Listagem Observatório de previsões: metodologias e avaliação de modelos de projeção de inflação / RP por Assunto "Oferta e procura"
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Automated model selection with applications to Brazilian industrial production index
2019-10-23Brazilian Industrial Production Index undergoes different methodological updates and periods of high inflation over time, which prompts researchers to avoid using too long industrial production series. We analyze how ... -
Forecasting Industrial Production Index by its aggregated or disaggregated data? Evidence from one important emerging market
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 ...
