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...

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Bibliographic Details
Main Author: Barcellos Neto,Paulo Chananeco F. de (author)
Other Authors: Portugal,Marcelo Savino (author)
Format: article
Language:eng
Published: 2009
Subjects:
Online Access:http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402009000200003
Country:Brazil
Oai:oai:scielo:S0034-71402009000200003