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Uma contribuição para as estimativas de multiplicadores fiscais no Brasil: Análise de intervenção em modelos VAR ampliados por dummies

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  • da Silveira Barros Neto, Gilberto
  • Motta Correia, Fernando

Abstract

Este artigo mensurou os multiplicadores de gasto do governo brasileiro em dois eventos específicos de retração das despesas primárias: no quarto trimestre de 1998 e no primeiro trimestre de 2003. Objetivo foi alcançado através de uma análise de intervenção em um modelo VAR ampliado por dummies. O método também permitiu estabelecer um evento específico de choque no PIB no último trimestre de 2008 (crise internacional) para investigação da resposta cíclica da política fiscal. Os multiplicadores de gastos são positivos, entre $1,53 e $2,75, no impacto. Para cada $1 de queda no produto, ocorre deterioração do saldo primário entre $0,4 e $0,5.

Suggested Citation

  • da Silveira Barros Neto, Gilberto & Motta Correia, Fernando, 2020. "Uma contribuição para as estimativas de multiplicadores fiscais no Brasil: Análise de intervenção em modelos VAR ampliados por dummies," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 74(3), September.
    • Handle: RePEc:fgv:epgrbe:v:74:y:2020:i:3:a:78656
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