Econometrics methods for analyzing of inflation index in Brazil

• Grant number: 13/06767-1
• Support Opportunities: Scholarships in Brazil - Scientific Initiation
• Start date: June 01, 2013
• End date: December 31, 2013
• Field of knowledge: Applied Social Sciences - Economics - Quantitative Methods Applied to Economics
• Principal Investigator: Érika Capelato
• Grantee: Bianca Moraes de Souza
• Host Institution: Faculdade de Ciências e Letras (FCL). Universidade Estadual Paulista (UNESP). Campus de Araraquara. Araraquara , SP, Brazil

Abstract

This project has the propose of create a prevision to the Index of Price to Consumer Ample - IPCA using the ARIMA's methods and analyzing the information about this index since 1999 until 2012. The results will provide an appliance to analyzing the inflation in Brazil during the Inflation Target System, because they evidence the tendency of this index, which is considered as an indicator of the inflation in Brazil. Also will be done a prevision to the IPCA's center, and the tendencies to the inflation shown by these two different indexes will be compared with themselves and the inflationary expectations. Lastly, the project has the purpose of molding the volatility (or conditional variance) of inflation utilizing the models of ARCH/GARCH on time series created by IPCA's center and IPCA. (AU)