Demanda por moeda no caso brasileiro

Detalhes bibliográficos
Autor(a) principal: Chung, João Su Man
Data de Publicação: 2020
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/29464
Resumo: O trabalho visa avaliar a relação existente entre moeda, variação de preços, produto do país e taxa de juros, em particular, focando em uma demanda por moeda no período de 1996 a 2019. A metodologia é uma análise de cointegração que utiliza o modelo de vetores autoregressivos com mecanismo de correção de erros. Os testes foram conclusivos na demanda por moeda unitária com uma resposta melhor para o M2 do que para o M1.
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spelling Chung, João Su ManEscolas::EESPMuinhos, Marcelo KfouryMedonça, Diogo de PrinceMarçal, Emerson Fernandes2020-07-16T17:45:59Z2020-07-16T17:45:59Z2020-06-26https://hdl.handle.net/10438/29464O trabalho visa avaliar a relação existente entre moeda, variação de preços, produto do país e taxa de juros, em particular, focando em uma demanda por moeda no período de 1996 a 2019. A metodologia é uma análise de cointegração que utiliza o modelo de vetores autoregressivos com mecanismo de correção de erros. Os testes foram conclusivos na demanda por moeda unitária com uma resposta melhor para o M2 do que para o M1.The paper aims to understand the relationship between money, inflation, output, rate, and specially in the demand of money during 1996-2019. The methodology is the cointegrated autoregressive vectors through error correction mechanism. The tests results showed a better response for M2 than M1, but both concluded the presence of unitary elasticity of demand for money.porDemand of moneyElasticityCointegrationVECMDemanda por moedaElasticidadeCointegraçãoEconomiaProcura de moedaElasticidade (Economia)CointegraçãoModelos econométricosDemanda por moeda no caso brasileiroinfo: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:FGVORIGINALDemanda por Moeda no Caso Brasileir (JOAO CHUNG C205596) v3.pdfDemanda por Moeda no Caso Brasileir (JOAO CHUNG C205596) v3.pdfPDFapplication/pdf1082508https://repositorio.fgv.br/bitstreams/b65dbf73-4c04-4bb2-a27a-5da6661b3595/download428480a77371d1e4e28e32cb1258587aMD56LICENSElicense.txtlicense.txttext/plain; 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dc.title.por.fl_str_mv Demanda por moeda no caso brasileiro
title Demanda por moeda no caso brasileiro
spellingShingle Demanda por moeda no caso brasileiro
Chung, João Su Man
Demand of money
Elasticity
Cointegration
VECM
Demanda por moeda
Elasticidade
Cointegração
Economia
Procura de moeda
Elasticidade (Economia)
Cointegração
Modelos econométricos
title_short Demanda por moeda no caso brasileiro
title_full Demanda por moeda no caso brasileiro
title_fullStr Demanda por moeda no caso brasileiro
title_full_unstemmed Demanda por moeda no caso brasileiro
title_sort Demanda por moeda no caso brasileiro
author Chung, João Su Man
author_facet Chung, João Su Man
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.member.none.fl_str_mv Muinhos, Marcelo Kfoury
Medonça, Diogo de Prince
dc.contributor.author.fl_str_mv Chung, João Su Man
dc.contributor.advisor1.fl_str_mv Marçal, Emerson Fernandes
contributor_str_mv Marçal, Emerson Fernandes
dc.subject.eng.fl_str_mv Demand of money
Elasticity
Cointegration
topic Demand of money
Elasticity
Cointegration
VECM
Demanda por moeda
Elasticidade
Cointegração
Economia
Procura de moeda
Elasticidade (Economia)
Cointegração
Modelos econométricos
dc.subject.por.fl_str_mv VECM
Demanda por moeda
Elasticidade
Cointegração
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Procura de moeda
Elasticidade (Economia)
Cointegração
Modelos econométricos
description O trabalho visa avaliar a relação existente entre moeda, variação de preços, produto do país e taxa de juros, em particular, focando em uma demanda por moeda no período de 1996 a 2019. A metodologia é uma análise de cointegração que utiliza o modelo de vetores autoregressivos com mecanismo de correção de erros. Os testes foram conclusivos na demanda por moeda unitária com uma resposta melhor para o M2 do que para o M1.
publishDate 2020
dc.date.accessioned.fl_str_mv 2020-07-16T17:45:59Z
dc.date.available.fl_str_mv 2020-07-16T17:45:59Z
dc.date.issued.fl_str_mv 2020-06-26
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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