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

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

机译：巴西消费者通货膨胀与预期通货膨胀之间的依赖性较弱：非线性和Copulas方法以及关于中央银行信誉的说明

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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.

机译：通过执行Copulas方法，这项工作分析了2005年1月至2011年6月巴西消费者观察到的通货膨胀与预期通货膨胀之间的依存关系或结构。其结果与巴西案例的某些工作是一致的，因为依存结构测量表明这些变量之间存在弱关系，从而证实了在通货膨胀目标时期巴西货币政策信誉高的假设。

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来源
《International journal of monetary economics and finance》 |2013年第1期|40-54|共15页
作者
Ricardo Ramalhete Moreira; Chukiat Chaiboonsri; Prasert Chaitip;
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作者单位

Department of Economics, Espirito Santo Federal University, Vitoria, Espirito Santo, Brazil;

Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand;

Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand;

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正文语种 eng
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关键词
inflation targeting; Copulas; expected inflation; credibility;

机译：通胀目标;科普拉斯;预期通货膨胀;信誉度;

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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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