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Persistent link: https://www.econbiz.de/10009730202
This paper aims to discuss the determinants of Brazilian inflation measured by the Extended National Consumer Price … more influence on inflation are ordered by the so-called Inflation Targeting Pressure Index (ITPI), designed to measure the … function method, with monthly data from 1999 to 2009 to estimate the macroeconomic determinants of inflation in the 22 …
Persistent link: https://www.econbiz.de/10009268927
The evaluation of forecasts performance of market expectations about the Brazilian inflation rate (Focus survey) is …) showed that, in the period 2000.1 2005.4, several models had superior forecast ability than the mean of market inflation rate …
Persistent link: https://www.econbiz.de/10010330660
The evaluation of forecasts performance of market expectations about the Brazilian inflation rate (Focus survey) is …) showed that, in the period 2000.1 2005.4, several models had superior forecast ability than the mean of market inflation rate …
Persistent link: https://www.econbiz.de/10009231336
This paper aims to discuss the determinants of Brazilian inflation measured by the Extended National Consumer Price … more influence on inflation are ordered by the so-called Inflation Targeting Pressure Index (ITPI), designed to measure the … function method, with monthly data from 1999 to 2009 to estimate the macroeconomic determinants of inflation in the 22 …
Persistent link: https://www.econbiz.de/10010330692
Persistent link: https://www.econbiz.de/10010330933
Persistent link: https://www.econbiz.de/10000750911
Persistent link: https://www.econbiz.de/10001661899
Persistent link: https://www.econbiz.de/10001741889
This paper investigates the effect of monetary and exchange rate shocks on disaggregated prices of the Brazilian Consumer Price Index (IPCA), from 1999 to 2011. We analyze the results of a factor-augmented vector autoregressive model (Favar), which are presented by different levels of...
Persistent link: https://www.econbiz.de/10011372201