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Determinantes do risco de crédito rural no Brasil: uma crítica às renegociações da dívida rural

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  • Melo, Lucas Braga de
  • Resende Filho, Moisés de Andrade

Abstract

Identificamos os determinantes da inadimplência no Sistema Nacional de CréditoRural do Brasil, utilizando o procedimento ARDL defasagens distribuídastestes de limites para cointegração de Pesaran, Shin & Smith (2001) e testes decausalidade de Granger de Toda & Yamamoto (1995). Os resultados mostraramque taxa de juros de referência, setor externo e ciclo de negócios não afetaminadimplência; maior razão preços pagos por preços recebidos pela agriculturaaumenta inadimplência; os processos políticos de renegociação da dívida ruralinduzem endividamento, risco moral e seleção adversa; e a relação inadimplênciae determinantes retorna ao equilíbrio de longo prazo em 19 dias.

Suggested Citation

  • Melo, Lucas Braga de & Resende Filho, Moisés de Andrade, 2017. "Determinantes do risco de crédito rural no Brasil: uma crítica às renegociações da dívida rural," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 71(1), May.
    • Handle: RePEc:fgv:epgrbe:v:71:y:2017:i:1:a:56825
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    Cited by:

    1. Carauta, Marcelo & Parussis, Julia & Hampf, Anna & Libera, Affonso & Berger, Thomas, 2021. "No more double cropping in Mato Grosso, Brazil? Evaluating the potential impact of climate change on the profitability of farm systems," Agricultural Systems, Elsevier, vol. 190(C).
    2. André Albuquerque Sant’Anna & Lucas Costa, 2019. "Bailing out environmental liabilities: moral hazard and deforestation in the Brazilian Amazon," Documentos de Trabajo 17435, The Latin American and Caribbean Economic Association (LACEA).

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