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Equilíbrio Estatístico no Mercado de Trabalho

Author

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  • Jorge Eduardo de Castro Soromenho

    (Universidade de São Paulo (FEA-USP))

Abstract

Neste artigo, apresentamos um modelo macroeconômico kaleckiano no qual o mercado de trabalho é analisado por meio do conceito de equilíbrio estatístico. No modelo o gasto autônomo parametriza as distribuições estatísticas de trabalhadores e firmas e o markup apresenta um comportamento anticíclico. Na abordagem do equilíbrio estatístico, o desemprego não resulta de uma rigidez nominal ad hoc; ele se apresenta como um fenômeno estatístico no qual o investimento desempenha um papel crucial.

Suggested Citation

  • Jorge Eduardo de Castro Soromenho, 2011. "Equilíbrio Estatístico no Mercado de Trabalho," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 12(3), pages 407-425.
  • Handle: RePEc:anp:econom:v:12:y:2011:i:3:407_425
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    File URL: http://www.anpec.org.br/revista/vol12/vol12n3p407_425.pdf
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    References listed on IDEAS

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    1. Perron, Pierre & Vogelsang, Timothy J, 1992. "Nonstationarity and Level Shifts with an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, pages 301-320.
    2. Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000. "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, pages 293-343.
    3. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Chapters,in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220 National Bureau of Economic Research, Inc.
    4. Thomas J. Sargent & Neil Wallace, 1981. "Some unpleasant monetarist arithmetic," Quarterly Review, Federal Reserve Bank of Minneapolis.
    5. Nabeya, S. & Perron, P., 1994. "Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors," Cahiers de recherche 9420, Universite de Montreal, Departement de sciences economiques.
    6. Perron, Pierre, 1997. "Further evidence on breaking trend functions in macroeconomic variables," Journal of Econometrics, Elsevier, pages 355-385.
    7. Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000. "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, pages 293-343.
    8. Perron, Pierre, 1997. "Further evidence on breaking trend functions in macroeconomic variables," Journal of Econometrics, Elsevier, pages 355-385.
    9. Anders Rahbek & Rocco Mosconi, 1999. "Cointegration rank inference with stationary regressors in VAR models," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 76-91.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Modelo kaleckiano; Equilíbrio Estatístico;

    JEL classification:

    • E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
    • E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian

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