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Inflação, desemprego e choques cambiais : estimativas var para a economia brasileira
Schettini, Bernardo Patta; Gouvêa, Raphael Rocha; … - 2012
We estimate a VAR model of the Phillips curve with an exchange rate shock to the Brazilian economy. Several different ….p. over the annualized inflation); ii) a shock on the unemployment rate lasts for 18 months; iii) a shock on the expectations … are carried to the next month inflation (0.58 p.p. over the annualized inflation); and iv) a shock on the inflation rate …
Persistent link: https://www.econbiz.de/10009553780
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Instabilidade e incerteza : curva IS com dados de longo prazo
Carneiro Netto, Dionísio Dias (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002120672
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IS-LM : uma história?
Andrade, Alexandre Augusto Seijas de; Magalhães, … - In: Brazilian journal of political economy 24 (2004) 4, pp. 523-542
Persistent link: https://www.econbiz.de/10002443618
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Taxa de câmbio e poupança : um ensaio sobre o efeito Harberger-Laursen-Metzler
Barbosa, Fernando de Holanda - In: Estudos econômicos : publicação trimestral do … 29 (1999) 1, pp. 5-21
Persistent link: https://www.econbiz.de/10001411642
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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 consists in using multivariate time series techniques and a model with domestic variables. The second methodology consists in Pesaran's Global Vector Error Correction Model with...
Persistent link: https://www.econbiz.de/10010330505
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Estimando o desalinhamento cambial: Metodologia para cálculo de bandas de precisão
Marçal, Emerson Fernandes - 2013
and suggest a bootstrap approach to calculate error bands. The misalignment estimative is based on cointegration …
Persistent link: https://www.econbiz.de/10010330572
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Estimando o desalinhamento cambial : metodologia para cálculo de bandas de precisão
Marçal, Emerson Fernandes - 2013
and suggest a bootstrap approach to calculate error bands. The misalignment estimative is based on cointegration …
Persistent link: https://www.econbiz.de/10010230629
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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 consists in using multivariate time series techniques and a model with domestic variables. The second methodology consists in Pesaran’s Global Vector Error Correction Model with...
Persistent link: https://www.econbiz.de/10010127383
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Análise da elasticidade de transmissão de preços no mercado brasileiro de algodão [Analysis of price transmission elasticity in the Brazilian cotton market]
Barbosa, Marisa Zeferino; Margarido, Mário A.; Junior, … - In: Nova Economia 12 (2002) 2, pp. 79-108
December, 2000. For this purpose, the Dickey-Fuller Augmented (ADF) unit root test, the Johansen cointegration test, the Vector …
Persistent link: https://www.econbiz.de/10005685258
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Inflação, desemprego e choques cambiais: Estimativas var para a economia brasileira
Schettini, Bernardo Patta; Gouvea, Raphael Rocha; … - 2012
We estimate a VAR model of the Phillips curve with an exchange rate shock to the Brazilian economy. Several different ….p. over the annualized inflation); ii) a shock on the unemployment rate lasts for 18 months; iii) a shock on the expectations … are carried to the next month inflation (0.58 p.p. over the annualized inflation); and iv) a shock on the inflation rate …
Persistent link: https://www.econbiz.de/10010330807