Análise do mecanismo de transmissão dos preços internacionais de commodities agrícolas sobre o comportamento da taxa de câmbio real no Brasil
Autor(a) principal: | |
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Data de Publicação: | 2010 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/6630 |
Resumo: | This paper examined the transmission mechanism of international prices of agricultural commodities into the real exchange rate in Brazil for the period from January 2000 to February 2010. We used time series models (ARIMA Model, Transfer Model, Intervention Analysis, Johansen Cointegration Test) in determination of the short and long run elasticities. Transfer Function Model results show that changes in international prices of agricultural commodities are transmitted to the real exchange rate in Brazil in the short run, however, that transmission is less than unity, thus configuring the inelastic relationship. Johansen cointegration tests show that these variables are not co-integrated, no longer converge to the long-run equilibrium. These results are in agreement Cashim et al. (2004), which also found no long run relationship between real exchange rate and commodity prices in the case of Brazil. These results show that monetary shocks have greater weight on changes of the real exchange rate than real shocks. |
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Margarido, Mario AntonioFelippe, Cauê SerigatiBruno, Benzaquen PerosaEscolas::EESP2010-05-26T19:23:30Z2010-05-26T19:23:30Z2010-05-26http://hdl.handle.net/10438/6630This paper examined the transmission mechanism of international prices of agricultural commodities into the real exchange rate in Brazil for the period from January 2000 to February 2010. We used time series models (ARIMA Model, Transfer Model, Intervention Analysis, Johansen Cointegration Test) in determination of the short and long run elasticities. Transfer Function Model results show that changes in international prices of agricultural commodities are transmitted to the real exchange rate in Brazil in the short run, however, that transmission is less than unity, thus configuring the inelastic relationship. Johansen cointegration tests show that these variables are not co-integrated, no longer converge to the long-run equilibrium. These results are in agreement Cashim et al. (2004), which also found no long run relationship between real exchange rate and commodity prices in the case of Brazil. These results show that monetary shocks have greater weight on changes of the real exchange rate than real shocks.engTextos para Discussão;256Real shockReal exchange rateTransmission mechanismAgricultural commoditiesEconomiaMercado futuro de mercadoriasCâmbioAnálise do mecanismo de transmissão dos preços internacionais de commodities agrícolas sobre o comportamento da taxa de câmbio real no Brasilinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlereponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessORIGINALTD 256 - Mario Antonio Margarido; Felippe Cauê Serigati; Bruno Benzaquen Perosa.pdfTD 256 - Mario Antonio Margarido; Felippe Cauê Serigati; Bruno Benzaquen Perosa.pdfapplication/pdf179082https://repositorio.fgv.br/bitstreams/827cc551-9322-47e8-bcfd-98a15aaeb816/download8cdbbedba20a778039926500f9b63c85MD51LICENSElicense.txtlicense.txttext/plain; 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|
dc.title.por.fl_str_mv |
Análise do mecanismo de transmissão dos preços internacionais de commodities agrícolas sobre o comportamento da taxa de câmbio real no Brasil |
title |
Análise do mecanismo de transmissão dos preços internacionais de commodities agrícolas sobre o comportamento da taxa de câmbio real no Brasil |
spellingShingle |
Análise do mecanismo de transmissão dos preços internacionais de commodities agrícolas sobre o comportamento da taxa de câmbio real no Brasil Margarido, Mario Antonio Real shock Real exchange rate Transmission mechanism Agricultural commodities Economia Mercado futuro de mercadorias Câmbio |
title_short |
Análise do mecanismo de transmissão dos preços internacionais de commodities agrícolas sobre o comportamento da taxa de câmbio real no Brasil |
title_full |
Análise do mecanismo de transmissão dos preços internacionais de commodities agrícolas sobre o comportamento da taxa de câmbio real no Brasil |
title_fullStr |
Análise do mecanismo de transmissão dos preços internacionais de commodities agrícolas sobre o comportamento da taxa de câmbio real no Brasil |
title_full_unstemmed |
Análise do mecanismo de transmissão dos preços internacionais de commodities agrícolas sobre o comportamento da taxa de câmbio real no Brasil |
title_sort |
Análise do mecanismo de transmissão dos preços internacionais de commodities agrícolas sobre o comportamento da taxa de câmbio real no Brasil |
author |
Margarido, Mario Antonio |
author_facet |
Margarido, Mario Antonio Felippe, Cauê Serigati Bruno, Benzaquen Perosa |
author_role |
author |
author2 |
Felippe, Cauê Serigati Bruno, Benzaquen Perosa |
author2_role |
author author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EESP |
dc.contributor.author.fl_str_mv |
Margarido, Mario Antonio Felippe, Cauê Serigati Bruno, Benzaquen Perosa |
dc.subject.eng.fl_str_mv |
Real shock Real exchange rate Transmission mechanism |
topic |
Real shock Real exchange rate Transmission mechanism Agricultural commodities Economia Mercado futuro de mercadorias Câmbio |
dc.subject.por.fl_str_mv |
Agricultural commodities |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Mercado futuro de mercadorias Câmbio |
description |
This paper examined the transmission mechanism of international prices of agricultural commodities into the real exchange rate in Brazil for the period from January 2000 to February 2010. We used time series models (ARIMA Model, Transfer Model, Intervention Analysis, Johansen Cointegration Test) in determination of the short and long run elasticities. Transfer Function Model results show that changes in international prices of agricultural commodities are transmitted to the real exchange rate in Brazil in the short run, however, that transmission is less than unity, thus configuring the inelastic relationship. Johansen cointegration tests show that these variables are not co-integrated, no longer converge to the long-run equilibrium. These results are in agreement Cashim et al. (2004), which also found no long run relationship between real exchange rate and commodity prices in the case of Brazil. These results show that monetary shocks have greater weight on changes of the real exchange rate than real shocks. |
publishDate |
2010 |
dc.date.accessioned.fl_str_mv |
2010-05-26T19:23:30Z |
dc.date.available.fl_str_mv |
2010-05-26T19:23:30Z |
dc.date.issued.fl_str_mv |
2010-05-26 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/6630 |
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http://hdl.handle.net/10438/6630 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.ispartofseries.por.fl_str_mv |
Textos para Discussão;256 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
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