The relationship between exchange rate, quantity exported of cashew nut and price received by producers in Rio Grande do Norte state, Brazil

Detalhes bibliográficos
Autor(a) principal: da Costa, José Marcione
Data de Publicação: 2017
Outros Autores: de Lima Guedes, Maria Josiane, Melo, André de Souza
Tipo de documento: Artigo
Idioma: por
Título da fonte: Contextus (Fortaleza. Online)
Texto Completo: http://periodicos.ufc.br/contextus/article/view/32296
Resumo: This paper seeks to examine the relationship between the exchange rate, the quantity of exported cashew nuts and the price received by producers in the Brazilian state of Rio Grande do Norte from January 2010 to June 2016. The study is justified by the fact the production chain of cashew nut almonds has a great socioeconomic importance in the state in question. To achieve the purpose of the study, Granger causality tests and the econometric model of autoregressive vectors (VAR) were used. The analysis results demonstrated that exports react to exchange rate changes to a greater extent only in the short term. Moreover, the series were shown to have basically autoregressive structures.
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spelling The relationship between exchange rate, quantity exported of cashew nut and price received by producers in Rio Grande do Norte state, BrazilLa relación entre tasa de cambio, cantidad exportada de castaña de cajú y precio recebido por los produtores en el estado de Rio Grande do Norte, BrasilUm estudo das relações entre taxa de câmbio, quantidade exportada de castanha de caju e preço recebido pelos produtores no estado do Rio Grande do NorteVector Autoregressions. Cashew nut. Export. Exchange rate. Price.Vectores autorregresivos. Castaña de cajú. Exportaciones. Tasa de cambio. Precio.Vetores autorregressivos. Castanha de caju. Exportações. Taxa de Câmbio. Preço.This paper seeks to examine the relationship between the exchange rate, the quantity of exported cashew nuts and the price received by producers in the Brazilian state of Rio Grande do Norte from January 2010 to June 2016. The study is justified by the fact the production chain of cashew nut almonds has a great socioeconomic importance in the state in question. To achieve the purpose of the study, Granger causality tests and the econometric model of autoregressive vectors (VAR) were used. The analysis results demonstrated that exports react to exchange rate changes to a greater extent only in the short term. Moreover, the series were shown to have basically autoregressive structures.Este documento tiene por objeto examinar la relación entre la tasa de cambio, la cantidad exportada de castañas de cajú y el precio recibido por los productores en el estado brasileño de Rio Grande do Norte, entre enero de 2010 y junio de 2016. El estudio se justifica por el hecho de que la cadena productiva de la nuez de castaña de cajú tiene gran importancia socioeconómica en el estado de que se trata. Para lograr el objetivo del estudio, se utilizaron tests de causalidad de Granger y el modelo econométrico de vectores autorregresivos (VAR). Los resultados del análisis mostraron que las exportaciones reaccionan en mayor medida sólo en el corto plazo a los cambios en las tasas de cambio. Por otra parte, se pudo observar que las series tienen estructuras básicamente autorregresivas.Este estudo busca examinar a relação entre a taxa de câmbio, a quantidade exportada de castanhas de caju e o preço recebido pelos produtores no estado do Rio Grande do Norte entre janeiro 2010 e junho de 2016. O estudo justifica-se pelo fato de a cadeia produtiva da amêndoa da castanha de caju possuir grande importância socioeconômica no estado em análise. Para alcançar o objetivo do estudo, foram utilizados testes de causalidade de Granger e o modelo econométrico de vetores autorregressivos (VAR). Os resultados das análises demonstraram que as exportações reagem em maior medida a mudanças cambiais apenas no curto prazo. Além disso, pôde-se verificar que as séries possuem estruturas basicamente autorregressivas. FEAAC/UFC2017-10-09info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfapplication/vnd.openxmlformats-officedocument.wordprocessingml.documentapplication/ziphttp://periodicos.ufc.br/contextus/article/view/3229610.19094/contextus.v15i2.937Contextus - Contemporary Journal of Economics and Management; Vol 15 No 2: mai/ago 2017; 120-137Contextus – Revista Contemporánea de Economía y Gestión; Vol. 15 Núm. 2: mai/ago 2017; 120-137Contextus – Revista Contemporânea de Economia e Gestão; v. 15 n. 2: mai/ago 2017; 120-1372178-92581678-2089reponame:Contextus (Fortaleza. Online)instname:Universidade Federal do Ceará (UFC)instacron:UFCporhttp://periodicos.ufc.br/contextus/article/view/32296/pdf_1http://periodicos.ufc.br/contextus/article/view/32296/98265http://periodicos.ufc.br/contextus/article/view/32296/165794http://periodicos.ufc.br/contextus/article/view/32296/165795http://periodicos.ufc.br/contextus/article/view/32296/165796http://periodicos.ufc.br/contextus/article/view/32296/165797Copyright (c) 2017 Revista: apenas para a 1a. publicaçãohttps://creativecommons.org/licenses/by-nc/4.0info:eu-repo/semantics/openAccessda Costa, José Marcionede Lima Guedes, Maria JosianeMelo, André de Souza2021-11-22T12:07:59Zoai:periodicos.ufc:article/32296Revistahttp://periodicos.ufc.br/contextusPUBhttp://periodicos.ufc.br/contextus/oairevistacontextus@ufc.br2178-92581678-2089opendoar:2021-11-22T12:07:59Contextus (Fortaleza. Online) - Universidade Federal do Ceará (UFC)false
dc.title.none.fl_str_mv The relationship between exchange rate, quantity exported of cashew nut and price received by producers in Rio Grande do Norte state, Brazil
La relación entre tasa de cambio, cantidad exportada de castaña de cajú y precio recebido por los produtores en el estado de Rio Grande do Norte, Brasil
Um estudo das relações entre taxa de câmbio, quantidade exportada de castanha de caju e preço recebido pelos produtores no estado do Rio Grande do Norte
title The relationship between exchange rate, quantity exported of cashew nut and price received by producers in Rio Grande do Norte state, Brazil
spellingShingle The relationship between exchange rate, quantity exported of cashew nut and price received by producers in Rio Grande do Norte state, Brazil
da Costa, José Marcione
Vector Autoregressions. Cashew nut. Export. Exchange rate. Price.
