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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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

id	th-cmuir.6653943832-1232
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spelling	th-cmuir.6653943832-12322014-08-29T09:20:23Z Weak dependence between the Brazilian consumer inflation and expected inflation: Non-linear and Copulas methods and a note on the Central Bank's credibility Moreira R.R. Chaiboonsri C. Chaitip P. 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 measures showed that there exists a weak relationship between those variables, thereby confirming the hypothesis of high credibility for the Brazilian monetary policy under the inflation targeting period. ? 2013 Inderscience Enterprises Ltd. 2014-08-29T09:20:23Z 2014-08-29T09:20:23Z 2013 Article 17520479 10.1504/IJMEF.2013.055701 http://www.scopus.com/inward/record.url?eid=2-s2.0-84881284739&partnerID=40&md5=3c919bc363b6e634f7486f026e3ddf51 http://cmuir.cmu.ac.th/handle/6653943832/1232 English
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
language	English
description	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 measures showed that there exists a weak relationship between those variables, thereby confirming the hypothesis of high credibility for the Brazilian monetary policy under the inflation targeting period. ? 2013 Inderscience Enterprises Ltd.
format	Article
author	Moreira R.R. Chaiboonsri C. Chaitip P.
spellingShingle	Moreira R.R. Chaiboonsri C. Chaitip P. Weak dependence between the Brazilian consumer inflation and expected inflation: Non-linear and Copulas methods and a note on the Central Bank's credibility
author_facet	Moreira R.R. Chaiboonsri C. Chaitip P.
author_sort	Moreira R.R.
title	Weak dependence between the Brazilian consumer inflation and expected inflation: Non-linear and Copulas methods and a note on the Central Bank's credibility
title_short	Weak dependence between the Brazilian consumer inflation and expected inflation: Non-linear and Copulas methods and a note on the Central Bank's credibility
title_full	Weak dependence between the Brazilian consumer inflation and expected inflation: Non-linear and Copulas methods and a note on the Central Bank's credibility
title_fullStr	Weak dependence between the Brazilian consumer inflation and expected inflation: Non-linear and Copulas methods and a note on the Central Bank's credibility
title_full_unstemmed	Weak dependence between the Brazilian consumer inflation and expected inflation: Non-linear and Copulas methods and a note on the Central Bank's credibility
title_sort	weak dependence between the brazilian consumer inflation and expected inflation: non-linear and copulas methods and a note on the central bank's credibility
publishDate	2014
url	http://www.scopus.com/inward/record.url?eid=2-s2.0-84881284739&partnerID=40&md5=3c919bc363b6e634f7486f026e3ddf51 http://cmuir.cmu.ac.th/handle/6653943832/1232
_version_	1681419632058040320

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

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