Weak dependence between the Brazilian consumer inflation and expected inflation : non-linear and Copulas methods and a note on the Central Bank's credibility
Year of publication: |
2013
|
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Authors: | Moreira, Ricardo Ramalhete ; Chaiboonsri, Chukiat ; Chaitip, Prasert |
Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 6.2013, 1, p. 40-54
|
Subject: | inflation targeting | Copulas | expected inflation | credibility | Inflationserwartung | Inflation expectations | Inflationssteuerung | Inflation targeting | Glaubwürdigkeit | Credibility | Multivariate Verteilung | Multivariate distribution | Inflation | Brasilien | Brazil | Zentralbank | Central bank | Theorie | Theory | Geldpolitik | Monetary policy |
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