Margarido, Mario Antonio; Felippe, Cauê Serigati; … - Escola de Economia de São Paulo (EESP), Fundação … - 2010
This paper examined the transmission mechanism of international prices of agricultural commodities into the real exchange rate in Brazil for the period from January 2000 to February 2010. We used time series models (ARIMA Model, Transfer Model, Intervention Analysis, Johansen Cointegration Test)...