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Estimating the credibility of Brazilian monetary policy using forward measures and a state-space model
Val, Flávio de Freitas; Gaglianone, Wagner Piazza; … - 2017
Persistent link: https://www.econbiz.de/10011735916
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Modeling and forecasting the co-movement of international yield curve drivers
Sprincenatu, Maria - 2019
Persistent link: https://www.econbiz.de/10012172917
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Inflation targeting and inflation expectations : evidence for Brazil and Turkey
Altuğ, Sumru; Çakmaklı, Cem - 2014
In this paper, we study the evolution of inflation expectations for two key emerging economies, Brazil and Turkey … survey-based inflation expectations and inflation targets set by the central banks of Brazil and Turkey with the predictions … inflation expectations are anchored more closely the inflation target set by the Central Bank for Brazil. By contrast, there is …
Persistent link: https://www.econbiz.de/10010337610
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A time-varying fiscal reaction function for Brazil
Campos, Eduardo Lima; Cysne, Rubens Penha - 2017 - Preliminary version
Persistent link: https://www.econbiz.de/10011796160
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Welfare cost of inflation in Brazil : an approach with time-varying cointegration and Kalman Filter
Campos, Eduardo Lima; Cysne, Rubens Penha - 2018
Persistent link: https://www.econbiz.de/10011898482
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Measuring the natural rate of interest in Brazil
Maka, Alexis - 2023
This paper applies the Holston-Laubach-Williams methodology to estimate the natural rate of interest for Brazil. …
Persistent link: https://www.econbiz.de/10014428785
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Unobserved components model(s) : output gaps and financial cycles
Guillochon, Justine; Le Roux, Julien - 2023
The Global Financial Crisis established that policymakers should consider the stage of the financial cycle to better evaluate the cyclical position of the economy when designing monetary policy decisions. If financial variables are omitted from the estimations of the output gap, a common and...
Persistent link: https://www.econbiz.de/10014343145
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From the "Great Inflation" to the "Great Moderation" in Peru : a time varying structural vector autoregressions analysis
Castillo B., Paul; Montoya, Jimena; Quineche, Ricardo - 2016
Persistent link: https://www.econbiz.de/10011503984
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Trend inflation in Sweden
Österholm, Pär; Poon, Aubrey - 2022
data from 1995Q4 to 2021Q4 and Bayesian estimation methods, we find that trend inflation has been well-anchored during the …
Persistent link: https://www.econbiz.de/10012818429
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A new approach to estimating the natural rate of interest
Benati, Luca - 2021
Building upon the insight that M1 velocity is the permanent component of nominal interest rates - see Benati (2020) - I propose a novel, and straightforward approach to estimating the natural rate of interest, which is conceptually related to Cochrane's (1994) proposal to estimate the permanent...
Persistent link: https://www.econbiz.de/10012520193