The performance of a simple, countercyclical reserve requirement rule is studied in a
dynamic stochastic model of a small open economy with financial frictions, imperfect capital …

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 …

This paper studies the effects of sterilized foreign exchange market intervention in an open-
economy model with financial frictions and imperfect capital mobility. The central bank …

Motivated by the fiscal policy measures taken by euro zone governments during the
2021/2022 energy crisis, we examine their ability to counter inflationary surges resulting …

In the present paper, we investigate the effects of the disagreement in expectations about
exchange rate on the disagreements in expectations about inflation and about monetary …

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 …

This paper estimates a Markov-switching dynamic stochastic general equilibrium (MS-
DSGE) model that allows shifts in the monetary policy rule coefficients as well as the shock …

In the backdrop of adoption of inflation targeting framework, this paper computes optimal
monetary policy rules for India conditional upon a small model of the economy covering the …

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 …

A New Keynesian Dynamic Stochastic General Equilibrium (DSGE) model with habit
persistence used to examine the US slowdown is also used to analyze the contribution of …