Modelos de previsão de inflação e estudo da dinâmica inflacionária brasileira

• Ano de defesa: 2009
• Autor(a) principal: Chan, Michelle
• Orientador(a): Bonomo, Marco Antônio Cesar
• Tipo de documento: Dissertação
• Tipo de acesso: Acesso aberto
• Idioma: por
• Palavras-chave em Português: Combinação de modelos de inflação de curto prazo; Persistência inflacionária e repasse cambial
• Palavras-chave em Inglês: Combination of short term inflation forecast models; Inflation inercia and passthrough
• Link de acesso: https://hdl.handle.net/10438/6655

The central purpose of this essay is to analyze the important variables of the inflation for the central bank’s monetary decision. Having in mind the importance of forward looking reaction of the monetary authorities in an inflation targeting regime, we study some short term inflation forecast models in order to find out which one has the most accurate prediction. In order to understand the brazilian inflacionary dinamics in these last years since the introduction of the inflation targeting regime, we analyse the dinamics of the inflation inercia and the passthrough.