Modelos robustos de previsão de inflação

Detalhes bibliográficos
Autor(a) principal: Goes, Arthur Pereira
Data de Publicação: 2019
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/28262
Resumo: Esse estudo tem como objetivo avaliar diferentes modelos para a previsão do índice de inflação nacional (IPCA) empregando modelos de seleção automática de variáveis e diferentes grupos de variáveis com as informações agregadas e desagregadas das séries de inflação, tanto nacional quanto regional. Os resultados mostraram que informações com maior granularidade são capazes de adicionar maior poder preditivo porém requerem modelos com mais filtros na seleção de variáveis.
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spelling Goes, Arthur PereiraEscolas::EESPKfoury, MarceloPrince, Diogo deMarçal, Emerson Fernandes2019-10-07T16:23:00Z2019-10-07T16:23:00Z2019-08-16https://hdl.handle.net/10438/28262Esse estudo tem como objetivo avaliar diferentes modelos para a previsão do índice de inflação nacional (IPCA) empregando modelos de seleção automática de variáveis e diferentes grupos de variáveis com as informações agregadas e desagregadas das séries de inflação, tanto nacional quanto regional. Os resultados mostraram que informações com maior granularidade são capazes de adicionar maior poder preditivo porém requerem modelos com mais filtros na seleção de variáveis.This study has the objective of evaluating different models for forecasting the national consumer’s inflation index of Brazil (IPCA) using models for automatic selection of variables (Autometrics) and different groups of variables regarding aggregated and disaggregated inflation time series, both on a national level and a regional level. The results showed that more granular information are able to bring a bigger forecasting capacity, but require models with more intense filtering when selecting the variables.porÍndice de inflaçãoSéries de tempo desagregadasInflationAutometricsDisaggregated time seriesEconomiaInflação - BrasilInflação - PrevisãoÍndice nacional de preços ao consumidor amploModelos econométricosModelos robustos de previsão de inflaçãoinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALDissertação Final - Arthur Pereira Goes.pdfDissertação Final - Arthur Pereira Goes.pdfPDFapplication/pdf1485725https://repositorio.fgv.br/bitstreams/78065039-3509-4da6-b62b-f186edbbb0da/download70274793f0347884ffbc20c3e76d9d38MD51TEXTDissertação Final - Arthur Pereira Goes.pdf.txtDissertação Final - Arthur Pereira Goes.pdf.txtExtracted 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dc.title.por.fl_str_mv Modelos robustos de previsão de inflação
title Modelos robustos de previsão de inflação
spellingShingle Modelos robustos de previsão de inflação
Goes, Arthur Pereira
Índice de inflação
Séries de tempo desagregadas
Inflation
Autometrics
Disaggregated time series
Economia
Inflação - Brasil
Inflação - Previsão
Índice nacional de preços ao consumidor amplo
Modelos econométricos
title_short Modelos robustos de previsão de inflação
title_full Modelos robustos de previsão de inflação
title_fullStr Modelos robustos de previsão de inflação
title_full_unstemmed Modelos robustos de previsão de inflação
title_sort Modelos robustos de previsão de inflação
author Goes, Arthur Pereira
author_facet Goes, Arthur Pereira
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.member.none.fl_str_mv Kfoury, Marcelo
Prince, Diogo de
dc.contributor.author.fl_str_mv Goes, Arthur Pereira
dc.contributor.advisor1.fl_str_mv Marçal, Emerson Fernandes
contributor_str_mv Marçal, Emerson Fernandes
dc.subject.por.fl_str_mv Índice de inflação
Séries de tempo desagregadas
topic Índice de inflação
Séries de tempo desagregadas
Inflation
Autometrics
Disaggregated time series
Economia
Inflação - Brasil
Inflação - Previsão
Índice nacional de preços ao consumidor amplo
Modelos econométricos
dc.subject.eng.fl_str_mv Inflation
Autometrics
Disaggregated time series
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Inflação - Brasil
Inflação - Previsão
Índice nacional de preços ao consumidor amplo
Modelos econométricos
description Esse estudo tem como objetivo avaliar diferentes modelos para a previsão do índice de inflação nacional (IPCA) empregando modelos de seleção automática de variáveis e diferentes grupos de variáveis com as informações agregadas e desagregadas das séries de inflação, tanto nacional quanto regional. Os resultados mostraram que informações com maior granularidade são capazes de adicionar maior poder preditivo porém requerem modelos com mais filtros na seleção de variáveis.
publishDate 2019
dc.date.accessioned.fl_str_mv 2019-10-07T16:23:00Z
dc.date.available.fl_str_mv 2019-10-07T16:23:00Z
dc.date.issued.fl_str_mv 2019-08-16
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
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