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

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: Ricardo Ramalhete Moreira, Chukiat Chaiboonsri, Prasert Chaitip
Format: Journal
Published: 2018
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84881284739&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/47724
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Institution: Chiang Mai University
id th-cmuir.6653943832-47724
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spelling th-cmuir.6653943832-477242018-04-25T08:43:14Z Weak dependence between the Brazilian consumer inflation and expected inflation: Non-linear and Copulas methods and a note on the Central Bank's credibility Ricardo Ramalhete Moreira Chukiat Chaiboonsri Prasert Chaitip 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. 2018-04-25T08:43:14Z 2018-04-25T08:43:14Z 2013-08-14 Journal 17520487 17520479 2-s2.0-84881284739 10.1504/IJMEF.2013.055701 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84881284739&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/47724
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
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 Journal
author Ricardo Ramalhete Moreira
Chukiat Chaiboonsri
Prasert Chaitip
spellingShingle Ricardo Ramalhete Moreira
Chukiat Chaiboonsri
Prasert Chaitip
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 Ricardo Ramalhete Moreira
Chukiat Chaiboonsri
Prasert Chaitip
author_sort Ricardo Ramalhete Moreira
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 2018
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84881284739&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/47724
_version_ 1681423115465261056

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