This paper aims to estimate the equilibrium real exchange rate for the Brazilian economy. The equilibrium exchange rate is defined as the level of exchange that guarantees that the net foreign asset position is stable over time. An econometric model is estimated using cointegration techniques....

This paper investigates whether there is evidence of structural change in the Brazilian term structure of interest rates. Multivariate cointegration techniques are used to verify this evidence. Two econometrics models are estimated. The first one is a Vector Autoregressive Model with Error...

This paper aims to estimate the equilibrium real exchange rate for the Brazilian economy. The equilibrium exchange rate is defined as the level of exchange rate that guarantees the stability of the net foreign asset position over time. An econometric model is estimated using a Vector Error...

This work aims to compare the forecast efficiency of different types of methodologies applied to Brazilian consumer inflation (IPCA). We will compare forecasting models using disaggregated and aggregated data from IPCA over twelve months ahead. We used IPCA in a monthly basis, over the period...

This study analyses the evolution of household income inequality in Brazil from 1977 to 2013 using the Brazilian National Household Survey data at aggregated and regional levels. Four income share quantiles are analysed: Top 1%, Top 10%, Bottom 10%, and Bottom 50%. The novelty of our study lies...

This paper investigates whether there is evidence of structural change in the Brazilian term structure of interest rates. Multivariate cointegration techniques are used to verify this evidence. An econometrics model is estimated and is a Vector Autoregressive Model with Error Correction...