Listagem FGV EPGE - Teses, Doutorado em Economia por Assunto "Previsão econômica - Modelos econométricos"

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    • Ensaios sobre ciclos de negócios 

      Notini, Hilton Hostalácio
      2009
      The purpose of this article is to propose and evaluate forecasting models for the Brazilian industrial GDP. Most models are based on vector auto-regressions (VARs) or on restricted VARs, but models on the ARMA class are ...

    • Essays in applied econometrics 

      Duarte, Rafael Burjack Farias
      2015-11-27
      Using a unique dataset on Brazilian nominal and real yield curves combined with daily survey forecasts of macroeconomic variables such as GDP growth, inflation, and exchange rate movements, we identify the effect of surprises ...