Thiago Carlos

UBS AG - UBS Brazil Broker Dealer

Av. Brigadeiro Faria Lima, 4440 - 7º andar

São Paulo, 04538-132

Brazil

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Scholarly Papers (1)

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Forecasting Brazilian Inflation by Its Aggregate and Disaggregated Data: A Test of Predictive Power by Forecast Horizon

Number of pages: 28 Posted: 10 Feb 2013 Last Revised: 25 Feb 2016
Thiago Carlos and Emerson Fernandes Marçal
UBS AG - UBS Brazil Broker Dealer and Sao Paulo School of Economics - FGV
Downloads 160 (198,776)

Abstract:

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Inflation, forecasting, ARIMA, space-state model, Markov-switching, Model Confidence Set