The Central Bank of Brazil's time-varying Taylor rule
Year of publication: |
2023
|
---|---|
Authors: | Carvalho, Filipe Gropelli ; Muinhos, Marcelo Kfoury |
Published in: |
Revista brasileira de economia : RBE ; publicação de Fundação Getúlio Vargas. - Rio de Janeiro : Fundação Getúlio Vargas, ISSN 1806-9134, ZDB-ID 2105183-5. - Vol. 77.2023, Art.-No. e042022, p. 512-532
|
Subject: | Kalman filter | real interest rate | Taylor rule | Taylor-Regel | Brasilien | Brazil | Realzins | Real interest rate | Geldpolitik | Monetary policy | Zustandsraummodell | State space model | Zinspolitik | Interest rate policy | Schätzung | Estimation |
-
Measuring the neutral real interest rate in Brazil : a semi-structural open economy framework
Neto, Alberto Ronchi, (2020)
-
Taylor-rule consistent estimates of the natural rate of interest
Brand, Claus, (2019)
-
Natural interest rate : assessing the stance of India's monetary policy under uncertainty
Kumar Behera, Harendra, (2017)
- More ...
-
Financial openness, currency crises, and output losses
Edwards, Sebastian, (2008)
-
Inflation targeting in an open financially integrated emerging economy : the case of Brazil
Muinhos, Marcelo Kfoury, (2004)
-
Bugarin, Mirta Noemi Sataka, (2005)
- More ...