Listagem Rede de Pesquisa e Conhecimento Aplicado por autor "Pereira, Pedro Luiz Valls"

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Forecasting Industrial Production Index by its aggregated or disaggregated data? Evidence from one important emerging market

Mendonça, Diogo de Prince; Marçal, Emerson Fernandes; Pereira, Pedro Luiz Valls
2019

Our work aims to address if the use of disaggregate data helps to forecasting industrial production index. We use Brazilian industrial production data and we investigate if disaggregate information improves the accuracy ...