Monetary Transmission in an Emerging Targeter : : The Case of Brazil / / A. R. Pagan, Douglas Laxton, Luis Catão
| Monetary Transmission in an Emerging Targeter : : The Case of Brazil / / A. R. Pagan, Douglas Laxton, Luis Catão |
| Autore | Pagan A. R |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (44 p.) |
| Disciplina | 332.410981 |
| Altri autori (Persone) |
LaxtonDouglas
CatãoLuis |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Inflation (Finance) - Brazil - Econometric models
Transmission mechanism (Monetary policy) - Brazil - Econometric models Monetary policy - Brazil - Econometric models Foreign Exchange Inflation Money and Monetary Policy Production and Operations Management Price Level Deflation Macroeconomics: Production Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics Currency Foreign exchange Monetary economics Exchange rates Output gap Real exchange rates Bank credit Prices Production Economic theory Credit |
| ISBN |
1-4623-7597-9
1-4527-7834-5 9786612841422 1-282-84142-4 1-4518-7049-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Existing Evidence on Brazil; III. The Structural Model; IV. SVAR Representation; V. Producing Gap Measures; VI. The Brazilian Data Set; VII. SVAR Estimates; VIII. Conclusion; References; Appendix: Derivation of External Liability Equation; Figures; 1. Brazil: Monetary and Price Indicators; 2. Brazil: Output Indicators; 3. Brazil: External Indicators; 4. Brazil: Financial Indicators; 5. BN- and HP-filter Gaps; 6. Impulse-Responses to 100 bp Monetary Tightening, 1999q2:2:007q (in percent); 7. Impulse-Responses to 1% Credit Growth Shock, 1999q2:2007q (in percent)
8. Impulse-Responses to 100 bp Monetary Tightening with HP Gap Measures, 1999:2-2007Q (in percent)9. Impulse-Responses to 100 bp Monetary Tightening, 2001q2-2007q (in percent); 10. Impulse-Responses to 1% Credit Growth Shock, 2001q2-2007q (in percent); 11. Recursive Coefficient Estimates of Output Gap in Inflation Equation |
| Record Nr. | UNINA-9910788231903321 |
Pagan A. R
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary Transmission in an Emerging Targeter : : The Case of Brazil / / A. R. Pagan, Douglas Laxton, Luis Catão
| Monetary Transmission in an Emerging Targeter : : The Case of Brazil / / A. R. Pagan, Douglas Laxton, Luis Catão |
| Autore | Pagan A. R |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (44 p.) |
| Disciplina | 332.410981 |
| Altri autori (Persone) |
CatãoLuis
LaxtonDouglas |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Inflation (Finance) - Brazil - Econometric models
Transmission mechanism (Monetary policy) - Brazil - Econometric models Monetary policy - Brazil - Econometric models Bank credit Credit Currency Deflation Economic theory Exchange rates Foreign Exchange Foreign exchange Inflation Macroeconomics Macroeconomics: Production Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Output gap Price Level Prices Production and Operations Management Production Real exchange rates |
| ISBN |
9786612841422
9781462375974 1462375979 9781452778341 1452778345 9781282841420 1282841424 9781451870497 1451870493 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Existing Evidence on Brazil; III. The Structural Model; IV. SVAR Representation; V. Producing Gap Measures; VI. The Brazilian Data Set; VII. SVAR Estimates; VIII. Conclusion; References; Appendix: Derivation of External Liability Equation; Figures; 1. Brazil: Monetary and Price Indicators; 2. Brazil: Output Indicators; 3. Brazil: External Indicators; 4. Brazil: Financial Indicators; 5. BN- and HP-filter Gaps; 6. Impulse-Responses to 100 bp Monetary Tightening, 1999q2:2:007q (in percent); 7. Impulse-Responses to 1% Credit Growth Shock, 1999q2:2007q (in percent)
8. Impulse-Responses to 100 bp Monetary Tightening with HP Gap Measures, 1999:2-2007Q (in percent)9. Impulse-Responses to 100 bp Monetary Tightening, 2001q2-2007q (in percent); 10. Impulse-Responses to 1% Credit Growth Shock, 2001q2-2007q (in percent); 11. Recursive Coefficient Estimates of Output Gap in Inflation Equation |
| Record Nr. | UNINA-9910965543703321 |
Pagan A. R
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||