IDEAS home Printed from https://ideas.repec.org/a/ptu/bdpart/r201501.html
   My bibliography  Save this article

Co-movimento em revisões de expetativas de inflação de curto e longo prazo

Author

Listed:
  • António R. Antunes

Abstract

Este artigo estuda o co-movimento entre revisões extremas diárias das expetativas de inflação de curto e de longo prazo por meio de cópulas. Os principais resultados são: em primeiro lugar, o co-movimento de revisões invulgares nas expetativas de inflação de curto e de longo prazo aumentou significativamente a partir de meados de 2012, o que implica que as expetativas de inflação de longo prazo podem não estar, num sentido preciso, bem ancoradas. Em segundo lugar, este co-movimento é uma medida exibindo bastante ruído. Finalmente, os resultados apresentados não são um artifício da metodologia ou dos dados específicos usados na análise.

Suggested Citation

  • António R. Antunes, . "Co-movimento em revisões de expetativas de inflação de curto e longo prazo," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:r201501
    as

    Download full text from publisher

    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/re201501.pdf
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ptu:bdpart:r201501. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: DEE-NTD (email available below). General contact details of provider: https://edirc.repec.org/data/bdpgvpt.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.