Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil
Autor(a) principal: | |
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Data de Publicação: | 2014 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | por |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/11725 |
Resumo: | This paper aims to analyze the dynamics of inflation expectations according to macroeconomics conditions. To this end, we extract the expected inflation curve implied by indexed bonds and then estimate a dynamic factor model. The factors corresponds to the level, slope and curvature of the term structure, varying over time as a function of the exchange rate, inflation, commodities index and the CDS-implied Brazil risk. A standard deviation shock in the exchange rate increases inflation more in the short and long terms than in the medium run. The same pattern arises in the presence of a shock in inflation. A shock in commodity prices increases inflation mostly in the short term, stabilizing notwithstanding at a higher level than the original curve. In contrast, a shock in the CDS shifts down the expected inflation curve in a virtually parallel manner. |
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Thiele, EduardoFernandes, MarceloEscolas::EESP2014-05-05T20:28:08Z2014-05-05T20:28:08Z2014-05-05TD 364http://hdl.handle.net/10438/11725This paper aims to analyze the dynamics of inflation expectations according to macroeconomics conditions. To this end, we extract the expected inflation curve implied by indexed bonds and then estimate a dynamic factor model. The factors corresponds to the level, slope and curvature of the term structure, varying over time as a function of the exchange rate, inflation, commodities index and the CDS-implied Brazil risk. A standard deviation shock in the exchange rate increases inflation more in the short and long terms than in the medium run. The same pattern arises in the presence of a shock in inflation. A shock in commodity prices increases inflation mostly in the short term, stabilizing notwithstanding at a higher level than the original curve. In contrast, a shock in the CDS shifts down the expected inflation curve in a virtually parallel manner.Este trabalho visa analisar a dinâmica das expectativas de inflação em função das condições macroeconômicas. Para tal, extraímos as curvas de inflação implícita na curva de títulos públicos pré-fixados e estimamos um modelo de fatores dinâmicos para sua estrutura a termo. Os fatores do modelo correspondem ao nível, inclinação e curvatura da estrutura a termo, que variam ao longo do tempo conforme os movimentos no câmbio, na inflação, no índice de commodities e no risco Brasil implícito no CDS. Após um choque de um desvio padrão no câmbio ou na inflação, a curva de inflação implícita se desloca positivamente, especialmente no curto prazo e no longo prazo. Um choque no índice de commodities também desloca a curva de inflação implícita positivamente, afetando especialmente a parte curta da curva. Em contraste, um choque no risco Brasil desloca a curva de inflação implícita paralelamente para baixo.porEESP - Texto para discussão;TD 364Term structureImplied inflationMacroeconomic variablesInflação implícitaEstrutura a termoFatoresEconomiaInflação - BrasilMacroeconomiaOs determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasilinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlereponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessORIGINALTD 364 - CEQEF 21 - Eduardo Thiele e Marcelo Fernandes.pdfTD 364 - CEQEF 21 - Eduardo Thiele e Marcelo Fernandes.pdfapplication/pdf2672149https://repositorio.fgv.br/bitstreams/e9fa601c-8006-4c75-9209-293c7dcb448e/downloadab8748d03055b1113b8ef91f1bc0a40fMD51LICENSElicense.txtlicense.txttext/plain; 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|
dc.title.por.fl_str_mv |
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil |
title |
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil |
spellingShingle |
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil Thiele, Eduardo Term structure Implied inflation Macroeconomic variables Inflação implícita Estrutura a termo Fatores Economia Inflação - Brasil Macroeconomia |
title_short |
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil |
title_full |
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil |
title_fullStr |
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil |
title_full_unstemmed |
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil |
title_sort |
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil |
author |
Thiele, Eduardo |
author_facet |
Thiele, Eduardo Fernandes, Marcelo |
author_role |
author |
author2 |
Fernandes, Marcelo |
author2_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EESP |
dc.contributor.author.fl_str_mv |
Thiele, Eduardo Fernandes, Marcelo |
dc.subject.eng.fl_str_mv |
Term structure Implied inflation Macroeconomic variables |
topic |
Term structure Implied inflation Macroeconomic variables Inflação implícita Estrutura a termo Fatores Economia Inflação - Brasil Macroeconomia |
dc.subject.por.fl_str_mv |
Inflação implícita Estrutura a termo Fatores |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Inflação - Brasil Macroeconomia |
description |
This paper aims to analyze the dynamics of inflation expectations according to macroeconomics conditions. To this end, we extract the expected inflation curve implied by indexed bonds and then estimate a dynamic factor model. The factors corresponds to the level, slope and curvature of the term structure, varying over time as a function of the exchange rate, inflation, commodities index and the CDS-implied Brazil risk. A standard deviation shock in the exchange rate increases inflation more in the short and long terms than in the medium run. The same pattern arises in the presence of a shock in inflation. A shock in commodity prices increases inflation mostly in the short term, stabilizing notwithstanding at a higher level than the original curve. In contrast, a shock in the CDS shifts down the expected inflation curve in a virtually parallel manner. |
publishDate |
2014 |
dc.date.accessioned.fl_str_mv |
2014-05-05T20:28:08Z |
dc.date.available.fl_str_mv |
2014-05-05T20:28:08Z |
dc.date.issued.fl_str_mv |
2014-05-05 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/11725 |
dc.identifier.sici.none.fl_str_mv |
TD 364 |
identifier_str_mv |
TD 364 |
url |
http://hdl.handle.net/10438/11725 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.relation.ispartofseries.por.fl_str_mv |
EESP - Texto para discussão;TD 364 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
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