Métodos econométricos para a análise do índice de inflação no Brasil

• Autor(a) principal: Souza, Bianca Moraes de [UNESP]
• Data de Publicação: 2013
• Tipo de documento: Trabalho de conclusão de curso
• Idioma: por
• Título da fonte: Repositório Institucional da UNESP
• Texto Completo: http://hdl.handle.net/11449/122951; http://www.athena.biblioteca.unesp.br/exlibris/bd/capelo/2015-04-08/000822016.pdf
• topic: Econometria; Economia - Metodos estatisticos; Inflação; Inflação - Brasil; Inflation (Finance)

The inflation target regime’s theoretical foundation is to provide support so that the monetary policy guides the expectations of the agents, and the price stability is achieved. In the referred regime, it is essential that the index choice reflects the market forces so the decisions are based in actual facts. Thus, the research does a forecast of the Broad Consumer Price Index - IPCA, and, as an alternative, to the core inflation. The best model found, through the use of ARIMA methodology, favors IPCA forecasts rather than core inflation. However, it is important to highlight that the inflation target regime offers room for improvement, especially concerning the high interest rates and the conflict between stability and economic growth