Monetary Policy and Inflation Expectations in Latin America: Long-run Effects and Volatility Spillovers
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- Roman Horváth & Jakub Matějů, 2011.
"How Are Inflation Targets Set?,"
Wiley Blackwell, vol. 14(2), pages 265-300, June.
- Roman Horvath & Jakub Mateju, 2010. "How Are Inflation Targets Set?," CERGE-EI Working Papers wp426, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Roman Horvath & Jakub Mateju, 2011. "How are Inflation Targets Set?," Working Papers 2011/06, Czech National Bank.
- Roman Horváth & Jakub Matějů, 2011. "How Are Inflation Targets Set?," Working Papers IES 2011/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2011.
- Jean-Yves Gnabo & Luiz de Mello & Diego Moccero, 2010.
"Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic,"
Wiley Blackwell, vol. 13(2), pages 195-221, August.
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- Juraj Antal & Zuzana Antonicova & Jan Babecky & Michal Hlavacek & Tomas Holub & Roman Horvath & Jarek Hurnik & Ondra Kamenik & Karel Musil & Jiri Podpiera & Lubos Ruzicka & Michal Skorepa & Katerina S, 2008. "Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007," Occasional Publications - Edited Volumes, Czech National Bank, number 01 edited by Katerina Smidkova, July.
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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-CBA-2006-10-21 (Central Banking)
- NEP-MAC-2006-10-21 (Macroeconomics)
- NEP-MON-2006-10-21 (Monetary Economics)
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