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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Detalhes bibliográficos
Autor principal: Barcellos Neto,Paulo Chananeco F. de (author)
Outros Autores: Portugal,Marcelo Savino (author)
Formato: article
Idioma:eng
Publicado em: 2009
Assuntos:
Texto completo:http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402009000200003
País:Brasil
Oai:oai:scielo:S0034-71402009000200003