The natural rate of interest in Brazil between 1999 and 2005
The aim of the present study is to estimate the level of the natural rate of interest in Brazil. First, statistical filters are used for the ex ante and ex post real interest series. Then, an estimation of a dynamic Taylor rule is performed. These two estimates are eventually compared with the natur...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Fundação Getúlio Vargas
2009-06-01
|
| Series: | Revista Brasileira de Economia |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402009000200003 |