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Um modelo macrodinâmico pós-keynesiano de simulação para uma economia aberta

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Author Info
Marcelo de Oliveira Passos () (Universidade Tuiuti do Paraná)
José Luís Oreiro () (Department of Economics, Universidade Federal do Paraná)

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Abstract

O objetivo deste artigo é apresentar um modelo macrodinâmico pós-keynesiano de simulação para uma economia aberta com câmbio flutuante e mobilidade imperfeita de capitais. Após a apresentação da estrutura básica do modelo, procede-se a simulação computacional do mesmo, a partir da qual são inferidas as trajetórias dinâmicas das variáveis endógenas. As trajetórias simuladas replicam alguns traços gais da dinâmica capitalista, em particular a ocorrência de crescimento cíclico, ou seja, flutuações de caráter irregular da taxa de crescimento do produto real. No que se refere à macrodinâmica externa do modelo aberto, a interação dinâmica entre o câmbio real e o saldo comercial no longo prazo permite supor que, em períodos nos quais há apreciação da taxa de câmbio real, o saldo comercial além de cair apresenta sua volatilidade reduzida. Um outro resultado importante obtido a partir do modelo aqui apresentado é a existência de uma tendência de longo-prazo para o aumento do grau de financeirização da riqueza, ou seja, um aumento da participação da riqueza financeira na riqueza total dos capitalistas dessa economia.

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Publisher Info
Paper provided by Universidade Federal do Paraná, Department of Economics in its series Working Papers with number 0069.

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Length: 21 pages
Date of creation: 2007
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Handle: RePEc:fup:wpaper:0069

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Related research
Keywords: Macroeconomia Aberta; Economia Computacional; Modelos de Simulação; Economia Pós-Keynesiana;

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Find related papers by JEL classification:
E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian
F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January. [Downloadable!] (restricted)
  2. Allen, Linda, 1988. "The Determinants of Bank Interest Margins: A Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(02), pages 231-235, June. [Downloadable!]
  3. Saunders, Anthony & Schumacher, Liliana, 2000. "The determinants of bank interest rate margins: an international study," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 813-832, December. [Downloadable!] (restricted)
  4. Angbazo, Lazarus, 1997. "Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking," Journal of Banking & Finance, Elsevier, vol. 21(1), pages 55-87, January. [Downloadable!] (restricted)
  5. Tarsila Segalla Afanasieff & Priscilla Maria Villa Lhacer & Márcio Issao Nakane, 2001. "The Determinants of Bank Interest Spread in Brazil," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
  6. Demirguc-Kunt, Asli & Huizinga, Harry, 1998. "Determinants of commercial bank interest margins and profitability : some international evidence," Policy Research Working Paper Series 1900, The World Bank. [Downloadable!]
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  7. Antonio J. Alves & Gary A. Dymski & Luiz-Fernando de Paula, 2008. "Banking strategy and credit expansion: a post-Keynesian approach," Cambridge Journal of Economics, Oxford University Press, vol. 32(3), pages 395-420, May. [Downloadable!] (restricted)
  8. Maudos, Joaquin & Fernandez de Guevara, Juan, 2004. "Factors explaining the interest margin in the banking sectors of the European Union," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2259-2281, September. [Downloadable!] (restricted)
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  9. Agnes Belaisch, 2003. "Do Brazilian Banks Compete?," IMF Working Papers 03/113, International Monetary Fund.
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Renato Perim Colistete, 2004. "Productivity, wages and labor politics in Brazil, 1945-1962 (very first draft)," Working Papers 0011, Universidade Federal do Paraná, Department of Economics. [Downloadable!]
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