Monetary policy in Brazil : evidence of a reaction function with time-varying parameters and endogenous regressors
Edilean Kleber da Silva Bejarano Aragón; Gabriela Bezerra de Medeiros
| Year of publication: |
2015
|
|---|---|
| Authors: | Aragón, Edilean Kleber da Silva Bejarano ; Medeiros, Gabriela Bezerra de |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 2, p. 557-575
|
| Subject: | Forward-looking monetary policy | Time-varying parameter model | Endogeneity | Kalman filter | Brazil | Brasilien | Geldpolitik | Monetary policy | Zustandsraummodell | State space model | Taylor-Regel | Taylor rule | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011292283