Uma Breve Análise de Medidas Alternativas à Mediana na Pesquisa de Expectativas de Inflação do Banco Central do Brasil
AbstractThis note presents a brief analysis of representative measures of the forecasts surveyed by the Investor Relations and Special Studies Department at the Central Bank of Brazil, aside from the median forecast. We build time series of the core and mode of survey forecasts from January 2001 to December 2010, and compare their predictive power with median forecast and with the CPI core measure for the 12-month-ahead horizon.
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Bibliographic InfoPaper provided by Central Bank of Brazil, Research Department in its series Working Papers Series with number 264.
Date of creation: Jan 2012
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Web page: http://www.bcb.gov.br/?english
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-01-25 (All new papers)
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- José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012.
"Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options,"
Working Papers Series
269, Central Bank of Brazil, Research Department.
- Ornelas, Jose Renato Haas & Barbachan, José Fajardo & Farias, Aquiles Rocha de, 2012. "Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options," EBAPE Working Papers 1, School of Public and Business Administration, Getulio Vargas Foundation (Brazil).
- Bruno Martins, 2012. "Local Market Structure and Bank Competition: evidence from the Brazilian auto loan market," Working Papers Series 299, Central Bank of Brazil, Research Department.
- Angelo Marsiglia Fasolo, 2012. "A Note on Particle Filters Applied to DSGE Models," Working Papers Series 281, Central Bank of Brazil, Research Department.
- Waldyr Areosa & Marta Areosa, 2012. "Information (in) Chains: information transmission through production chains," Working Papers Series 286, Central Bank of Brazil, Research Department.
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