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Uma análise da volatilidade condicional da inflação mineira no período pós-plano Real


  • Caetano, Sidney Martins
  • Correa, Wilson L. Rotatori


In this paper we dedicate attention to the inflation dynamics in the metropolitan area of Belo Horizonte – Minas Gerais – through estimating an ARCH model considering its relative significance among those metropolitan areas that compose the national consumer price index (IPCA). Our results indicate that inflation in Minas Gerais presents an inertial component and that shocks hitting the Brazilian economy independent of arising from internal or from external sources only affect the conditional inflation volatility in Minas Gerais with a delay.

Suggested Citation

  • Caetano, Sidney Martins & Correa, Wilson L. Rotatori, 2008. "Uma análise da volatilidade condicional da inflação mineira no período pós-plano Real," Revista de Economia e Agronegocio / Brazilian Review of Economics and Agribusiness, Federal University of Vicosa, Department of Agricultural Economics, vol. 6(2).
  • Handle: RePEc:ags:rdeeag:53877

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    References listed on IDEAS

    1. Hiroshi Konno & Hiroaki Yamazaki, 1991. "Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market," Management Science, INFORMS, vol. 37(5), pages 519-531, May.
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