Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais

Lúcio Godeiro, Lucas (2011): Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais.

Abstract

The research aim to forecast the value in dollars of the Brazilian Exports of 2011 using structural models. For both was researched the exports monthly series between 1975 and October 2011 and adjusted three models. The first have trend, seasonal and short period cycle. The second with trend and seasonal and the third was included interventions in the first. The results of the research were robust, because only the first model did not forecast the exports up in October 2011.

• Item Type: MPRA Paper
• English Title: Forecasts for the Brazilian Exports in 2011 using structural models
• Language: Portuguese
• Keywords: Exports. Kalman Filter. Structural Models. Local Level Model
• Subjects: C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C53 - Forecasting and Prediction Methods ; Simulation Methods; F - International Economics > F1 - Trade > F14 - Empirical Studies of Trade

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