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Algumas Considerações Sobre a Sazonalidade no IPCA

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  • Francisco Marcos R. Figueiredo
  • Roberta Blass Staub

Abstract

This article presents the results of the analysis of IPCA (Consumer Price Index) seasonality and its items in the period between January 1995 and December 2000. The discussion is based in the points surveyed by Bryan and Cecchetti (1995) regarding the idiosyncratic feature in the seasoning changes of the prices which imply that, despite the items in the IPCA present seasoning, the aggregated index doesn't necessarily has such evidence. Moreover, the result of the seasonal adjustment of the IPCA is compared, using both direct and indirect methods.

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File URL: http://www.bcb.gov.br/pec/wps/port/wps31.pdf
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Bibliographic Info

Paper provided by Central Bank of Brazil, Research Department in its series Working Papers Series with number 31.

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Date of creation: Nov 2001
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Handle: RePEc:bcb:wpaper:31

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Web page: http://www.bcb.gov.br/?english

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