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Bayesian inference applied to dynamic Nelson-Siegel model with stochastic volatility

Caldeira, João F.; Laurini, Márcio Poletti; Portugal, … - In: Brazilian review of econometrics : BRE ; the review of … 30 (2010) 1, pp. 123-161

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Preferences of the Central Bank of Brazil under the inflation targeting regime : estimation using a DSGE model for a small open economy

Palma, Andreza Aparecida; Portugal, Marcelo Savino - In: Journal of policy modeling : JPMOD ; a social science … 36 (2014) 5, pp. 824-839

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Measuring inflation persistence in Brazil using a multivariate model

Machado, Vicente da Gama; Portugal, Marcelo Savino - In: Revista brasileira de economia : RBE ; revista da … 68 (2014) 2, pp. 225-241

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Time-varying neutral interest rate in Brazil : further evidence from a simple New Keynesian model

Palma, Andreza Aparecida; Portugal, Marcelo Savino - In: The empirical economics letters : a monthly … 16 (2017) 7, pp. 633-646

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A Markov-Switching DSGE model for measuring the output gap in Brazil

Oliveira, Eleonora de; Palma, Andreza Aparecida; … - In: Latin American journal of central banking : LAJCB 5 (2024) 1, pp. 1-15

The output gap, while inherently unobservable, plays a pivotal role in informing policymakers due to its significant implications for forecasting inflation rates and understanding the mechanisms of monetary policy transmission. Traditional filters frequently employed in estimating the output gap...

Persistent link: https://www.econbiz.de/10015055077