Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Subject "Previsão econômica"
Now showing items 1-16 of 16
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Análise comportamental de consumidores brasileiros: fatos estilizados por estratificação social e aplicações em modelos de projeção macro
2016-12-05Survey indicators produced by FGV are economic information published relatively quickly and used as a 'thermometer' of the Brazilian level of activity in the short term. The use of the Consumer Confidence Index (CCI), as ... -
Análise de séries de tempo e modelo de formação de expectativas
1973É fato comum na teoria econômica que os indivíduos reagem a valores correntes de variáveis e a seus valores esperados no futuro. Como as expectativas se formam ainda é matéria de debates. É improvável que exista um único ... -
A confiança do consumidor como previsor da produção industrial: um modelo alternativo
2009-05-25This paper presents the analysis about the importance of the Consumer Confidence Indexes in the United States and the potential utilization of the Brazil’s similar index, the ICC FGV, to predict and track performance local ... -
Essays in Macroeconometrics
2020-10-23Esta tese consiste em três artigos independentes em macroeconometria. No primeiro artigo, nós propomos um modelo de rational-inattention, a fim de se analisar e estimar o comportamento de forecasters profissionais do Focus ... -
Inattention in individual expectations
2015-04This 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 ... -
Investor disagreement: the modern approach
2015-04-27Disagreement between economists is a well know fact. However, it took a long time for this concept to be incorporated in economic models. In this survey, we review the consequences and insights provided by recent models. ... -
Machine learning and oil price point and density forecasting
2021The 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 ... -
Microfounded forecasting
This paper proposes a Önancial approach to economic forecasting which can be applied to data bases of surveys of forecasts. We model the forecasting decision of an individual from Örst principles (i.e., microfounded) and ... -
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
2009-02-05We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ... -
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
2011-01-27We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ... -
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
2010-03-29We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ... -
Modelagem de previsões econômicas em cenários prospectivos
2008The economic stability that Brazil currently faces allows us to rescue the tradition of assessing médium and long term prospective analysis. Thus, there is a need of thinking more deeply about the evolution of the Brazilian ... -
Modelos de previsão da produção industrial brasileira: uso de dados desagregados da sondagem industrial
2018-12-03O trabalho tem como objetivo explorar a base de dados desagregados da Sondagem da Indústria da FGV IBRE, e selecionar os segmentos industriais que possam ser utilizados na construção de indicadores antecedentes e coincidentes ... -
Previsão da estrutura a termo brasileira utilizando de fatores macroeconômicos
2013-06-11This article studies the prediction of the Brazilian interest rate term structure employing the use of common factors extracted from a vast database of macroeconomic series. The estimation and prediction periods analyzed ...
