Uma anÃ¡lise da volatilidade condicional da inflaÃ§Ã£o mineira no perÃodo pÃ³s-plano Real
In this paper we dedicate attention to the inflation dynamics in the metropolitan area of Belo Horizonte â€“ Minas Gerais â€“ 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.
Volume (Year): 6 (2008)
Issue (Month): 2 ()
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