Open AccessMeasuring the Monetary Policy’s Structural Credibility by the Expected Inflation Determinants: a Kalman Filter Approach for Brazil
Author(s) -
Ricardo Ramalhete Moreira
Publication year - 2016
Publication title -
brazilian review of econometrics
Language(s) - English
Resource type - Journals
eISSN - 2526-3722
pISSN - 1980-2447
DOI - 10.12660/bre.v99n992016.57454
Subject(s) - credibility , kalman filter , inflation (cosmology) , monetary policy , economics , econometrics , calibration , inflation targeting , monetary economics , macroeconomics , computer science , statistics , mathematics , physics , artificial intelligence , theoretical physics , political science , law