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Previsão de inflação: uma análise para a Região Metropolitana de Fortaleza

Author

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  • Arruda, Elano Ferreira
  • Brito , Antônio Clécio

Abstract

A inflação é um importante indicador de bem-estar para a sociedade. Os processos inflacionários representam corrosão do poder de compra e aumento da variabilidade dos preços relativos, além de prejudicar o horizonte de previsão dos agentes econômicos. Apesar disso, poucos estudos se ocupam em selecionar mecanismos preditivos eficientes para esse indicador numa perspectiva regional. Portanto, para avaliar e selecionar um mecanismo para prever a inflação da região metropolitana de Fortaleza, o presente estudo compara previsões para a inflação mensal dessa região, no ano de 2014, geradas a partir de técnicas Naives, de modelos ARMA, VAR e da curva de Phillips num contexto regional. Os resultados indicam que a curva de Phillips se mostrou o melhor mecanismo para prever esse indicador.

Suggested Citation

  • Arruda, Elano Ferreira & Brito , Antônio Clécio, 2017. "Previsão de inflação: uma análise para a Região Metropolitana de Fortaleza," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 11(1), pages 78-92.
  • Handle: RePEc:ris:rberur:0033
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    More about this item

    Keywords

    Previsão de inflação; Curva de Phillips; Séries temporais;
    All these keywords.

    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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