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O mecanismo monetário de transmissão na economia brasileira pós-Plano Real

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  • Fernandes, Marcelo
  • Toro, Juan

Abstract

Esse trabalho estima um modelo vetor autorregressivo cointegrado para analisar os mecanismos monetários de transmissão na economia brasileira pós-Plano Real. Os resultados indicam que a taxa de inflação segue um processo integrado, sendo assim não estacionária. Portanto, para entender a dinâmica conjunta da renda, base monetária, e taxas de juros de curto e longo prazo, precisa-se partir de um modelo I(2) e analisar as suas propriedades de cointegração.

Suggested Citation

  • Fernandes, Marcelo & Toro, Juan, 2002. "O mecanismo monetário de transmissão na economia brasileira pós-Plano Real," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 443, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Handle: RePEc:fgv:epgewp:443
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    Cited by:

    1. Wilson Corrêa & Sidney Caetano, 2013. "Monetary policy and transmission mechanism in Brazil: an empirical model," Empirical Economics, Springer, vol. 45(1), pages 115-135, August.

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