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Revisitando as Medidas de Núcleo de Inflação do Banco Central do Brasil

Author

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  • Tito Nícias Teixeira da Silva Filho
  • Francisco Marcos Rodrigues Figueiredo

Abstract

Since 2000, Banco Central do Brasil (BCB) announces measures of core inflation in its Inflation Reports. Throughout this period, the set of measures has been altered as the result of either the evolution of the Brazilian economy or the incorporation of new approaches to measuring core inflation. This article reassesses the current set of core measures published by BCB. The evidences show that within the classes of measures (exclusion, trimmed means and double weighted), the chosen measures here do not differ substantially from those currently disclosed. Furthermore, regarding the performance in terms of capturing the inflation trend, the ranking among classes remains, highlighting the results for the measures using smoothed trimmed means.

Suggested Citation

  • Tito Nícias Teixeira da Silva Filho & Francisco Marcos Rodrigues Figueiredo, 2014. "Revisitando as Medidas de Núcleo de Inflação do Banco Central do Brasil," Working Papers Series 356, Central Bank of Brazil, Research Department.
    • Handle: RePEc:bcb:wpaper:356
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    File URL: https://www.bcb.gov.br/content/publicacoes/WorkingPaperSeries/TD356.pdf
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    Cited by:

    1. Vicente da Gama Machado & Raquel Nadal & Fernando Ryu Ramos Kawaoka, 2020. "A Data-Rich Measure of Underlying Inflation for Brazil," Working Papers Series 516, Central Bank of Brazil, Research Department.
    2. Ferreira, Pedro Costa & Mattos, Daiane Marcolino de & Ardeo, Vagner Laerte, 2017. "Triple-Filter core inflation: a measure of the inflation trajectory," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 71(4), December.

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