Efeitos de variáveis macroeconômicas no preço do boi gordo no Estado de São Paulo

• Autor(a) principal: Aguiar, Henrique Menezes
• 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/10438/16770
• topic: Função de transferência; Pecuária; Análise de séries temporais; Economia; Carne bovina; Carne bovina - Preços; Modelos econométricos

This work has the objective to analyze the influence of variations in the national and international income, the U.S. dollar and the rainfall on the prices received by producers of cattle in the state of São Paulo during the period from January 2003 to December 2015. The method used to evaluate the impacts was the Auto Regressive Integrated Moving Averages (ARIMA) model, developed by Box and Jenkins (1976) and transfer functions, which capture the elasticity of changes in explanatory variables on the variable of interest and the lag in that the effect occurs. The results show that there exists an influence, quantified using elasticity, of both internal and external factors in the variation of the price received by producers of cattle in the state of São Paulo.