Listagem por autor "Thiele, Eduardo"

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Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil

Thiele, Eduardo; Fernandes, Marcelo
2014-05-05

This paper aims to analyze the dynamics of inflation expectations according to macroeconomics conditions. To this end, we extract the expected inflation curve implied by indexed bonds and then estimate a dynamic factor ...
The macroeconomic determinants of the term structure of inflation expectations in Brazil

Fernandes, Marcelo; Thiele, Eduardo
2015-10-05

This paper aims to analyze the dynamics of inflation expectations according to macroeconomics conditions. To this end, we extract the expected inflation curve implied by indexed bonds and then estimate a dynamic factor ...