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Setor Agrícola Brasileiro: Uma Aplicação do Modelo de Tendências e Ciclos Comuns no Período de 1990 a 2005

  • Jose Nilo de Oliveira Junior

    (Universidade Federal do Pará)

  • Ivan Castelar

    (Universidade Federal do Pará)

  • Nicolino Trompieri Neto

    (Universidade Federal do Pará)

  • Roberto Tatiwa Ferreira

    (Universidade Federal do Pará)

Este artigo analisa o comportamento do produto agrícola, da taxa de câmbio real e do saldo da balança comercial agrícola brasileira. Utilizou-se as técnicas de cointegração e co-caracterização para identificar um sistema de vetores auto-regressivos com tendências estocásticas ciclos comuns e para investigar as respostas do sistema a choques transitórios e permanentes. Os testes comprovaram a existência de uma tendência estocástica e dois ciclos comuns entre as variáveis. As decomposições das variâncias indicam que os choques transitórios explicam a maior parte das flutuações de curto e longo prazo no produto agrícola. Constatou-se também que o choque permanente é mais importante na explicação das variabilidades da taxa de câmbio e da balança comercial agrícola.

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Article provided by ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] in its journal Economia.

Volume (Year): 9 (2008)
Issue (Month): 2 ()
Pages: 385-409

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Handle: RePEc:anp:econom:v:9:y:2008:i:2:385-409
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Order Information: Postal: Secretaria da ANPEC Rua Prof Marcos Valdemar de Freitas Reis s/n Campus do Gragoatá Bloco F Niterói, RJ 24210-201 Brazil
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