Advanced Search
MyIDEAS: Login to save this paper or follow this series

Paridade de poder de compra no Brasil: uma análise econométrica com quebra estrutural

Contents:

Author Info

  • Palaia, Daniel
  • Brito, Marcio Holland de

Abstract

O objetivo central deste artigo é testar a paridade de poder de compra em sua forma absolutapara o caso do Brasil, através de procedimentos econométricos que contempla a possibilidadede existência de quebras estruturais nas séries temporais estudadas. Mesmo controlandotodos os testes para a presença de quebras estruturais, os modelos econométricos estimadosrejeitaram, em geral, a validade da versão absoluta da paridade de poder de compra quepostula que o valor da moeda de um país é completamente determinado pela razão entre opreço doméstico e o preço externo.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. 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://bibliotecadigital.fgv.br/dspace/bitstream/10438/6879/1/TD%20228%20-%20Daniel%20Palaia%3b%20Marcio%20Holland.pdf
Download Restriction: no

Bibliographic Info

Paper provided by Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil) in its series Textos para discussão with number 228.

as in new window
Length:
Date of creation: 08 Jul 2010
Date of revision:
Handle: RePEc:fgv:eesptd:228

Contact details of provider:
Postal: Rua Itapeva, 474, 13o andar, CEP 01332-000, São Paulo - SP
Phone: 55 (011) 3799-3350
Fax: 55 (011) 3799-3357
Email:
Web page: http://eesp.fgv.br
More information through EDIRC

Related research

Keywords:

This paper has been announced in the following NEP Reports:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Oscar R. Simões & Emerson Fernandes Marçal, 2012. "Agregação temporal e não-linearidade afetam os testes da paridade do poder de compra: Evidência a partir de dados brasileiros," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 66(3), pages 375-399, October.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:fgv:eesptd:228. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Núcleo de Computação da EPGE).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.