Estimating monetary policy reaction functions for emerging market economies: The case of Brazil

C-Tier
Journal: Economic Modeling
Year: 2011
Volume: 28
Issue: 4
Pages: 1730-1738

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The paper investigates monetary policy in Brazil following a shift to a floating exchange rate alongside inflation targeting adoption. The benchmark reaction function reveals that the Central Bank behaves according to the Taylor principle by raising the overnight Selic policy interest rate more than the amount by which expected inflation exceeds the target. The investigation also considers a data-rich environment via an excess policy response containing information from a panel of 45 economic time series. The excess policy response carries a positive and significant coefficient in the reaction function including only an inflation gap variable.

Technical Details

RePEc Handle
repec:eee:ecmode:v:28:y:2011:i:4:p:1730-1738
Journal Field
General
Author Count
1
Added to Database
2026-01-29