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Uma Estimação da Curva de Phillips para Portugal

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Author Info
Agostinho S. Rosa () (Department of Economics, University of Évora)

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Abstract

A estimação da curva de Phillips para Portugal no período 1954-1995 com base em dados anuais, através da abordagem de Johansen, permite-os concluir que a variação dos custos unitários de trabalho são função decrescente da variação da taxa de desemprego e do erro de equilíbrio (entre a taxa de variação dos custos unitários de trabalho e a taxa de inflação) e função crescente da inflação externa e da variável artificial que traduz a Revolução de Abril de 1974. A taxa de desemprego não é significativa na relação de longo prazo, mas a sua variação é significativa na relação de curto prazo o que está de acordo com a curva de Phillips modificada, no caso de existência de histerese da taxa de desemprego. Assim, podemos dizer que a relação de Phillips original, assim como a curva de Phillips aumentada não se verificam em Portugal, no entanto a curva de Phillips modificada como relação entre a variação dos custos unitários de trabalho e a variação da taxa de desemprego e as expectativas inflacionistas verifica-se em Portugal no período estudado.

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Publisher Info
Paper provided by University of Évora, Department of Economics (Portugal) in its series Economics Working Papers with number 8_2004.

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Length: 23 pages
Date of creation: 2004
Date of revision:
Handle: RePEc:evo:wpecon:8_2004

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Related research
Keywords: Curva de Phillips; Raízes Unitárias; Cointegração;

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
E24 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

Statistics
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This page was last updated on 2009-12-19.


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