inattention in individual expectations 

    Cordeiro, Yara de Almeida Campos
    2015-04
    This paper investigates the expectations formation process of economic agents about inflation rate. Using the Market Expectations System of Central Bank of Brazil, we perceive that agents do not update their forecasts every ...

  • Microfounded forecasting 

    Gaglianone, Wagner Piazza; Issler, João Victor
    2015-05
    Our focus is on information in expectation surveys that can now be built on thousands (or millions) of respondents on an almost continuous-time basis (big data) and in continuous macroeconomic surveys with a limited number ...