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Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais
[Forecasts for the Brazilian Exports in 2011 using structural models]

Author

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  • Lúcio Godeiro, Lucas

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.

Suggested Citation

  • Lúcio Godeiro, Lucas, 2011. "Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais [Forecasts for the Brazilian Exports in 2011 using structural models]," MPRA Paper 45182, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:45182
    as

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    File URL: https://mpra.ub.uni-muenchen.de/45182/1/MPRA_paper_45182.pdf
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    References listed on IDEAS

    as
    1. Lo, Andrew W, 1991. "Long-Term Memory in Stock Market Prices," Econometrica, Econometric Society, vol. 59(5), pages 1279-1313, September.
    2. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
    3. César Roberto Leite da Silva & Maria Auxiliadora de Carvalho, 2006. "Exportações Agrícolas Brasileiras: O Paradoxo Do Sucesso," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 110, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    4. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
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    More about this item

    Keywords

    Exports. Kalman Filter. Structural Models. Local Level Model;

    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • F14 - International Economics - - Trade - - - Empirical Studies of Trade

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