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Master's Dissertation
DOI
https://doi.org/10.11606/D.92.2005.tde-14042023-093654
Document
Author
Full name
Murilo Menezes Pisciotto
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2005
Supervisor
Committee
Belitsky, Vladimir (President)
Athayde, Gustavo Monteiro de
Tanaka, Nelson Ithiro
Title in Portuguese
Um modelo matemático para controle ótimo da taxa de câmbio em um contexto de metas inflacionárias
Keywords in Portuguese
Câmbio (Economia) - Brasil
Inflação (Controle) - Brasil
Modelos matemáticos
Taxa de câmbio - Brasil
Abstract in Portuguese
Este trabalho propôs uma nova metodologia de intervenção no mercado de câmbio, sendo uma alternativa aos métodos tradicionais de intervenção no mercado à vista de moedas e também na taxa de juro nominal de curto prazo. Tendo como objetivo final, diminuir as flutuações na taxa de crescimento do produto e incorporar novos instrumentos financeiros ao combate à inflação.
Title in English
A mathematical model for optimal exchange rate control in an inflation targeting context
Keywords in English
Currency exchange (Economics) - Brazil
Exchange Rate - Brazil
Inflation (Control) - Brazil
Mathematical Models
Abstract in English
This paper intends to suggest a new intervention methodology in the exchange rate market and thus, becoming an altemative to the traditional intervention methods in the spot foreign exchange market and also, in the short-term nominal interest rates. The final goal is to decrease oscillations on the growth rate and to add new financial derivatives in order to fight inflation.
 
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Publishing Date
2023-04-14
 
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