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Testando a Cointegração Entre os Fundamentos e a Taxa Real de Câmbio: Evidências para Países Selecionados

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  • Priscila Fernandes Ribeiro

Abstract

Este trabalho tem por objetivo testar a existência de cointegração entre variáveis que normalmente são utilizadas para estimar a existência de desalinhamento cambial para uma amostra de países desenvolvidos e em desenvolvimento, muito dos quais são membros do grupo G20. A metodologia utilizada consiste em análise de cointegração utilizando o procedimento apresentado por Chen e MacDonald (2010), sem a necessidade de se estimar um modelo estrutural. Comparam-se os resultados com os resultados apresentados em Marçal (2012). This study aims to test the existence of cointegration between variables that are typically used to estimate the existence of exchange rate misalignment for a sample of developed and developing countries, many of whom are members of the G20. The methodology consists in cointegration analysis using the procedure of Chen and MacDonald (2010),without the need to estimate a structural model. Compare the results with the results presented in Marçal (2012).

Suggested Citation

  • Priscila Fernandes Ribeiro, 2013. "Testando a Cointegração Entre os Fundamentos e a Taxa Real de Câmbio: Evidências para Países Selecionados," Discussion Papers 1857, Instituto de Pesquisa Econômica Aplicada - IPEA.
    • Handle: RePEc:ipe:ipetds:1857
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