Access Statistics for Andreza Aparecida Palma

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
INFLATION AND INFLATION UNCERTAINTY IN LATIN AMERICA: A TIME-VARYING STOCHASTIC VOLATILITY IN MEAN APPROACH 0 0 0 28 0 1 2 73
PREFERENCES OF THE CENTRAL BANK OF BRAZIL UNDER THE INFLATION TARGETING REGIME: ESTIMATION USING A DSGE MODEL FOR A SMALL OPEN ECONOMY 0 0 1 83 0 3 5 204
Total Working Papers 0 0 1 111 0 4 7 277


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov-Switching DSGE model for measuring the output gap in Brazil 0 2 4 4 0 7 13 13
Assessing the effect of inflation uncertainty on inflation: further evidences for Latin America 1 1 1 8 3 3 5 37
Capital Structure and Share Liquidity in Latin America: A Panel Data Approach 0 1 1 6 0 3 5 26
Forecasting Inflation with the Phillips Curve: A Dynamic Model Averaging Approach for Brazil 0 0 0 5 0 2 4 45
Natural interest rate in Brazil: further evidence frThe main objective of this study is to estimate the natural interest rate for Brazil using a parsimonious AR-trend-bound model proposed by Chan, Koop and Potter (2013). This model considers a time varying autoregressive process for the interest rate gap (difference between real interest rate and natural interest rate) and stochastic volatility (time-variant uncertainty). The interest rate gap measures the monetary policy stance. Furthermore, the unobserved latent states are limited, which can help to reduce the uncertainty regarding the estimation of these variables. This method presents plausible results for the Brazilian case. The average natural interest rate is around 5.41% p.a. The interest rate gap is positive until mid 2009, which indicates a restrictive policy for the period. Since then, the gap has had predominantly negative values, which indicates an expansionist policy. This result is consistent with the dynamics of the Brazilian economy.om an AR-trend-bound model 0 0 3 47 1 2 9 151
On the subprime crisis and the Latin American financial markets: A regime switching skew‐normal approach 1 1 1 1 1 2 3 3
Política monetária e taxa de câmbio em uma pequena economia aberta: uma análise empírica para o Brasil [Monetary policy and exchange rate in a small open economy: an empirical analysis for Brazil] 0 0 1 4 0 2 4 24
Preferences of the Central Bank of Brasil under the inflation targeting regime: commitment vs. discretion 0 0 0 1 0 2 2 20
Preferences of the Central Bank of Brazil under the inflation targeting regime: Estimation using a DSGE model for a small open economy 0 1 3 53 2 3 11 169
The effectiveness of fiscal policy in Brazil through the MIDAS Lens 0 1 8 8 1 6 15 15
Time-varying monetary policy reaction function under asymmetric preferences: revisiting the Brazilian inflation targeting experience 0 1 3 5 2 3 5 7
Total Journal Articles 2 8 25 142 10 35 76 510


Statistics updated 2025-03-03