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RePEcMacro-Finance & Rates

Target and Path Surprises in Brazil: Monetary Policy Announcements, Yield Curves, and Inflation Expectations

Analysis of COPOM announcements reveals target and path surprises move the yield curve differently, with nonlinear effects and sign asymmetries in inflation expectation responses.

Featured in No. 138 on 6 Nov 2026 · 4 days after release

Target and path monetary policy surprises factors across COPOM meetings
Figure 3. Target and path monetary policy surprises factors across COPOM meetings
Released
2 Nov 2026
First featured
No. 138 · 6 Nov 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
2 of 5
Identifier
RePEc:cdp:texdis:td705
Authors
Frederico Bastone and Mauro Sayar Ferreira

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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