Monetary policy in Brazil : evidence of a reaction function with time-varying parameters and endogenous regressors
Year of publication: |
2015
|
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Authors: | Aragón, Edilean Kleber da Silva Bejarano ; Medeiros, Gabriela Bezerra de |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 2, p. 557-575
|
Subject: | Forward-looking monetary policy | Time-varying parameter model | Endogeneity | Kalman filter | Brazil | Brasilien | Geldpolitik | Monetary policy | Zustandsraummodell | State space model |
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