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Trend inflation in Brazil

Author

Listed:
  • Adonias Costa Filho

    (Independent Researcher)

Abstract

This paper estimates trend inflation for Brazil, using a model of unobserved components and stochastic volatility. The model allows a flexible dynamics between trend inflation and survey inflation expectations. Estimated trend inflation has been on a downward trend since 2017, and has not been significantly affected by the surge in inflation following the Covid-19 outbreak. unobserved components and stochastic volatility. The model allows a flexible dynamics between trend inflation and survey inflation expectations. Estimated trend inflation has been on a downward trend since 2017, and has not been significantly affected by the surge in inflation following the Covid-19 outbreak.

Suggested Citation

  • Adonias Costa Filho, 2023. "Trend inflation in Brazil," Economics Bulletin, AccessEcon, vol. 43(2), pages 855-867.
    • Handle: RePEc:ebl:ecbull:eb-23-00021
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    File URL: http://www.accessecon.com/Pubs/EB/2023/Volume43/EB-23-V43-I2-P69.pdf
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    More about this item

    Keywords

    Unobserved components model; trend inflation; inflation expectations.;
    All these keywords.

    JEL classification:

    • E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles

    Statistics

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