کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
383831 | 660834 | 2010 | 7 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Forecasting industrial production in Brazil: Evidence from a wavelet approach
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
هوش مصنوعی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
The present paper studies the informational content of the Brazilian term structure of interest rate. We apply multiresolution decomposition to the spread and to the industrial production, and investigate if the term spread presents information that can help predict the path followed by industrial production. We also investigate if all the predictive ability of the spread is due to the monetary policy. The results suggest that the yield spread contains relevant information, and this predictive power varies across time patterns. Inasmuch, the results indicate that the predictive power of the spread is not totally explained by monetary policy.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Expert Systems with Applications - Volume 37, Issue 9, September 2010, Pages 6345–6351
Journal: Expert Systems with Applications - Volume 37, Issue 9, September 2010, Pages 6345–6351
نویسندگان
Benjamin Miranda Tabak, Mateus Araujo Feitosa,