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Taxas de juro nominais e endividamento: perspectivas para a economia portuguesa

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Author Info
José Alberto Fuinhas () (Departamento de Gestão e Economia, Universidade da Beira Interior)

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Abstract

Neste artigo procurou-se aferir a importância das taxas de juro nominais na determinação do nível de endividamento dos agentes económicos. Começamos por analisar a relação entre a estabilidade monetária e o endividamento. Analisamos as consequências macroeconómicas do endividamento. Expomos a dinâmica do endividamento. Finalizamos o artigo com uma aplicação econométrica à economia portuguesa, em que analisamos a não estacionaridade das séries recorrendo a seis tipos diferentes de testes de raízes unitárias; e em obtivemos uma relação de cointegração entre o inverso da taxa de juro overnight e o crédito interno

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Publisher Info
Paper provided by Universidade da Beira Interior, Departamento de Gestão e Economia (Portugal) in its series Working Papers de Gestão, Economia e Marketing (Management, Economics and Marketing Working Papers) with number e01/2004.

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Length: 26 pages
Date of creation: 2004
Date of revision:
Handle: RePEc:csh:wpecon:e01/2004

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Related research
Keywords: Taxas de juro nominais endividamento canal do crédito e estabilidade monetária

Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers

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This page was last updated on 2008-10-5.


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