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Impactos Regionais Da Política Monetária: Uma Abordagem Econométrica Utilizando Svar Espacial

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Listed:
  • Marinho Bertanha
  • Eduardo Haddad

Abstract

Neste artigo propõe-se estimar os impactos da política monetária na atividade das 27 unidades da federação do Brasil por meio de um modelo Estrutural Espacial de Vetores Auto-Regressivos (SVAR).
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Suggested Citation

  • Marinho Bertanha & Eduardo Haddad, 2006. "Impactos Regionais Da Política Monetária: Uma Abordagem Econométrica Utilizando Svar Espacial," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 133, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    • Handle: RePEc:anp:en2006:133
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    File URL: http://www.anpec.org.br/encontro2006/artigos/A06A133.pdf
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    References listed on IDEAS

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    1. Blanchard, Olivier Jean & Quah, Danny, 1989. "The Dynamic Effects of Aggregate Demand and Supply Disturbances," American Economic Review, American Economic Association, vol. 79(4), pages 655-673, September.
    2. Terra, Maria Cristina Trindade, 2003. "Credit Constraints in Brazilian Firms: Evidence from Panel Data," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 57(2), April.
    3. Michael Beenstock & Daniel Felsenstein, 2007. "Spatial Vector Autoregressions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 2(2), pages 167-196.
    4. Bernanke, Ben S & Blinder, Alan S, 1992. "The Federal Funds Rate and the Channels of Monetary Transmission," American Economic Review, American Economic Association, vol. 82(4), pages 901-921, September.
    5. Valter Di Giacinto, 2003. "Differential Regional Effects of Monetary Policy: A Geographical SVAR Approach," International Regional Science Review, , vol. 26(3), pages 313-341, July.
    6. Ben S. Bernanke & Ilian Mihov, 1998. "Measuring Monetary Policy," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 113(3), pages 869-902.
    7. Juan J. de Lucio & Mario Izquierdo, "undated". "Local responses to a global monetary policy: The regional structure of financial systems," Working Papers 99-14, FEDEA.
    8. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    9. Gerald Carlino & Robert Defina, 1998. "The Differential Regional Effects Of Monetary Policy," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 572-587, November.
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    1. repec:fgv:epgrbe:v:65:n:4:a:6 is not listed on IDEAS
    2. Blanco, Emilio & Elosegui, Pedro & Izaguirre, Alejandro & Montes-Rojas, Gabriel, 2019. "Regional and state heterogeneity of monetary shocks in Argentina," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
    3. Igor Ézio Maciel Silva, 2016. "The Differential Regional Effects Of Monetary And Fiscal Policies In Brazil," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 040, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    4. Garber, Gabriel & Haddad, Eduardo, 2012. "Target Fitting and Robustness Analysis in CGE Models," TD NEREUS 4-2012, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS).
    5. Rocha, Roberta de Moraes & da Silva, Marcelo Eduardo Alves & Gomes, Sonia Maria Fonseca Pereira Oliveira, 2011. "Por que os estados brasileiros têm reações assimétricas a choques na política monetária?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(4), November.

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    JEL classification:

    • R10 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - General

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