| Autor: |
Lélis, Marcos Tadeu Caputi, Cunha, André Moreira, Linck, Priscila |
| Jazyk: |
portugalština |
| Rok vydání: |
2019 |
| Předmět: |
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| Zdroj: |
Brazilian Journal of Political Economy, Volume: 39, Issue: 3, Pages: 427-448, Published: 02 SEP 2019 |
| Popis: |
RESUMO O presente trabalho avalia os impactos macroeconômicos da queda nos preços das commodities na economia brasileira ao longo dos anos 2000. Por meio da aplicação de dois métodos estatísticos complementares - os modelos Markov Switching Dynamic Regression e Vetoriais Autorregressivos (VAR) - foi possível estimar que 1/3 da desaceleração econômica pós-2014 esteve associada à mudança no regime de preços das commodities. ABSTRACT This paper evaluates how falling commodity prices affected the Brazilian economy during the 2000s. In order to fulfill this objective two different statistical methods were used, the Markov Switching Dynamic Regression model with structural component and the Vector Autoregression (VAR) model. With respect to the level of activities, it was found that about 1/3 of the economic slowdown post 2014 could be attributed to the change in the commodities prices regime. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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