Monetary Policy and Inflation Expectations in Latin America: Long-run Effects and Volatility Spillovers
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More about this item
KeywordsBrazil; Brésil; Chile; Chili; cible d'inflation; co-intégration multiple; Colombia; Colombie; inflation target; M-GARCH; M-GARCH modelling; Mexico; Mexique; multiple co-integration; spillover de volatilité; volatility spillover;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- O54 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Latin America; Caribbean
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-10-21 (All new papers)
- NEP-CBA-2006-10-21 (Central Banking)
- NEP-MAC-2006-10-21 (Macroeconomics)
- NEP-MON-2006-10-21 (Monetary Economics)
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