Analysis of monetary policy on the collection of VAT in the state of Ceara using the model of vector autoregression

Detalhes bibliográficos
Autor(a) principal: Teresinha Pontes Ribeiro
Data de Publicação: 2010
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Biblioteca Digital de Teses e Dissertações da UFC
Texto Completo: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4773
Resumo: This research aims to analyze quantitatively the impact of monetary policy promoted by the Central Bank of Brazil on the behavior of the tax revenue of ICMS in CearÃ. Thus, we considered information on the collection of industrial, retail and electric, beyond the rate of open unemployment in Fortaleza, and how the transmission mechanism of monetary policy used the Selic interest rate. The model used here is composed of vector autoregression and arguments based on Toda and Yamamoto (1995), and impulse response functions and variance decomposition. The results suggest that a positive shock in monetary policy has negative impact on the tax revenue of ICMS of industry and trade, while the effect on revenues in the electricity sector is positive. And the positive impact of interest rate on the unemployment rate in Cearà is positive, so increases in interest rates tends to increase unemployment in CearÃ.
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spelling info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisAnalysis of monetary policy on the collection of VAT in the state of Ceara using the model of vector autoregressionAnÃlise da polÃtica monetÃria sobre a arrecadaÃÃo do ICMS do estado do Cearà utilizando o modelo de vetores autoregressivos2010-03-08FabrÃcio Carneiro Linhares45504849349http://lattes.cnpq.br/8577355400988841JoÃo MÃrio de FranÃa00000000085Nicolino Trompieri Neto91391750306http://buscatextual.cnpq.br/buscatextual/visualizacv.jsp?id=K4774844A1Guilherme Diniz Irffi04447250675http://lattes.cnpq.br/882155985026171600070000075Teresinha Pontes RibeiroUniversidade Federal do CearÃPrograma de PÃs-GraduaÃÃo em Economia - CAENUFCBRCIENCIAS SOCIAIS APLICADASThis research aims to analyze quantitatively the impact of monetary policy promoted by the Central Bank of Brazil on the behavior of the tax revenue of ICMS in CearÃ. Thus, we considered information on the collection of industrial, retail and electric, beyond the rate of open unemployment in Fortaleza, and how the transmission mechanism of monetary policy used the Selic interest rate. The model used here is composed of vector autoregression and arguments based on Toda and Yamamoto (1995), and impulse response functions and variance decomposition. The results suggest that a positive shock in monetary policy has negative impact on the tax revenue of ICMS of industry and trade, while the effect on revenues in the electricity sector is positive. And the positive impact of interest rate on the unemployment rate in Cearà is positive, so increases in interest rates tends to increase unemployment in CearÃ.Esta pesquisa se propÃe a analisar de maneira quantitativa os impactos da polÃtica monetÃria promovida pelo Banco Central do Brasil (BACEN) sobre o comportamento da arrecadaÃÃo setorial de ICMS no CearÃ. Para isso, foram consideradas informaÃÃes sobre a arrecadaÃÃo dos setores industrial, comÃrcio varejista e elÃtrico, alÃm da taxa de desemprego aberta de Fortaleza, e como mecanismo de transmissÃo da polÃtica monetÃria utilizou-se a taxa de juros SELIC. O modelo empregado aqui à composto por vetores autorregressivos e baseados nos argumentos de Toda e Yamamoto (1995), alÃm de funÃÃes impulso resposta e decomposiÃÃo da variÃncia. Os resultados sugerem que um choque positivo na polÃtica monetÃria exerce impacto negativo sobre as arrecadaÃÃes de ICMS da indÃstria e do comÃrcio varejista, enquanto que o efeito sobre arrecadaÃÃo do setor elÃtrico à positivo. E os choques positivos da taxa de juros sobre a taxa de desemprego cearense à positivo, sendo assim, aumentos na taxa de juros tende a aumentar o desemprego no CearÃ.nÃo hÃhttp://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4773application/pdfinfo:eu-repo/semantics/openAccessporreponame:Biblioteca Digital de Teses e Dissertações da UFCinstname:Universidade Federal do Cearáinstacron:UFC2019-01-21T11:17:48Zmail@mail.com -
