Testing nonlinearities between Brazilian exchange rate and inflation volatilities
There are few studies, directly addressing exchange rate and inflation volatilities, and lack of consensus among them. However, this kind of study is necessary, especially under an inflation-targeting system where the monetary authority must know well price behavior. This article analyses the relati...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Fundação Getúlio Vargas
2006-12-01
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| Series: | Revista Brasileira de Economia |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402006000400001 |