Estimating the credibility of Brazilian monetary policy using a Kalman filter approach
Flávio de Freitas Val
| Year of publication: |
October 2017
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|---|---|
| Authors: | Klotzle, Marcelo Cabus ; Pinto, Antônio Carlos Figueiredo ; Gaglianone, Wagner Piazza |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 41.2017, p. 37-53
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| Subject: | Credibility | Kalman filter | Monetary policy | Brazil | Brasilien | Glaubwürdigkeit | Geldpolitik | Zustandsraummodell | State space model | Schätzung | Estimation | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.04.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011912874