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

JR Sanchez-Fung

doi:10.1016/j.econmod.2011.03.007

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

JR Sanchez-Fung

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1730-1738
Journal	Economic Modelling
Volume	28
Issue number	4
DOIs	https://doi.org/10.1016/j.econmod.2011.03.007
Publication status	Published - Jul 2011
Externally published	Yes

Keywords

monetary policy
taylor's rule
data-rich environment
excess policy response
brazil
real-time
exchange-rate
unit-root
inflation
rules
Economics and econometrics

Access to Document

10.1016/j.econmod.2011.03.007

http://dx.doi.org/10.1016/j.econmod.2011.03.007

Cite this

@article{09ede6a8a5f947298e5f0063dfaf413e,

title = "Estimating monetary policy reaction functions for emerging market economies: the case of Brazil",

keywords = "monetary policy, taylor's rule, data-rich environment, excess policy response, brazil, real-time, exchange-rate, unit-root, inflation, rules, Economics and econometrics",

author = "JR Sanchez-Fung",

year = "2011",

month = jul,

doi = "10.1016/j.econmod.2011.03.007",

language = "English",

volume = "28",

pages = "1730--1738",

journal = "Economic Modelling",

issn = "0264-9993",

publisher = "Elsevier B.V.",

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T2 - the case of Brazil

AU - Sanchez-Fung, JR

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KW - monetary policy

KW - taylor's rule

KW - data-rich environment

KW - excess policy response

KW - brazil

KW - real-time

KW - exchange-rate

KW - unit-root

KW - inflation

KW - rules

KW - Economics and econometrics

U2 - 10.1016/j.econmod.2011.03.007

DO - 10.1016/j.econmod.2011.03.007

M3 - Article

SN - 0264-9993

VL - 28

SP - 1730

EP - 1738

JO - Economic Modelling

JF - Economic Modelling

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ER -