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Regimes inflacionários e ciclos econômicos: A experiência brasileira pós-Plano Real

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  • Lopes, Luckas Sabioni
  • Soares, Thiago Costa

Abstract

Este artigo avalia a dinâmica da inflação brasileira entre 1995 e 2016. Com modelos markovianos, derivam-se medidas de incertezas associadas ao regime inflacionário e aos choques aleatórios do período. Os resultados revelam que o nível e a variabilidade da inflação se reduziram após a adoção do sistema de metas. No mesmo período, também se observaram quedas nas incertezas relacionadas à condução da política monetária, com exceção do pós-2015, quando a inflação se acelerou e as instabilidades se elevaram consideravelmente. Mostra-se que choques nas incertezas advindas das políticas do banco central impactam negativamente a produção, o consumo e o investimento no país.

Suggested Citation

  • Lopes, Luckas Sabioni & Soares, Thiago Costa, 2018. "Regimes inflacionários e ciclos econômicos: A experiência brasileira pós-Plano Real," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 72(4), December.
    • Handle: RePEc:fgv:epgrbe:v:72:y:2018:i:4:a:71372
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    Cited by:

    1. Corrêa, Wilson Luiz Rotatori & Lopes, Luckas Sabioni, 2023. "Monetary policy transmission, productive activity, and inflation in Brazil: Does uncertainty matter?," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).

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