Browsing FGV EESP - Textos para Discussão / Working Paper Series by Author "Doi, Jonas Takayuki"

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    • Disagreement in inflation forecasts and inflation risk premia in Brazil 

      Doi, Jonas Takayuki; Fernandes, Marcelo; Nunes, Clemens V. de Azevedo
      2017
      The aim of this study is to investigate the link between the inflation risk premia implied by the term structures of nominal and real interest rates in Brazil and disagreements in inflation forecasts. We gauge the former ...