Listagem Observatório de previsões: metodologias e avaliação de modelos de projeção de inflação / RP por autor "Mendonça, Diogo de Prince"
Itens para a visualização no momento 1-2 of 2
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Does the private database help to explain Brazilian inflation?
Marçal, Emerson Fernandes; Pereira, Pedro L. Valls; Mendonça, Diogo de Prince
2019-01The large dimension of variables as regressors requires a reduction in the number of variables, which we do in this paper through the factorial model. This method is useful if the variables are collinear, as is our case. ... -
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
2019Our 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 ...



