Por favor, use este identificador para citar o enlazar este ítem: 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
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