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Curva de Phillips salarial Novo-Keynesiana para o Brasil: novas evidências com dados regionais

Author

Listed:
  • Xavier, Alessandro Augusto Costa

    (Universidade Federal de Juiz de Fora (UFJF))

  • de Moura, Fabio Rodrigues

    (Universidade Federal de Sergipe (UFS))

Abstract

O presente trabalho tem como objetivo verificar empiricamente a Curva de Phillips Salarial Novo- Keynesiana (CPSNK) para o Brasil com o uso de dados estaduais. O suporte teórico é baseado na CPSNK desenvolvida por Galí (2011) e sua desagregação regional dentro de uma união monetária, conforme proposto por Levy (2019). A estratégia empírica utiliza-se de dados da PNADC e do Ipeadata entre o segundo trimestre de 2012 e o segundo trimestre de 2023, em uma estrutura de Vetores Autorregressivos em Painel com Método Generalizado de Momentos (PVAR-GMM). De acordo com os principais resultados, após um choque de 1 desvio-padrão no hiato da taxa de desemprego, observa-se uma diminuição significativa de -0,27 p.p. no crescimento dos salários nominais no primeiro trimestre, e em seguida um impacto mais acentuado de -0,89 p.p. no segundo trimestre. Posteriormente, a trajetória do crescimento salarial converge para sua trajetória de longo prazo, resultando em um impacto acumulado de -0,95 p.p. no crescimento salarial após oito trimestres.

Suggested Citation

  • Xavier, Alessandro Augusto Costa & de Moura, Fabio Rodrigues, 2023. "Curva de Phillips salarial Novo-Keynesiana para o Brasil: novas evidências com dados regionais," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 17(2), pages 262-290.
    • Handle: RePEc:ris:rberur:0174
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    More about this item

    Keywords

    CPSNK; Crescimento salarial; Taxa de desemprego; PVAR-GMM; Estados;
    All these keywords.

    JEL classification:

    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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