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https://repositorio.ufpa.br/jspui/handle/2011/15229
Tipo: | Artigo de Periódico |
Fecha de publicación : | 2019 |
Autor(es): | CARVALHO, André Cutrim CARVALHO, David Ferreira |
metadata.dc.description.affiliation: | UFPA - Universidade Federal do Pará |
Título : | Econometric models of inflation in brazil: structuralists, monetarists and rational expectations approachs, 1995-2017 |
Citación : | CARVALHO, André Cutrim; CARVALHO, David Ferreira. Econometric models of inflation in Brazil: structuralists, monetarists and rational expectations approachs, 1995-2017. Applied Econometrics and International Development, online, v. 19, n. 2, 91-106, 2019. Disponível em: http://repositorio.ufpa.br:8080/jspui/handle/2011/15229. Acesso em:. |
Resumen : | The present article seeks to demonstrate the evolution of the inflation rate in Brazil during the period between the era of President Vargas and the government of President Michel Temer, together with the determinants of inflation between 1995 and 2017. With the aid of structuralist, monetarist, and inertialist econometric models, we attempt to understand the factors that influenced the inflation rate during this period, based on the monetarist models of rational and adaptive expectations. Once the regressions have been completed, we reach certain conclusions on the statistical significance level of the model and whether its variables have the power to explain the inflation rates in Brazil during the period following the Real Plan. Finally, we conclude that there are reasons to reject the hypothesis that the trend variable is adequately formulated to capture the effect of financial innovations in the equation for the demand for money |
Palabras clave : | Inflation Rational Expectations Adaptive Expectations Regression Monetarist |
Series/Report no.: | Applied Econometrics and International Development |
ISSN : | 2660-7409 |
País: | Espanha |
Editorial : | University of Santiago de Compostela |
Sigla da Instituição: | USC |
metadata.dc.rights: | Acesso Aberto |
metadata.dc.source.uri: | https://ideas.repec.org/a/eaa/aeinde/v19y2019i2_6.html |
Aparece en las colecciones: | Artigos Científicos - NUMA |
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