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Marcelo Cabus Klotzle - Central bank research hub

Papers by year: All | 2017

Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression

by Marcelo Cabus Klotzle , Antonio Carlos Figueiredo Pinto , Alessandra Pasqualina Viola and Wagner P. Gaglianone

Central Bank of Brazil Working Papers (Paper: 466, 07.11.2017)

JEL: C14, C22, C53, F31, G17
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model

by Flávio de Freitas Val , Marcelo Cabus Klotzle , Antonio Carlos Figueiredo Pinto and Wagner P. Gaglianone

Central Bank of Brazil Working Papers (Paper: 463, 30.09.2017)

JEL: E4, E5
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