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A Persistência das Flutuações no Produto: Uma Análise Secular do Crescimento Econômico Brasileiro

Author

Listed:
  • Cleomar Gomes da Silva

    (Universidade Federal de Uberlândia (IE-UFU) e Secretaria de Política Econômica do Ministério da Fazenda (SPE/MF))

  • Fábio Augusto Reis Gomes

    (FUCAPE Business School, Brasil)

Abstract

Este artigo estuda a persistência das flutuações do crescimento econômico brasileiro com dados anuais de 1900 a 2008. Para a análise das séries são usados modelos ARFIMA e testes de raiz unitária com quebras estruturais. Os resultados indicam que ambos PIB e PIB per capita brasileiros apresentam alto grau de persistência. Na decomposição tendência-ciclo, percebe-se que a tendência de longo prazo do PIB per capita estagna-se no começo do século 20 e na década de 1980, com reversão somente nos anos 2000. Já o PIB mostra crescimento menos errático, apenas destacando a intensificação no período do Milagre e a estagnação na década de 1980..

Suggested Citation

  • Cleomar Gomes da Silva & Fábio Augusto Reis Gomes, 2011. "A Persistência das Flutuações no Produto: Uma Análise Secular do Crescimento Econômico Brasileiro," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 12(3), pages 383-406.
    • Handle: RePEc:anp:econom:v:12:y:2011:i:3:383_406
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    More about this item

    Keywords

    Modelos de Memória Longa; Crescimento Econômico; Séries Temporais;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General

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