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Weak dependence between the Brazilian consumer inflation and expected inflation : non-linear and Copulas methods and a note on the Central Bank's credibility

Moreira, Ricardo Ramalhete; Chaiboonsri, Chukiat; … - In: International journal of monetary economics and finance 6 (2013) 1, pp. 40-54

Persistent link: https://www.econbiz.de/10010250294

Weak dependence between the Brazilian consumer inflation and expected inflation: non-linear and Copulas methods and a note on the Central Bank's credibility

Moreira, Ricardo Ramalhete; Chaiboonsri, Chukiat; … - In: International Journal of Monetary Economics and Finance 6 (2013) 1, pp. 40-54

By implementing the Copulas method, this work analyses the dependence relationship or structure between the Brazilian consumer observed inflation and the expected inflation, from January 2005 to June 2011. Its results are consistent with some works for the Brazilian case, as the dependence...

Persistent link: https://www.econbiz.de/10010816799