The echange rate pass-through in Brazil under the inflation targeting regime: a sectoral analysis / O repasse da taxa de câmbio para os preços no Brasil sob o regime de metas de inflação: uma análise setorial

AUTOR(ES)

Mauro Mariutti Chebib

DATA DE PUBLICAÇÃO

2010

RESUMO

The study shows evidence of a low exchange rate pass-through to prices (ERPT) in Brazil after the inflation targeting regime and makes a comparison with the period of fixed exchange rate regime. The ERPT was estimated by a model ARDL and ARMADL using SAR of order 12 in some cases. The results show that although low, there ERPT for the consumer price index (IPCA) and filled to the tradable goods sectors after the introduction of inflation targeting

ASSUNTO(S)

consumer price index economia banco central inflation targeting exchange rate pass-through índice de preços ao consumidor amplo (ipca) central bank repasse do câmbio para os preços metas de inflação

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