Modelagem estatística em alta frequência da taxa Selic

Detalhes bibliográficos
Ano de defesa: 2009
Autor(a) principal: Andrade Neto, Jayme
Orientador(a): Não Informado pela instituição
Banca de defesa: Não Informado pela instituição
Tipo de documento: Dissertação
Tipo de acesso: Acesso aberto
Idioma: por
Instituição de defesa: Não Informado pela instituição
Programa de Pós-Graduação: Não Informado pela instituição
Departamento: Não Informado pela instituição
País: Não Informado pela instituição
Link de acesso: http://www.repositorio.ufc.br/handle/riufc/5307
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 Brazil’s 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.