Browsing FGV EESP - MPFE: Dissertações, Mestrado Profissional em Finanças e Economia by Subject "Política monetária - Modelos matemáticos"

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Análise da função de reação do Banco Central do Brasil entre 2000 e 2012: inclusão de preços de ativos, não linearidade e queda da taxa de juros neutra

Silva, Cristiano Oliveira da
2013-01-28

In this paper we address empirically two issues in the monetary policy field: the estimate of an extended Taylor rule with the inclusion of a financial index containing information based on asset prices and the assumption ...
Optimal monetary policy under administered prices

Kater, Guilherme de Oliveira
2015-08-25

This work aims to analyze the interaction and the effects of administered prices in the economy, through a DSGE model and the derivation of optimal monetary policies. The model used is a standard New Keynesian DSGE model ...