PrevisÃo da demanda de energia elÃtrica para o nordeste utilizando OLS dinÃmico e mudanÃa de regime / Forecast of the demand of electric energy for dynamic northeast using OLS and change of regimen

AUTOR(ES)

Guilherme Diniz Irffi

DATA DE PUBLICAÇÃO

2007

RESUMO

The objective of this research is to estimate the residential, commercial and industrial demand for electric energy in the Northeast region of Brazil during the period of 1970 2003. Two different methodologies were used to compute the price and income elasticity of demand: i) DOLS, proposed by Stock and Watson (1993); and ii) Regime Switching by Gregory and Hansen (1996). Error Correction Models are estimated from the cointegration vectors. These models are used to perform long-run forecasts of the electricity demand for the period 2004- 2010. The results are then compared to those from other researches about Brazilianâs price and income elasticity of demand for electric energy. Furthermore, the computed forecasts are compared to those from EletrobrÃs and from Siqueira, Cordeiro Jr. e Castelar (2006). The methodologies used in this work present forecasts that are more accurate than those ones from nother works for the period 2004-2006.

ASSUNTO(S)

modelos de previsao demanda por energia elÃtrica demand for electric energy mudanÃa de regime forecast models economia regime switch nordeste do brasil northeast of brazil

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