Weak dependence between the Brazilian consumer inflation and expected inflation : non-linear and Copulas methods and a note on the Central Bank's credibility
Ricardo Ramalhete Moreira; Chukiat Chaiboonsri and Prasert Chaitip
Year of publication: |
2013
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Authors: | Moreira, Ricardo Ramalhete ; Chaiboonsri, Chukiat ; Chaitip, Prasert |
Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 6.2013, 1, p. 40-54
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Subject: | inflation targeting | Copulas | expected inflation | credibility | Inflationserwartung | Inflation expectations | Glaubwürdigkeit | Credibility | Multivariate Verteilung | Multivariate distribution | Inflationssteuerung | Inflation targeting | Brasilien | Brazil | Inflation | Geldpolitik | Monetary policy | Theorie | Theory |
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