Assessing the Short-term Forecasting Power of Confidence Indices
This paper assesses the predictive power of the main confidence indices available in Brazil to forecast economic activity. More specifically, we consider a set of economic activity variables and, for each of those, compare the predictive power of a univariate autoregressive model to that of a simil...
| Main Authors: | , |
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| Format: | Article |
| Language: | Portuguese |
| Published: |
Universidade de São Paulo
2018-04-01
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| Series: | Economia Aplicada |
| Subjects: | |
| Online Access: | http://www.revistas.usp.br/ecoa/article/view/145240 |