Multifractal behavior in the dynamics of brazilian inflation indices

LHS Fernandes, FHA Araújo, IEM Silva… - Physica A: Statistical …, 2020 - Elsevier
In this paper, we applied the Multifractal Detrended Fluctuations Analysis (MF-DFA) to
investigate the components of the observed multifractality in time series of 6 Brazilian …

Inflation targeting and exchange rate management in less developed countries

EF Buffie, M Airaudo, F Zanna - Journal of International Money and …, 2018 - Elsevier
We analyze coordination of monetary and exchange rate policy in a two-sector model of a
small open economy featuring imperfect substitution between domestic and foreign financial …

[图书][B] Inflation targeting and exchange rate management in less developed countries

MM Airaudo, MEF Buffie, LF Zanna - 2016 - books.google.com
We analyze coordination of monetary and exchange rate policy in a two-sector model of a
small open economy featuring imperfect substitution between domestic and foreign financial …

Does monetary policy credibility mitigate the fear of floating?

GC Montes, CF Ferreira - Economic Modelling, 2020 - Elsevier
Based on the argument that monetary policy credibility can reduce the fear of floating, we
analyze this hypothesis for a set of 47 countries (of which, 32 are developing countries, 26 …

Deconstructing credibility: The breaking of monetary policy rules in Brazil

GS Cortes, CAC Paiva - Journal of International Money and Finance, 2017 - Elsevier
Can political interference deconstruct credibility that was hardly-earned through successful
stabilization policy? We analyze the recent switch in the conduct of monetary policy by the …

[HTML][HTML] Assessing Brazilian macroeconomic dynamics using a Markov-switching DSGE model

CCS Gonçalves, MS Portugal, EKSB Aragón - EconomiA, 2016 - Elsevier
The goal of this paper is to evaluate the behavior of the main parameters of the Brazilian
economy through the estimation of an open-economy dynamic stochastic general …

The credit channel and monetary transmission in brazil and chile: A structural var approach

L Catão, A Pagan - Documentos de Trabajo (Banco Central de …, 2010 - dialnet.unirioja.es
We use an expectation-augmented SVAR representation of an open economy New
Keynesian model to study monetary transmission in Brazil and Chile. The underlying …

[PDF][PDF] Measuring monetary policy by money supply and interest rate: evidence from emerging economies

TT Bui, DG Kiss - Review of Economic Perspectives, 2021 - intapi.sciendo.com
Although measuring monetary policy is a contentious issue in the literature, much less
evidence on this issue is available for emerging economies. This paper aims to investigate …

[PDF][PDF] Portfolio balance approach: An empirical testing

A Khan, Z Abbas - Journal of Economics and International …, 2015 - academicjournals.org
Exchange rate plays vital role in an economy and thus has gained much attention in the
literature. The purpose of the study is to test the portfolio balance approach which proposes …

Effect of monetary policy credibility on the fear of floating: evidence from Brazil

GC Montes, CF Ferreira - Journal of Policy Modeling, 2019 - Elsevier
Based on the argument that monetary policy credibility can reduce the fear of floating (FF),
we analyze this hypothesis for Brazil. Since expectations play a key role under Inflation …