Browsing FGV EPGE - Dissertações, Mestrado em Finanças e Economia Empresarial by Subject "Previsão com Metodologia de Box-Jenkins"

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Os efeitos da lei nº 12.858/2013 na composição da receita dos beneficiários dos royalties: efeito 'nulo' no curto prazo versus migração no longo prazo

Cocchiarale, Yuri Barboza
2017-05-31

The aim of this study is to show that the creation of the Law no. 12,858 / 2013 has an irrelevant effect in the short term, regarding issues related to health and education problems. By adopting some assumptions capable ...
Previsão de inflação utilizando modelos de séries temporais

Bonno, Simone Jager Patrocinio
2014-01-23

This paper compares time series models to forecast short-term Brazilian inflation measured by Consumer Price Index (IPCA). Were considered SARIMA Box-Jenkins models and structural models in state space, as estimated by the ...