Listagem Observatório de previsões: metodologias e avaliação de modelos de projeção de inflação / RP por Título "Automated model selection with applications to Brazilian industrial production index"

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Automated model selection with applications to Brazilian industrial production index

Rocha, Jordano Vieira; Pereira, Pedro L. Valls
2019-10-23

Brazilian 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 ...