Weak dependence between the Brazilian consumer inflation and expected inflation: Non-linear and Copulas methods and a note on the Central Bank's credibility

By implementing the Copulas method, this work analyses the dependence relationship or structure between the Brazilian consumer observed inflation and the expected inflation, from January 2005 to June 2011. Its results are consistent with some works for the Brazilian case, as the dependence structure...

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Bibliographic Details
Main Authors: Moreira R.R., Chaiboonsri C., Chaitip P.
Format: Article
Language:English
Published: 2014
Online Access:http://www.scopus.com/inward/record.url?eid=2-s2.0-84881284739&partnerID=40&md5=3c919bc363b6e634f7486f026e3ddf51
http://cmuir.cmu.ac.th/handle/6653943832/1232
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Institution: Chiang Mai University
Language: English