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Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil
(Sociedade Brasileira de Econometria, 2017)
Disagreement in inflation forecasts and inflation risk premia in Brazil
(Sociedade Brasileira de Econometria, 2017-05-25)
The aim of this study is to investigate the link between the inflation uncertainty and the inflation risk premia implied by the term structures of nominal and real interest rates in Brazil. We gauge the latter by the ...
The perverse logic of stagnation: debt, deficit, and inflation in Brazil
(M E Sharpe Inc, 1990-08)
Disagreement in inflation forecasts and inflation risk premia in Brazil
(2017)
The aim of this study is to investigate the link between the inflation risk premia implied by the term structures of nominal and real interest rates in Brazil and disagreements in inflation forecasts. We gauge the former ...
Measuring inflation persistence in Brazil using a multivariate model
(EGV EPGE, 2014)
Measuring inflation persistence in Brazil using a multivariate model
(EGV EPGE, 2014)
Consumers’ inflation expectations in Brazil
(2017)
This paper investigates what are the main components of consumer’s inflation expectations. We combine the FGV’s Consumer Survey with the Brazilian Institute of Geography and Statistics (IBGE) indices on inflation (IPCA and ...
Triple-Filter core inflation: a measure of the inflation trajectory
(EGV EPGE, 2017)
Triple-Filter core inflation: a measure of the inflation trajectory
(EGV EPGE, 2017)
Triple-Filter Core Inflation: A Measure of the Inflation Trajectory
(2017-10)
In countries with high inflation, as is the case of Brazil, the traditional cores inflation do not seem to deliver much information about the general level of prices. Therefore, we present a new measure, the TripleFilter ...