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

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

Abstract

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.

Suggested Citation

  • 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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    File URL: http://bibliotecadigital.fgv.br/dspace/bitstream/10438/6879/1/TD%20228%20-%20Daniel%20Palaia%3b%20Marcio%20Holland.pdf
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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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