Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Marcelo S. Portugal"'
Publikováno v:
Latin American Journal of Central Banking, Vol 5, Iss 1, Pp 100121- (2024)
The output gap, while inherently unobservable, plays a pivotal role in informing policymakers due to its significant implications for forecasting inflation rates and understanding the mechanisms of monetary policy transmission. Traditional filters fr
Externí odkaz:
https://doaj.org/article/e2b7b0a5822244249327ae80d3d5a016
Publikováno v:
Results in Applied Mathematics, Vol 7, Iss , Pp 100121- (2020)
We present evidence supporting the use of the data cloning method for maximum likelihood estimation of Dynamic Stochastic General Equilibrium models. In the data cloning method, maximum likelihood estimators are obtained as the limit of Bayesian esti
Externí odkaz:
https://doaj.org/article/a9a2c8c749374de1964a5be6026f4821
Publikováno v:
Nova Economia, Vol 6, Iss 1 (2013)
O objetivo central deste artigo é introduzir um novo método de previsão de séries de tempo, baseado em uma modelagem do cérebro humano. Esta modelagem consiste na criação de Redes Neurais Artificiais (RNA), que têm sido usadas com grande suce
Externí odkaz:
https://doaj.org/article/4904a98bdbc6482cba45e3d0d7c59de8
Publikováno v:
Estudos Econômicos, Vol 29, Iss 3 (2021)
A variância de um ativo é uma das informações mais importantes para quem opera no mercado financeiro. A deferminação desta volatilidade pode ser feita com base no conhecimenfo da variância passada (processo determinístico), ou ainda quando es
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doajarticles::8f4849ffafd5a3bbe1ae4462a16b840f
https://www.revistas.usp.br/ee/article/view/161468
https://www.revistas.usp.br/ee/article/view/161468
Publikováno v:
Economia Aplicada, Vol 7, Iss 2 (2003)
This paper presents three case studies in time series forecasting. We try to compare the use of traditional ARIMA models with an alternative method that combines of ARIMA and Wavelets models. Two different approaches are applied. In the first one, Wa
Externí odkaz:
https://doaj.org/article/5552cdae4c234b6b8c5f269101ceb3e3
Publikováno v:
Economia Aplicada, Vol 3, Iss 4 (1999)
In this paper we present some estimates of the long and short term relationships between the state GDP and state exports, state government investment, federal government expenditures at state level, state expenditures in education, health and public
Externí odkaz:
https://doaj.org/article/2fea2870dcc8499389ba21232677568b
Autor:
Wilson R. Corrêa, Marcelo S. Portugal
Publikováno v:
Economia Aplicada, Vol 2, Iss 3 (1998)
The Brazilian price stabilisation policies and trade liberalisation measures of this decade have considerably increased the difficulty in generating accurate time series forecasts due to structural changes in the data generation processes. In this pa
Externí odkaz:
https://doaj.org/article/e636607d7677467691c9aebdfbdd56c2
Autor:
André Luis Korzenowski, Michel José Anzanello, Carla Schwengber ten Caten, Marcelo S. Portugal
Publikováno v:
Computers & Industrial Engineering. 65:729-736
The crescent demand for customized products has challenged industries with reduced lot sizes. As a result, frequent product model changing and short series of observable variables decreased the performance of many traditional tools used in process co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6b721444477b8bf04524d31a31d149f3
https://doi.org/10.1016/j.cie.2013.04.011
https://doi.org/10.1016/j.cie.2013.04.011
Publikováno v:
Economia. 11(1):27-51
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::927c80f5103a4a4e5f1005a3b4776d4c
http://www.anpec.org.br/revista/vol11/vol11n1p27_51.pdf
http://www.anpec.org.br/revista/vol11/vol11n1p27_51.pdf
