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  1. Inflação, desemprego e choques cambiais
    novas evidências para o Brasil
    Autor*in: Sachsida, Adolfo; Mendonça, Mario Jorge; Medrano, Luis Alberto
    Erschienen: 2011
    Verlag:  CEPAL, Brasília, DF

    We estimate the Phillips curve with an exchange rate shock to the Brazilian economy. Besides panel data, we estimate the Phillips curve by time series methodology, including Bayesian techniques and Smoothing Transition Regressions (STR) model. The... mehr

    Standort:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Fernleihe:
    keine Fernleihe

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 194 (1661)
    Fernleihe:
    keine Fernleihe

     

    We estimate the Phillips curve with an exchange rate shock to the Brazilian economy. Besides panel data, we estimate the Phillips curve by time series methodology, including Bayesian techniques and Smoothing Transition Regressions (STR) model. The econometric results show three important conclusions: a) we test and confirm the Blanchard and Gali (2007) restrictions over the sum of the coefficients associated with inflation; b) the coefficient associated to the expectation of inflation is greater than the coefficient associated with past inflation (which is in contrast with previous studies to the Brazilian economy); and c) in the short-run both the unemployment rate and the exchange rate shock are not important determinants of current inflation.

     
    Export in Literaturverwaltung   RIS-Format
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    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Portugiesisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/91375
    Schriftenreihe: Textos para discussao CEPAL - IPEA ; 1661
    Schlagworte: Phillips-Kurve; Wechselkurs; Schock; Zeitreihenanalyse; Brasilien
    Umfang: Online-Ressource (PDF-Datei: 39 S., 617 KB), graph. Darst.
    Bemerkung(en):

    Zsfassung in engl. Sprache
  2. Um modelo econométrico para a previsão de impostos no Brasil
    Autor*in: Mendonça, Mário Jorge; Medrano, Luis Alberto
    Erschienen: 2011
    Verlag:  Inst. de Pesquisa Econômica Aplicada, Brasília, DF

    The goal of this article is to model the desagregated series of taxes in Brazil. We use monthly data of a sample of taxes in charge for 80% of the Brazilian gross tax burden in the 1995-2010 years. For estimate the model we employ a Dynamic Linear... mehr

    Standort:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Fernleihe:
    keine Fernleihe

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 194 (1676)
    Fernleihe:
    keine Fernleihe

     

    The goal of this article is to model the desagregated series of taxes in Brazil. We use monthly data of a sample of taxes in charge for 80% of the Brazilian gross tax burden in the 1995-2010 years. For estimate the model we employ a Dynamic Linear Model (DLM) with variable parameter (WEST e HARRISON, 1997). The choice of this particular model was motivated by the constant changes made in the Brazilian tax system during these years. The forecast is performed a year ahead out of the sample. The main conclusions of the paper are the following. In general the results seem strongly satisfactory. The forecasts fall inside the error bands and the predicted error is bellow of 10% until six steps ahead. Above this horizon the forecast lose efficiency. Although for some taxes the model performed quite well, further efforts are required for others. Finally, for the majority of taxes the elasticity appears to have fluctuated below the unity.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Portugiesisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/91481
    Schriftenreihe: Texto para discussão ; 1676
    Umfang: Online-Ressource (PDF-Datei: 48 S., 1,31 MB), graph. Darst.
    Bemerkung(en):

    Zsfassung in engl. Sprache
  3. Avaliando o efeito de um choque de política monetária sobre o mercado imobiliário
    Autor*in: Mendonça, Mário Jorge; Medrano, Luis Alberto; Sachsida, Adolfo
    Erschienen: 2011
    Verlag:  Inst. de Pesquisa Econômica Aplicada, Brasília, DF

    This article investigates the effects of monetary policy shock in the Brazilian real state market using structural VAR through the period June/2000 to August/2010. The identification is done following the agnostic procedure suggested by Uhlig (2005).... mehr

    Standort:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Fernleihe:
    keine Fernleihe

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 194 (1631)
    Fernleihe:
    keine Fernleihe

     

    This article investigates the effects of monetary policy shock in the Brazilian real state market using structural VAR through the period June/2000 to August/2010. The identification is done following the agnostic procedure suggested by Uhlig (2005). The mains results are: The stock of credit to finance housing points out a drop of 2% immediately after and the industrial output of civil construction decreases strongly after this contractionary shock.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Portugiesisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/91334
    Schriftenreihe: Texto para discussão ; 1631
    Schlagworte: Geldpolitik; Wirkungsanalyse; Immobilienmarkt; Brasilien
    Umfang: Online-Ressource (PDF-Datei: 30 S., 922 KB), graph. Darst.
    Bemerkung(en):

    Zsfassung in engl. Sprache