Migação dos choques nos termos de troca sobre o câmbio

Detalhes bibliográficos
Autor(a) principal: Gebrim, Gabriel Santiago
Data de Publicação: 2016
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/16976
Resumo: This paper analyzes if international reserves can reduce the effects of terms of trade shocks over the Exchange rate in Brazil. For this matter, an expansion of the model proposed by Aizeman e Riera-Critchon (2008) was developed for the Brazilian reality. The paper uses quartely data from 1972 to 2015. The results shows evidence that the active managment of international reservas can smooth the effect of terms of trade shocks over the Exchange rate and current account.
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spelling Gebrim, Gabriel SantiagoEscolas::EESPMori, RogérioMendonça, Diogo de PrinceMarçal, Emerson Fernandes2016-09-02T18:34:27Z2016-09-02T18:34:27Z2016-08-12GEBRIM, Gabriel Santiago. Migação dos choques nos termos de troca sobre o câmbio. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2016.http://hdl.handle.net/10438/16976This paper analyzes if international reserves can reduce the effects of terms of trade shocks over the Exchange rate in Brazil. For this matter, an expansion of the model proposed by Aizeman e Riera-Critchon (2008) was developed for the Brazilian reality. The paper uses quartely data from 1972 to 2015. The results shows evidence that the active managment of international reservas can smooth the effect of terms of trade shocks over the Exchange rate and current account.Esse trabalho tem como objetivo analisar se as reservas podem ser usadas para reduzir efeito de choques nos termos de troca sobre o câmbio no Brasil. Para isso, foram feitas expansões no modelo de análise proposto Aizeman e Riera-Critchon (2008) para a realidade brasileira. A análise feita utilizou dados brasileiros trimestrais de 1972 até 2015. Os resultados sugerem que o aumento de reservas é capaz de mitigar o efeito de choques positivos dos termos de troca no câmbio e na balança comercial.porExchange rateReservas internacionaisEconomiaMoeda - Reservas internacionaisBalança comercial - BrasilTermos de trocaCâmbioMigação dos choques nos termos de troca sobre o câmbioinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessTEXTTese_GabrielGebrimVFinal1.pdf.txtTese_GabrielGebrimVFinal1.pdf.txtExtracted 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dc.title.por.fl_str_mv Migação dos choques nos termos de troca sobre o câmbio
title Migação dos choques nos termos de troca sobre o câmbio
spellingShingle Migação dos choques nos termos de troca sobre o câmbio
Gebrim, Gabriel Santiago
Exchange rate
Reservas internacionais
Economia
Moeda - Reservas internacionais
Balança comercial - Brasil
Termos de troca
Câmbio
title_short Migação dos choques nos termos de troca sobre o câmbio
title_full Migação dos choques nos termos de troca sobre o câmbio
title_fullStr Migação dos choques nos termos de troca sobre o câmbio
title_full_unstemmed Migação dos choques nos termos de troca sobre o câmbio
title_sort Migação dos choques nos termos de troca sobre o câmbio
author Gebrim, Gabriel Santiago
author_facet Gebrim, Gabriel Santiago
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.member.none.fl_str_mv Mori, Rogério
Mendonça, Diogo de Prince
dc.contributor.author.fl_str_mv Gebrim, Gabriel Santiago
dc.contributor.advisor1.fl_str_mv Marçal, Emerson Fernandes
contributor_str_mv Marçal, Emerson Fernandes
dc.subject.eng.fl_str_mv Exchange rate
topic Exchange rate
Reservas internacionais
Economia
Moeda - Reservas internacionais
Balança comercial - Brasil
Termos de troca
Câmbio
dc.subject.por.fl_str_mv Reservas internacionais
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Moeda - Reservas internacionais
Balança comercial - Brasil
Termos de troca
Câmbio
description This paper analyzes if international reserves can reduce the effects of terms of trade shocks over the Exchange rate in Brazil. For this matter, an expansion of the model proposed by Aizeman e Riera-Critchon (2008) was developed for the Brazilian reality. The paper uses quartely data from 1972 to 2015. The results shows evidence that the active managment of international reservas can smooth the effect of terms of trade shocks over the Exchange rate and current account.
publishDate 2016
dc.date.accessioned.fl_str_mv 2016-09-02T18:34:27Z
dc.date.available.fl_str_mv 2016-09-02T18:34:27Z
dc.date.issued.fl_str_mv 2016-08-12
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
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dc.identifier.citation.fl_str_mv GEBRIM, Gabriel Santiago. Migação dos choques nos termos de troca sobre o câmbio. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2016.
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/16976
identifier_str_mv GEBRIM, Gabriel Santiago. Migação dos choques nos termos de troca sobre o câmbio. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2016.
url http://hdl.handle.net/10438/16976
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