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Expected Inflation, Lagged Inflation and the Central Bank’s Credibility : Time-Varying and VAR Analysis for the Recent Brazilian Case

Moreira, Ricardo - 2013

By the Kalman filter and a Vector Autoregressive (VAR) analysis for the recent Brazilian economy, this work aims at assessing empirical evidences on relationships between expected inflation, observed inflation and the Central Bank's credibility. It is found that an inflation positive shock...

Persistent link: https://www.econbiz.de/10013077892

Expectations anchoring indexes for Brazil using Kalman filter : exploring signals of inflation anchoring in the long term

Oliveira, Fernando Nascimento de; Gaglianone, Wagner Piazza - In: International economics : a journal published by CEPII … 163 (2020), pp. 72-91

Persistent link: https://www.econbiz.de/10012642566

A conduta de política monetária do Banco Central e o efeito calendário no Brasil

Teixeira, Anderson Mutter; Dias, Maria Helena Ambrosio; … - In: Economia aplicada : EA 14 (2010) 3, pp. 293-311

Persistent link: https://www.econbiz.de/10009130315

Monetary Policy and Inflation Expectations in Latin America : Long-run Effects and Volatility Spillovers

2006

-integration analysis to estimate simultaneously a monetary reaction function and the determinants of expected inflation for Brazil, Chile … examination, and ii) greater volatility in the monetary stance leads to higher volatility in expected inflation in Brazil …

Persistent link: https://www.econbiz.de/10012446842

Measuring the structural credibility of monetary policy by expected inflation determinants : a Kalman filter approach for Brazil

Moreira, Ricardo Ramalhete - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 2, pp. 287-309

Persistent link: https://www.econbiz.de/10011644520

Forecasting inflation using survey expectations and target inflation : evidence for Brazil and Turkey

Altuğ, Sumru; Çakmaklı, Cem - In: International journal of forecasting 32 (2016) 1, pp. 138-153

Persistent link: https://www.econbiz.de/10011596492

Consumer's inflation expectations in Brazil

Teixeira, Fernando Ormonde; Oliveira, Ingrid Christyne … - In: Estudos econômicos : publicação trimestral do … 47 (2017) 3, pp. 509-529

Persistent link: https://www.econbiz.de/10011947778

Heterogeneity in monthly inflation expectations in Brazil : evidence with aggregate data from the focus survey

Meurer, Roberto; Lima, Gilberto Tadeu - 2017

Persistent link: https://www.econbiz.de/10011811208

Disagreement in inflation forecasts and inflation risk premia in Brazil

Doi, Jonas; Fernandes, Marcelo; Nunes, Clemens V. A. - In: Brazilian review of econometrics : BRE ; the review of … 37 (2017) 1, pp. 45-59

Persistent link: https://www.econbiz.de/10011860479

A brief analysis of aggregate measures as an alternative to the median at Central Bank of Brazil's Survey of Professional Forecasts

Carvalho, Fabia A. de - In: Economia : revista da ANPEC 14 (2013) 2, pp. 11-26

This paper presents a brief analysis of representative measures of inflation expectations from Central Bank of Brazil …

Persistent link: https://www.econbiz.de/10011864728