A short term credibility index for central banks under inflation targeting : an application to Brazil
Year of publication: |
2024
|
---|---|
Authors: | Hecq, Alain W. J. ; Issler, João Victor ; Voisin, Elisa |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 143.2024, Art.-No. 103057, p. 1-17
|
Subject: | Central-bank credibility | Forecasting | Inflation rate | Noncausal models | Predictive densities | Probabilities | Inflationssteuerung | Inflation targeting | Brasilien | Brazil | Glaubwürdigkeit | Credibility | Prognoseverfahren | Forecasting model | Inflation | Zentralbank | Central bank | Theorie | Theory | Inflationsrate |
-
The Effect of Commodity Price Shocks on Underlying Inflation : The Role of Central Bank Credibility
Davis, Scott, (2015)
-
Moreira, Ricardo Ramalhete, (2013)
-
Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation Target
McDonald, Christopher, (2016)
- More ...
-
A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J., (2012)
-
Guillén, Osmani Teixeira de Carvalho, (2013)
-
A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J., (2011)
- More ...