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Estimando o desalinhamento cambial: Metodologia para cálculo de bandas de precisão

Marçal, Emerson Fernandes - 2013

exchange misalignment is not directly observed and its precision depends on the coefficients that link fundamentals to real … and suggest a bootstrap approach to calculate error bands. The misalignment estimative is based on cointegration … is important to highlight the precision and the limitations of the misalignment exchange rate calculus exercise and …

Persistent link: https://www.econbiz.de/10010330572

Estimando o desalinhamento cambial : metodologia para cálculo de bandas de precisão

Marçal, Emerson Fernandes - 2013

Persistent link: https://www.econbiz.de/10010230629

A influência da taxa de câmbio sobre os fluxos de comércio exterior

Carneiro, Flavio Lyrio - 2014

This study aims to examine the theoretical literature concerning exchange-rate and balance-of-payments determination, in order to investigate how an exchange rate change may affect one country's foreign trade flows. Therefore, we analyze the different categories of balance-of-payments models -...

Persistent link: https://www.econbiz.de/10011372161

Exportação de bens primários e apreciação do câmbio real: Há uma ligação?

Marconi, Nelson; Rocha, Marcos - 2014

index of RER misalignment from a cointegrated panel of 102 countries, in order to relate it to the type of export basket of …

Persistent link: https://www.econbiz.de/10011372184

Estimado a influência da taxa de câmbio sobre os fluxos de comércio exterior Brasileiros

Carneiro, Flavio Lyrio - 2014

This study aims to analyze empirically the interactions between exchange rate behavior and the performance of Brazilian foreign trade. First, the empirical literature on the subject is reviewed, in order to elucidate methodological issues such as appropriate model type, identification strategy,...

Persistent link: https://www.econbiz.de/10011372280

Mercado de câmbio Brasileiro, intervenções do Banco Central e controles de capitais de 1999 a 2012

Bastos, Estêvão Kopschitz Xavier; Fonte, Patrícia … - 2014

In this paper, we describe the operation of the foreign exchange (FX) market in Brazil and discuss the relations between prices of derivatives and spot prices. A literature review of interventions in the FX market is done. Then, we study, in a descriptive way, the interventions of the Central...

Persistent link: https://www.econbiz.de/10011372352

Reservas internacionais revisitadas: Novas estimativas de patamares ótimos

Vonbun, Christian - 2013

This paper shows estimates of the optimal level of foreign reserves for Brazil between the first quarter of 2004 and the third trimester of 2012, by applying the new Jeanne e Rancière (2011) framework, using different scenarios. The estimates of the optimal holdings of this asset are calculated...

Persistent link: https://www.econbiz.de/10010330480

Estimando o desalinhamento cambial brasileiro: Um análise de robustez a partir do modelo global com mecanismo de correção de erros

Marçal, Emerson Fernandes - 2013

This paper aims to compare two different methodologies to estimate exchange rate misalignment. The first methodology … methodologies. The results of exchange misalignment estimative are different particularly in their magnitude terms not in their …

Persistent link: https://www.econbiz.de/10010330505

Testando a cointegração entre os fundamentos e a taxa real de câmbio: Evidências para países selecionados

Ribeiro, Priscila Fernandes - 2013

existence of exchange rate misalignment for a sample of developed and developing countries, many of whom are members of the G20 …

Persistent link: https://www.econbiz.de/10010330697

Levado pelos fundamentos? Estimando o desalinhamento cambial Norte-Americano a partir de técnicas de cointegração

Fernandes Marçal, Emerson; Fernandes Ribeiro, Priscila - 2011

2010. The misalignment was estimated using the Gonzalo e Granger (1995) methodology to decompose the series in transitory …

Persistent link: https://www.econbiz.de/10010330699