IDEAS home Printed from https://ideas.repec.org/p/ipe/ipetds/1857.html
   My bibliography  Save this paper

Testando a Cointegração Entre os Fundamentos e a Taxa Real de Câmbio: Evidências para Países Selecionados

Author

Listed:
  • Priscila Fernandes Ribeiro

Abstract

Este trabalho tem por objetivo testar a existência de cointegração entre variáveis que normalmente são utilizadas para estimar a existência de desalinhamento cambial para uma amostra de países desenvolvidos e em desenvolvimento, muito dos quais são membros do grupo G20. A metodologia utilizada consiste em análise de cointegração utilizando o procedimento apresentado por Chen e MacDonald (2010), sem a necessidade de se estimar um modelo estrutural. Comparam-se os resultados com os resultados apresentados em Marçal (2012). This study aims to test the existence of cointegration between variables that are typically used to estimate the existence of exchange rate misalignment for a sample of developed and developing countries, many of whom are members of the G20. The methodology consists in cointegration analysis using the procedure of Chen and MacDonald (2010),without the need to estimate a structural model. Compare the results with the results presented in Marçal (2012).

Suggested Citation

  • Priscila Fernandes Ribeiro, 2013. "Testando a Cointegração Entre os Fundamentos e a Taxa Real de Câmbio: Evidências para Países Selecionados," Discussion Papers 1857, Instituto de Pesquisa Econômica Aplicada - IPEA.
  • Handle: RePEc:ipe:ipetds:1857
    as

    Download full text from publisher

    File URL: http://www.ipea.gov.br/portal/images/stories/PDFs/TDs/td_1857.pdf
    Download Restriction: no

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ipe:ipetds:1857. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Fabio Schiavinatto). General contact details of provider: http://edirc.repec.org/data/ipeaabr.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.