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
Subjects:	Economics, Econometrics and Finance
Online Access:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84881284739&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/52491
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Institution:	Chiang Mai University

id	th-cmuir.6653943832-52491
record_format	dspace
spelling	th-cmuir.6653943832-524912018-09-04T09:26:03Z 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 Economics, Econometrics and Finance 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. 2018-09-04T09:26:03Z 2018-09-04T09:26:03Z 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/6653943832/52491
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
topic	Economics, Econometrics and Finance
spellingShingle	Economics, Econometrics and Finance 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
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
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/6653943832/52491
_version_	1681423960737054720

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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