Browsing by Subject "Metais - Preços"
Now showing items 1-3 of 3
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Essays in applied econometrics
2015-11-27Using a unique dataset on Brazilian nominal and real yield curves combined with daily survey forecasts of macroeconomic variables such as GDP growth, inflation, and exchange rate movements, we identify the effect of surprises ... -
O fator comum associado à dinâmica de preços das commodities : a relação de cointegração e o fator dinâmico
2013-11-27Este trabalho analisa a importância dos fatores comuns na evolução recente dos preços dos metais no período entre 1995 e 2013. Para isso, estimam-se modelos cointegrados de VAR e também um modelo de fator dinâmico bayesiano. ... -
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
2013-08-22The objective of this article is to study (understand and forecast) spot metal price levels and changes at monthly, quarterly, and annual frequencies. Data consists of metal-commodity prices at a monthly and quarterly ...




