Inflation Expectation
Mostrando 1-12 de 12 artigos, teses e dissertações.
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1. Editorial
This work aims at presenting the challenges that inflation targeting central banks may face since uncertainties represent a harmful element for the effectiveness of monetary policy, and since financial instabilities may disturb the transmission mechanisms - in particular, the expectation channel - and thus the economic stability. Financial stability must not
Brazilian Journal of Political Economy. Publicado em: 2010-03
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2. Metas de inflação, política monetária e investimento: um estudo para dezessete países
In this paper two hypotheses about the relationship between monetary policy and investment in the context of the inflation target system were tested. One of these hypotheses is based on the idea of neutrality of money, and the other hypothesis is based on the reject of that idea. An investment equation for seventeen economies using a piece-wise dummy variabl
Brazilian Journal of Political Economy. Publicado em: 2009-09
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3. Curva de Phillips: uma aplicação para o Brasil no período de meta de inflação
Essa dissertação procura avaliar a dinâmica da inflação no Brasil no período de março de 2000 a dezembro de 2007, através de uma Curva de Phillips híbrida, na especificação que permite além do termo forward looking, representado pela expectativa de inflação, o termo backward looking através da inflação defasada. Inicialmente, procura-se faze
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 09/10/2008
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4. Metas de inflação em perspectiva: a influência do trinômio reputação-credibilidade-transparência sobre a economia
Although inflation target regime seeks to serve as a reference for the expectation formation process of the agents, its implementation does not necessarily imply the acquisition or the best result in terms of economic growth. The present article aims the development of a model that explains, by firms' investment decisions, the product path behavior, undertak
Brazilian Journal of Political Economy. Publicado em: 2008-12
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5. ENSAIOS SOBRE A FORMAÇÃO DE EXPECTATIVAS DE INFLAÇÃO / ESSAYS ON INFLATION EXPECTATIONS
This dissertation is divided in four papers about monetary policy. Initially, we evaluate how inflation expectations are formed in BrazilOur results suggest that data do not follow what rational or adaptive expectations would predict. Using two different methods to measure the informational readjustment frequency in Brazil, we find evidence that inflation ex
Publicado em: 2008
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6. Déficit público, dívida pública e crescimento econômico: uma análise do período pós-real
The objective of this study is to analyze according to the Keynesian approach the relationship between deficit public, the growth of the public debt, and its implications of the economic activity. The stabilization of the Brazilian economy was followed by deterioration of public finance which the outcome was a severe fiscal disequilibrium and a rise of tax t
Publicado em: 2008
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7. Investimento e expectativas de política monetária no contexto do regime de metas para a inflação
The main purpose of this dissertation was analyse the relation between monetary policy and investment in the context of the inflation target system taking into account the different theoretical paradigms emphasized by mainstream and post-keynesians approaches. An investment equation was estimated using the panel data methodology to seventeen countries that a
Publicado em: 2007
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8. Rationality of inflation expectations in Brazil / Racionalidade das expectativas de inflação no Brasil
Testamos a racionalidade das expectativas de inflação coletadas pela pesquisa Focus e das expectativas implícitas nos preços de ativos para um horizonte de 30, 60 e 90 dias. Chegamos à conclusão que não é possível rejeitar a racionalidade das expectativas Focus, ao passo que as expectativas de mercado apresentaram um componente adaptativo, provavelm
Publicado em: 2006
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9. Verificação do poder preditivo do spread entre as taxas de juros de longo e curto prazos na variação das taxas de curto prazo no Brasil
The Expectation Hypothesis is tested on the Brazilian term-structure of interest rates, in order to verify whether the slope of the yield curve, wich is represented by the spread between short and long terms interest rates, can explain short term interest rates variations. A monthly average time series of one, three and six months interest rates were used in
Publicado em: 2006
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10. Expectativas inflacionárias no regime de metas para a inflação: a experiência brasileira no período 1999-2004
The present work aims to discuss the importance of Central Bank s reputation and credibility inside the Inflation Target Regime. The theory that this monetary solution coordinates the market s expectation is tested using one index that quantifies credibility and Person s coeficient. The numerical data between 1999 and 2004 was extracted from Market s Expecta
Publicado em: 2005
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11. Demanda interna e comÃrcio internacional do trigo / Internal demand and international trade of the wheat
That work aims to analyze past and current international scenario for wheat, as well as estimate domestic and international demand functions of it. For the empirical purposes, the domestic demand was based upon a system of simultaneous equations for quarterly data in the period 1996.1 â 2003.4. Regarding the international demand function, the methodology wa
Publicado em: 2003
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12. Physics in the Global Monopole Spacetime
In this paper we review some important aspects of the global monopole spacetime and present how this manifold modifies, at classical and quantum points of view, the movement of a charged particle. The explicit calculations of the renormalized vacuum expectation values of the energy-momentum tensors, áTmn(x)<
Brazilian Journal of Physics. Publicado em: 2001-06