Canal de crédito para o Brasil : uma avaliação empírica

Detalhes bibliográficos
Autor(a) principal: Bogado, Pedro Rangel
Data de Publicação: 2011
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/10445
Resumo: The identification problem of supply and demand equations for testing the bank lending channel has been discussed in recent decades. This work evaluates the identification strategy carried out in a VECM setting to determine if there is empirical evidence of a bank lending channel in the transmission of monetary policy in Brazil. Monthly aggregate data was used for the period 2001 through 2010.
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spelling Bogado, Pedro RangelEscolas::EPGEFGVGonçalves, Edson Daniel LopesAthayde, Gustavo Monteiro deFlôres Junior, Renato Galvão2013-01-29T16:28:57Z2013-01-29T16:28:57Z2011BOGADO, Pedro Rangel. Canal de crédito para o Brasil : uma avaliação empírica. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2011.https://hdl.handle.net/10438/10445The identification problem of supply and demand equations for testing the bank lending channel has been discussed in recent decades. This work evaluates the identification strategy carried out in a VECM setting to determine if there is empirical evidence of a bank lending channel in the transmission of monetary policy in Brazil. Monthly aggregate data was used for the period 2001 through 2010.O problema da identificação de equações de oferta e demanda de crédito para verificação da existência do canal de crédito tem sido sendo bastante discutido nas últimas décadas. Este trabalho avalia a estratégia de identificação via estimação de um modelo de um Modelo Vetorial de Correção de Erros para determinar a relevância do canal de crédito no Brasil. Foram utilizados dados agregados mensais compreendendo o período de 2001 até 2010.porSéries temporaisIdentificação de oferta e demanda de créditoCredit channelCredit supply and demand identificationCanal de créditoTestsTime seriesVECMEconomiaCréditosAnálise de séries temporaisOferta e procuraCanal de crédito para o Brasil : uma avaliação empíricainfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALPDFPDFapplication/pdf351157https://repositorio.fgv.br/bitstreams/54361a49-0fec-4171-8266-d0d0db3ee7a3/download8e8aaaca8adbafbbe0148af641564a29MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/53a1d5e3-4dd7-410c-a39c-ca4360f3cc77/downloaddfb340242cced38a6cca06c627998fa1MD52TEXTPedroBogado_final.pdf.txtPedroBogado_final.pdf.txtExtracted 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dc.title.por.fl_str_mv Canal de crédito para o Brasil : uma avaliação empírica
title Canal de crédito para o Brasil : uma avaliação empírica
spellingShingle Canal de crédito para o Brasil : uma avaliação empírica
Bogado, Pedro Rangel
Séries temporais
Identificação de oferta e demanda de crédito
Credit channel
Credit supply and demand identification
Canal de crédito
Tests
Time series
VECM
Economia
Créditos
Análise de séries temporais
Oferta e procura
title_short Canal de crédito para o Brasil : uma avaliação empírica
title_full Canal de crédito para o Brasil : uma avaliação empírica
title_fullStr Canal de crédito para o Brasil : uma avaliação empírica
title_full_unstemmed Canal de crédito para o Brasil : uma avaliação empírica
title_sort Canal de crédito para o Brasil : uma avaliação empírica
author Bogado, Pedro Rangel
author_facet Bogado, Pedro Rangel
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.member.none.fl_str_mv Gonçalves, Edson Daniel Lopes
Athayde, Gustavo Monteiro de
dc.contributor.author.fl_str_mv Bogado, Pedro Rangel
dc.contributor.advisor1.fl_str_mv Flôres Junior, Renato Galvão
contributor_str_mv Flôres Junior, Renato Galvão
dc.subject.por.fl_str_mv Séries temporais
Identificação de oferta e demanda de crédito
Credit channel
Credit supply and demand identification
Canal de crédito
topic Séries temporais
Identificação de oferta e demanda de crédito
Credit channel
Credit supply and demand identification
Canal de crédito
Tests
Time series
VECM
Economia
Créditos
Análise de séries temporais
Oferta e procura
dc.subject.eng.fl_str_mv Tests
Time series
VECM
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Créditos
Análise de séries temporais
Oferta e procura
description The identification problem of supply and demand equations for testing the bank lending channel has been discussed in recent decades. This work evaluates the identification strategy carried out in a VECM setting to determine if there is empirical evidence of a bank lending channel in the transmission of monetary policy in Brazil. Monthly aggregate data was used for the period 2001 through 2010.
publishDate 2011
dc.date.issued.fl_str_mv 2011
dc.date.accessioned.fl_str_mv 2013-01-29T16:28:57Z
dc.date.available.fl_str_mv 2013-01-29T16:28:57Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.citation.fl_str_mv BOGADO, Pedro Rangel. Canal de crédito para o Brasil : uma avaliação empírica. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2011.
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/10445
identifier_str_mv BOGADO, Pedro Rangel. Canal de crédito para o Brasil : uma avaliação empírica. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2011.
url https://hdl.handle.net/10438/10445
dc.language.iso.fl_str_mv por
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
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instname_str Fundação Getulio Vargas (FGV)
instacron_str FGV
institution FGV
reponame_str Repositório Institucional do FGV (FGV Repositório Digital)
collection Repositório Institucional do FGV (FGV Repositório Digital)
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