%0 Journal Article
%T Modelos lineares e n£¿o lineares da curva de Phillips para previs£¿o da taxa de infla£¿£¿o no Brasil
%A Arruda
%A Elano Ferreira
%A Ferreira
%A Roberto Tatiwa
%A Castelar
%A Ivan
%J Revista Brasileira de Economia
%D 2011
%I Funda??o Get¨²lio Vargas
%R 10.1590/S0034-71402011000300001
%X this paper compares forecasts of brazilian monthly inflation rate generated from different linear and nonlinear time series and phillips' curve models. in general, the nonlinear models had a better performance. the var model produced the smallest mean square forecast error (mse) among linear models, while overall best forecasts were generated by the extended phillips curve with a threshold effect, which presented a 20% smaller mse than the var model. the diebold e mariano (1995) test indicated a significant difference between forecasts generated from the var and the expanded phillips curve with a threshold.
%K curva de phillips
%K modelos de s¨¦ries temporais
%K threshold
%K previs£¿o.
%U http://www.scielo.br/scielo.php?script=sci_abstract&pid=S0034-71402011000300001&lng=en&nrm=iso&tlng=en