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  • 标题:Conservadorismo e rigidez na política monetária: uma estimativa da função de reação do BCB (2000-2007)
  • 其他标题:Conservatism and rigidity in monetary policy
  • 本地全文:下载
  • 作者:Modenesi, André de Melo
  • 期刊名称:Revista de Economia Política
  • 印刷版ISSN:0101-3157
  • 电子版ISSN:1809-4538
  • 出版年度:2011
  • 卷号:31
  • 期号:3
  • 页码:415-434
  • DOI:10.1590/S0101-31572011000300006
  • 语种:Portuguese
  • 出版社:Centro de Economia Política
  • 摘要:

    This paper aims at evaluating the conduction of monetary policy after the adoption of inflation targeting. Formation of Selic rate is modeled by estimating a reaction function of the BCB. Results show an excessive degree of interest rate smoothing and a high level of equilibrium interest rate. This evidence supports the belief that Selic rate's formation is ruled by a conservative behavior. The conservative conduction of monetary policy is related to two distinct features of BCB's reaction function: i) the great weight of autoregressive components; and, chiefly, ii) a very high level of the equilibrium interest rate. The main conclusion is that, all remaining unchanged, the interest rate would hardly be reduced in a satisfactory way. Massive and chronic deflation would be needed if Selic were to reach a reasonable level, closer to that of rates in the rest of the world. This evidences the need for a debate on the adequacy of current stabilization strategy.

  • 其他关键词:Taylor rule;Selic;conservatism
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