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Uma análise da volatilidade condicional da inflação mineira no período pós-plano Real

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  • Caetano, Sidney Martins
  • Correa, Wilson L. Rotatori
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    Abstract

    In this paper we dedicate attention to the inflation dynamics in the metropolitan area of Belo Horizonte – Minas Gerais – through estimating an ARCH model considering its relative significance among those metropolitan areas that compose the national consumer price index (IPCA). Our results indicate that inflation in Minas Gerais presents an inertial component and that shocks hitting the Brazilian economy independent of arising from internal or from external sources only affect the conditional inflation volatility in Minas Gerais with a delay.

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    File URL: http://purl.umn.edu/53877
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    Bibliographic Info

    Article provided by Federal University of Vicosa, Department of Agricultural Economics in its journal Revista de Economia e Agronegocio / Brazilian Review of Economics and Agribusiness.

    Volume (Year): 6 (2008)
    Issue (Month): 2 ()
    Pages:

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    Handle: RePEc:ags:rdeeag:53877

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    Related research

    Keywords: Regional inflation; Volatility; ARCH models; Political Economy;

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