Vectores autorregresivos. Castaña de cajú. Exportaciones. Tasa de cambio. Precio.
Vetores autorregressivos. Castanha de caju. Exportações. Taxa de Câmbio. Preço.
title_short The relationship between exchange rate, quantity exported of cashew nut and price received by producers in Rio Grande do Norte state, Brazil
title_full The relationship between exchange rate, quantity exported of cashew nut and price received by producers in Rio Grande do Norte state, Brazil
title_fullStr The relationship between exchange rate, quantity exported of cashew nut and price received by producers in Rio Grande do Norte state, Brazil
title_full_unstemmed The relationship between exchange rate, quantity exported of cashew nut and price received by producers in Rio Grande do Norte state, Brazil
title_sort The relationship between exchange rate, quantity exported of cashew nut and price received by producers in Rio Grande do Norte state, Brazil
author da Costa, José Marcione
author_facet da Costa, José Marcione
de Lima Guedes, Maria Josiane
Melo, André de Souza
author_role author
author2 de Lima Guedes, Maria Josiane
Melo, André de Souza
author2_role author
author
dc.contributor.author.fl_str_mv da Costa, José Marcione
de Lima Guedes, Maria Josiane
Melo, André de Souza
dc.subject.por.fl_str_mv Vector Autoregressions. Cashew nut. Export. Exchange rate. Price.
Vectores autorregresivos. Castaña de cajú. Exportaciones. Tasa de cambio. Precio.
Vetores autorregressivos. Castanha de caju. Exportações. Taxa de Câmbio. Preço.
topic Vector Autoregressions. Cashew nut. Export. Exchange rate. Price.
Vectores autorregresivos. Castaña de cajú. Exportaciones. Tasa de cambio. Precio.
Vetores autorregressivos. Castanha de caju. Exportações. Taxa de Câmbio. Preço.
description This paper seeks to examine the relationship between the exchange rate, the quantity of exported cashew nuts and the price received by producers in the Brazilian state of Rio Grande do Norte from January 2010 to June 2016. The study is justified by the fact the production chain of cashew nut almonds has a great socioeconomic importance in the state in question. To achieve the purpose of the study, Granger causality tests and the econometric model of autoregressive vectors (VAR) were used. The analysis results demonstrated that exports react to exchange rate changes to a greater extent only in the short term. Moreover, the series were shown to have basically autoregressive structures.
publishDate 2017
dc.date.none.fl_str_mv 2017-10-09
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://periodicos.ufc.br/contextus/article/view/32296
10.19094/contextus.v15i2.937
url http://periodicos.ufc.br/contextus/article/view/32296
identifier_str_mv 10.19094/contextus.v15i2.937
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv http://periodicos.ufc.br/contextus/article/view/32296/pdf_1
http://periodicos.ufc.br/contextus/article/view/32296/98265
http://periodicos.ufc.br/contextus/article/view/32296/165794
http://periodicos.ufc.br/contextus/article/view/32296/165795
http://periodicos.ufc.br/contextus/article/view/32296/165796
http://periodicos.ufc.br/contextus/article/view/32296/165797
dc.rights.driver.fl_str_mv Copyright (c) 2017 Revista: apenas para a 1a. publicação
https://creativecommons.org/licenses/by-nc/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2017 Revista: apenas para a 1a. publicação
https://creativecommons.org/licenses/by-nc/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/vnd.openxmlformats-officedocument.wordprocessingml.document
application/zip
dc.publisher.none.fl_str_mv FEAAC/UFC
publisher.none.fl_str_mv FEAAC/UFC
dc.source.none.fl_str_mv Contextus - Contemporary Journal of Economics and Management; Vol 15 No 2: mai/ago 2017; 120-137
Contextus – Revista Contemporánea de Economía y Gestión; Vol. 15 Núm. 2: mai/ago 2017; 120-137
Contextus – Revista Contemporânea de Economia e Gestão; v. 15 n. 2: mai/ago 2017; 120-137
2178-9258
1678-2089
reponame:Contextus (Fortaleza. Online)
instname:Universidade Federal do Ceará (UFC)
instacron:UFC
instname_str Universidade Federal do Ceará (UFC)
instacron_str UFC
institution UFC
reponame_str Contextus (Fortaleza. Online)
collection Contextus (Fortaleza. Online)
repository.name.fl_str_mv Contextus (Fortaleza. Online) - Universidade Federal do Ceará (UFC)
repository.mail.fl_str_mv revistacontextus@ufc.br
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