Details about Andreza Aparecida Palma

Access statistics for papers by Andreza Aparecida Palma.

Last updated 2025-03-16. Update your information in the RePEc Author Service.

Short-id: ppa1592

Working Papers

2018

1. INFLATION AND INFLATION UNCERTAINTY IN LATIN AMERICA: A TIME-VARYING STOCHASTIC VOLATILITY IN MEAN APPROACH
   Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]

2014

2. PREFERENCES OF THE CENTRAL BANK OF BRAZIL UNDER THE INFLATION TARGETING REGIME: ESTIMATION USING A DSGE MODEL FOR A SMALL OPEN ECONOMY
   Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] View citations (25)
   See also Journal Article Preferences of the Central Bank of Brazil under the inflation targeting regime: Estimation using a DSGE model for a small open economy, Journal of Policy Modeling, Elsevier (2014) View citations (25) (2014)

Journal Articles

2024

1. A Markov-Switching DSGE model for measuring the output gap in Brazil
   Latin American Journal of Central Banking (previously Monetaria), 2024, 5, (1)
2. The effectiveness of fiscal policy in Brazil through the MIDAS Lens
   Journal of Policy Modeling, 2024, 46, (1), 113-128

2022

3. Capital Structure and Share Liquidity in Latin America: A Panel Data Approach
   International Journal of Economics and Finance, 2022, 14, (4), 28
4. On the subprime crisis and the Latin American financial markets: A regime switching skew‐normal approach
   International Journal of Finance & Economics, 2022, 27, (3), 3300-3314

2020

5. Time-varying monetary policy reaction function under asymmetric preferences: revisiting the Brazilian inflation targeting experience
   Journal of Economic Studies, 2020, 48, (4), 893-911

2017

6. Assessing the effect of inflation uncertainty on inflation: further evidences for Latin America
   Journal of Economic Studies, 2017, 44, (4), 506-517 View citations (1)
7. Política monetária e taxa de câmbio em uma pequena economia aberta: uma análise empírica para o Brasil [Monetary policy and exchange rate in a small open economy: an empirical analysis for Brazil]
   Nova Economia, 2017, 27, (2), 119-155

2016

8. Natural interest rate in Brazil: further evidence frThe main objective of this study is to estimate the natural interest rate for Brazil using a parsimonious AR-trend-bound model proposed by Chan, Koop and Potter (2013). This model considers a time varying autoregressive process for the interest rate gap (difference between real interest rate and natural interest rate) and stochastic volatility (time-variant uncertainty). The interest rate gap measures the monetary policy stance. Furthermore, the unobserved latent states are limited, which can help to reduce the uncertainty regarding the estimation of these variables. This method presents plausible results for the Brazilian case. The average natural interest rate is around 5.41% p.a. The interest rate gap is positive until mid 2009, which indicates a restrictive policy for the period. Since then, the gap has had predominantly negative values, which indicates an expansionist policy. This result is consistent with the dynamics of the Brazilian economy.om an AR-trend-bound model
   Economics Bulletin, 2016, 36, (3), 1306-1314

2015

9. Forecasting Inflation with the Phillips Curve: A Dynamic Model Averaging Approach for Brazil
   Revista Brasileira de Economia - RBE, 2015, 69, (4) View citations (4)

2014

10. Preferences of the Central Bank of Brazil under the inflation targeting regime: Estimation using a DSGE model for a small open economy
    Journal of Policy Modeling, 2014, 36, (5), 824-839 View citations (25)
    See also Working Paper PREFERENCES OF THE CENTRAL BANK OF BRAZIL UNDER THE INFLATION TARGETING REGIME: ESTIMATION USING A DSGE MODEL FOR A SMALL OPEN ECONOMY, Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] (2014) View citations (25) (2014)

2011

11. Preferences of the Central Bank of Brasil under the inflation targeting regime: commitment vs. discretion
    Revista Brasileira de Economia - RBE, 2011, 65, (4) View citations (2)