Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/91177 
Erscheinungsjahr: 
2011
Schriftenreihe/Nr.: 
Texto para Discussão No. 1621
Verlag: 
Instituto de Pesquisa Econômica Aplicada (IPEA), Brasília
Zusammenfassung (übersetzt): 
The evaluation of forecasts performance of market expectations about the Brazilian inflation rate (Focus survey) is important given the prominent role of these expectations in the conduction of monetary policy in Brazil. Lima e Céspedes (2006) showed that, in the period 2000.1 2005.4, several models had superior forecast ability than the mean of market inflation rate (measured by IPCA) forecasts for horizons superior to three months. In this article, using more recent information, we found no significant evidence that the mean of market forecasts had superior forecast ability than some univariate autoregressive models.
JEL: 
E31
E52
C53
Dokumentart: 
Working Paper

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