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Paridade de poder de compra no Brasil: uma análise econométrica com quebra estrutural


  • Palaia, Daniel Rodolfo Antonelli
  • Brito, Márcio Holland de


O objetivo central deste artigo é testar a paridade de poder de compra em sua forma absoluta para o caso do Brasil, através de procedimentos econométricos que contempla a possibilidade de existência de quebras estruturais nas séries temporais estudadas. Mesmo controlando todos os testes para a presença de quebras estruturais, os modelos econométricos estimados rejeitaram, em geral, a validade da versão absoluta da paridade de poder de compra que postula que o valor da moeda de um país é completamente determinado pela razão entre o preço doméstico e o preço externo.

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  • Palaia, Daniel Rodolfo Antonelli & Brito, Márcio Holland de, 2010. "Paridade de poder de compra no Brasil: uma análise econométrica com quebra estrutural," Textos para discussão 228, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  • Handle: RePEc:fgv:eesptd:228

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    2. Kaganovich, Michael & Zilcha, Itzhak, 1999. "Education, social security, and growth," Journal of Public Economics, Elsevier, vol. 71(2), pages 289-309, February.
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    5. Zhang, Jie, 1996. " Optimal Public Investments in Education and Endogenous Growth," Scandinavian Journal of Economics, Wiley Blackwell, vol. 98(3), pages 387-404.
    6. Levine, Ross & Renelt, David, 1992. "A Sensitivity Analysis of Cross-Country Growth Regressions," American Economic Review, American Economic Association, vol. 82(4), pages 942-963, September.
    7. Milesi-Ferretti, Gian Maria & Roubini, Nouriel, 1998. "On the taxation of human and physical capital in models of endogenous growth," Journal of Public Economics, Elsevier, vol. 70(2), pages 237-254, November.
    8. Jean-Pierre Vidal & Michael Bräuninger, 2000. "Private versus public financing of education and endogenous growth," Journal of Population Economics, Springer;European Society for Population Economics, vol. 13(3), pages 387-401.
    9. Gerhard Glomm & B. Ravikumar, 1998. "Flat-Rate Taxes, Government Spending on Education, and Growth," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(1), pages 306-325, January.
    10. William E. Cullison, 1993. "Public investment and economic growth," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 19-34.
    11. Glomm, Gerhard & Ravikumar, B, 1992. "Public versus Private Investment in Human Capital Endogenous Growth and Income Inequality," Journal of Political Economy, University of Chicago Press, vol. 100(4), pages 818-834, August.
    12. Su, Xuejuan, 2004. "The allocation of public funds in a hierarchical educational system," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2485-2510, December.
    13. Lucas, Robert Jr., 1988. "On the mechanics of economic development," Journal of Monetary Economics, Elsevier, vol. 22(1), pages 3-42, July.
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    Cited by:

    1. Simões, Oscar R. & Marçal, Emerson Fernandes, 2012. "Agregação temporal e não-linearidade afetam os testes da paridade do poder de compra: Evidência a partir de dados brasileiros," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 66(3), October.
    2. repec:fgv:epgrbe:v:66:n:3:a:6 is not listed on IDEAS

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