Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira

Detalhes bibliográficos
Autor(a) principal: Chan, Michelle
Data de Publicação: 2009
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/6655
Resumo: The central purpose of this essay is to analyze the important variables of the inflation for the central bank’s monetary decision. Having in mind the importance of forward looking reaction of the monetary authorities in an inflation targeting regime, we study some short term inflation forecast models in order to find out which one has the most accurate prediction. In order to understand the brazilian inflacionary dinamics in these last years since the introduction of the inflation targeting regime, we analyse the dinamics of the inflation inercia and the passthrough.
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spelling Chan, MichelleEscolas::EPGEFGVBonomo, Marco Antônio CesarMatos, Silvia Maria2010-06-01T19:58:56Z2010-06-01T19:58:56Z2009-11-30CHAN, Michelle. Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2009.http://hdl.handle.net/10438/6655The central purpose of this essay is to analyze the important variables of the inflation for the central bank’s monetary decision. Having in mind the importance of forward looking reaction of the monetary authorities in an inflation targeting regime, we study some short term inflation forecast models in order to find out which one has the most accurate prediction. In order to understand the brazilian inflacionary dinamics in these last years since the introduction of the inflation targeting regime, we analyse the dinamics of the inflation inercia and the passthrough.O objetivo dessa dissertação é analisar as variáveis importantes da inflação para a decisão de política econômica do Banco Central. Considerando a importância de reações forward looking das autoridades monetárias num regime de metas de inflação, estudam-se alguns modelos de projeção de inflação de curto prazo para verificar qual modelo possui maior capacidade de previsão. Com o objetivo de entender a dinâmica inflacionária brasileira ao longo desses anos desde a implementação do sistema de metas de inflação, procura-se analisar a dinâmica da inércia inflacionária e do repasse cambial.porTodo cuidado foi dispensado para respeitar os direitos autorais deste trabalho. Entretanto, caso esta obra aqui depositada seja protegida por direitos autorais externos a esta instituição, contamos com a compreensão do autor e solicitamos que o mesmo faça contato através do Fale Conosco para que possamos tomar as providências cabíveisinfo:eu-repo/semantics/openAccessCombination of short term inflation forecast modelsInflation inercia and passthroughCombinação de modelos de inflação de curto prazoPersistência inflacionária e repasse cambialEconomiaFinançasPolítica monetáriaEconomiaInflaçãoModelos de previsão de inflação e estudo da dinâmica inflacionária brasileirainfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas 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dc.title.por.fl_str_mv Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira
title Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira
spellingShingle Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira
Chan, Michelle
Combination of short term inflation forecast models
Inflation inercia and passthrough
Combinação de modelos de inflação de curto prazo
Persistência inflacionária e repasse cambial
Economia
Finanças
Política monetária
Economia
Inflação
title_short Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira
title_full Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira
title_fullStr Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira
title_full_unstemmed Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira
title_sort Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira
author Chan, Michelle
author_facet Chan, Michelle
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.author.fl_str_mv Chan, Michelle
dc.contributor.advisor1.fl_str_mv Bonomo, Marco Antônio Cesar
Matos, Silvia Maria
contributor_str_mv Bonomo, Marco Antônio Cesar
Matos, Silvia Maria
dc.subject.por.fl_str_mv Combination of short term inflation forecast models
Inflation inercia and passthrough
Combinação de modelos de inflação de curto prazo
Persistência inflacionária e repasse cambial
topic Combination of short term inflation forecast models
Inflation inercia and passthrough
Combinação de modelos de inflação de curto prazo
Persistência inflacionária e repasse cambial
Economia
Finanças
Política monetária
Economia
Inflação
dc.subject.area.por.fl_str_mv Economia
Finanças
dc.subject.bibliodata.por.fl_str_mv Política monetária
Economia
Inflação
description The central purpose of this essay is to analyze the important variables of the inflation for the central bank’s monetary decision. Having in mind the importance of forward looking reaction of the monetary authorities in an inflation targeting regime, we study some short term inflation forecast models in order to find out which one has the most accurate prediction. In order to understand the brazilian inflacionary dinamics in these last years since the introduction of the inflation targeting regime, we analyse the dinamics of the inflation inercia and the passthrough.
publishDate 2009
dc.date.issued.fl_str_mv 2009-11-30
dc.date.accessioned.fl_str_mv 2010-06-01T19:58:56Z
dc.date.available.fl_str_mv 2010-06-01T19:58:56Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.citation.fl_str_mv CHAN, Michelle. Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2009.
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/6655
identifier_str_mv CHAN, Michelle. Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2009.
url http://hdl.handle.net/10438/6655
dc.language.iso.fl_str_mv por
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
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