MODELAGEM ESTATÃSTICA EM ALTA FREQUÃNCIA DA TAXA SELIC / STATISTICAL MODELING IN HIGH FREQUENCY RATE SELIC

AUTOR(ES)
FONTE

IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia

DATA DE PUBLICAÇÃO

02/07/2009

RESUMO

At first, a brief discussion on monetary economy and the regimen of target for inflation in Brazil will be performed. This latter has been an important step towards stabilization in our country, as there was an annual average of inflation about 842% within a period immediately before the adoption of the target. Besides influencing in a positive manner the Central Bank of Brazilâs credibility, it is possible to notice an augmented inclusion in this regimen on the part of many countries since 1990, when it had its start in New Zealand. The conferences held by the Monetary Policy Committee (COPOM) will also be taken into consideration, for it has been responsible for the establishment of the target regarding interest rates (SELIC), which is the main tool related to monetary policy assumed by the Central Bank of Brazil in order to maintain inflation inside of the levels proposed by the National Monetary Council (CMN), so as to identify which variables can interfere in and affect the decisions made by such committee.

ASSUNTO(S)

ciencias sociais aplicadas ach previsÃo probit copom selic ach previsÃo probit copom selic economia monetÃria

ACESSO AO ARTIGO

Documentos Relacionados