Listagem Produção Intelectual em Bases Externas por Assunto "Taxas de juros"

Itens para a visualização no momento 21-23 of 23

    • Sovereign default: which shocks matter? 

      Guimarães, Bernardo
      2011-10
      This paper analyses a small open economy that wants to borrow from abroad, cannot commit to repay debt but faces costs if it decides to default. The model generates analytical expressions for the impact of shocks on the ...

    • State space models for the exchange rate pass-through: determinants and null/full pass-through hypotheses 

      Souza, Rafael Martins de; Maciel, Luiz Felipe Pires; Pizzinga, Adrian Heringer
      2013-12-01
      In this article, we formulate linear Gaussian state space models for the estimation of the exchange rate pass-through of the Brazilian Real against the US Dollar, using monthly data from August 1999 to August 2008. The ...

    • A taxa de juros natural e a regra de Taylor no Brasil: 2003-2015 

      Barbosa, Fernando de Holanda; Camêlo, Felipe Diogo; João, Igor Custodio
      2016-12-01
      This paper estimates the natural rate and the Taylor Rule for the Brazilian economy from 2003 to 2015. The natural rate in a small open economy is equal to the international real rate of interest, adjusted for the premium ...