Estimating the credibility of Brazilian monetary policy using a Kalman filter approach
Year of publication: |
October 2017
|
---|---|
Authors: | Klotzle, Marcelo Cabus ; Pinto, Antônio Carlos Figueiredo ; Gaglianone, Wagner Piazza |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 41.2017, p. 37-53
|
Subject: | Credibility | Kalman filter | Monetary policy | Brazil | Brasilien | Geldpolitik | Glaubwürdigkeit | Zustandsraummodell | State space model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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