This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Determinantes da taxa de câmbio real no Brasil: 1971-2002

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Marco Flávio da Cunha Resende () (Cedeplar-UFMG)
Giordano Bruno Braz de Pinho Matos

Additional information is available for the following registered author(s):

Abstract

The theoretical and empirical international trade literature suggests that there is long-term valuation/devaluation of the real exchange rate in the developed/undeveloped economies. We argue that the real exchange rate is affected by: i) intercountry differentials of the services sector development; and, ii) non-neutral characteristic of the international financial system, demonstrated in the Post-Keynesian approach. An equation for the Brazilian real exchange rate was estimated in this paper (1971-2002) and the international liquidity variable and a proxy variable for the differentials of the services sector development were included in the equation. The econometric procedures were based on the Engle-Granger and Johansen methods. The results do not reject the hypothesis put forward in this paper.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.cedeplar.ufmg.br/pesquisas/td/TD%20252.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Cedeplar, Universidade Federal de Minas Gerais in its series Textos para Discussão Cedeplar-UFMG with number td252.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 30 pages
Date of creation: Mar 2005
Date of revision:
Handle: RePEc:cdp:texdis:td252

Contact details of provider:
Postal: Cedeplar-FACE-UFMG Av. Antonio Carlos, 6627 Belo Horizonte, MG 31270-901 Brazil
Phone: 55-31-3409-7100
Fax: +55 31 3201-3657
Email:
Web page: http://www.cedeplar.ufmg.br
More information through EDIRC

Order Information:
Postal: Cedeplar-FACE-UFMG Av. Antonio Carlos, 6627 Belo Horizonte, MG 31270-901 Brazil

For technical questions regarding this item, or to correct its listing, contact: (Hugo E. A. da Gama Cerqueira).

Related research
Keywords: real exchange rate; purchasing-power parity; international liquidity;

Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian
F31 - International Economics - - International Finance - - - Foreign Exchange
F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation

Statistics
Access and download statistics

Did you know? IDEAS also computes impact factors for journals and working paper series.

This page was last updated on 2009-12-15.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.