dc.title.en.fl_str_mv Analysis of monetary policy on the collection of VAT in the state of Ceara using the model of vector autoregression
dc.title.alternative.pt.fl_str_mv AnÃlise da polÃtica monetÃria sobre a arrecadaÃÃo do ICMS do estado do Cearà utilizando o modelo de vetores autoregressivos
title Analysis of monetary policy on the collection of VAT in the state of Ceara using the model of vector autoregression
spellingShingle Analysis of monetary policy on the collection of VAT in the state of Ceara using the model of vector autoregression
Teresinha Pontes Ribeiro
CIENCIAS SOCIAIS APLICADAS
title_short Analysis of monetary policy on the collection of VAT in the state of Ceara using the model of vector autoregression
title_full Analysis of monetary policy on the collection of VAT in the state of Ceara using the model of vector autoregression
title_fullStr Analysis of monetary policy on the collection of VAT in the state of Ceara using the model of vector autoregression
title_full_unstemmed Analysis of monetary policy on the collection of VAT in the state of Ceara using the model of vector autoregression
title_sort Analysis of monetary policy on the collection of VAT in the state of Ceara using the model of vector autoregression
author Teresinha Pontes Ribeiro
author_facet Teresinha Pontes Ribeiro
author_role author
dc.contributor.advisor1.fl_str_mv FabrÃcio Carneiro Linhares
dc.contributor.advisor1ID.fl_str_mv 45504849349
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/8577355400988841
dc.contributor.referee1.fl_str_mv JoÃo MÃrio de FranÃa
dc.contributor.referee1ID.fl_str_mv 00000000085
dc.contributor.referee2.fl_str_mv Nicolino Trompieri Neto
dc.contributor.referee2ID.fl_str_mv 91391750306
dc.contributor.referee2Lattes.fl_str_mv http://buscatextual.cnpq.br/buscatextual/visualizacv.jsp?id=K4774844A1
dc.contributor.referee3.fl_str_mv Guilherme Diniz Irffi
dc.contributor.referee3ID.fl_str_mv 04447250675
dc.contributor.referee3Lattes.fl_str_mv http://lattes.cnpq.br/8821559850261716
dc.contributor.authorID.fl_str_mv 00070000075
dc.contributor.author.fl_str_mv Teresinha Pontes Ribeiro
contributor_str_mv FabrÃcio Carneiro Linhares
JoÃo MÃrio de FranÃa
Nicolino Trompieri Neto
Guilherme Diniz Irffi
dc.subject.cnpq.fl_str_mv CIENCIAS SOCIAIS APLICADAS
topic CIENCIAS SOCIAIS APLICADAS
dc.description.sponsorship.fl_txt_mv nÃo hÃ
dc.description.abstract.por.fl_txt_mv This research aims to analyze quantitatively the impact of monetary policy promoted by the Central Bank of Brazil on the behavior of the tax revenue of ICMS in CearÃ. Thus, we considered information on the collection of industrial, retail and electric, beyond the rate of open unemployment in Fortaleza, and how the transmission mechanism of monetary policy used the Selic interest rate. The model used here is composed of vector autoregression and arguments based on Toda and Yamamoto (1995), and impulse response functions and variance decomposition. The results suggest that a positive shock in monetary policy has negative impact on the tax revenue of ICMS of industry and trade, while the effect on revenues in the electricity sector is positive. And the positive impact of interest rate on the unemployment rate in Cearà is positive, so increases in interest rates tends to increase unemployment in CearÃ.
Esta pesquisa se propÃe a analisar de maneira quantitativa os impactos da polÃtica monetÃria promovida pelo Banco Central do Brasil (BACEN) sobre o comportamento da arrecadaÃÃo setorial de ICMS no CearÃ. Para isso, foram consideradas informaÃÃes sobre a arrecadaÃÃo dos setores industrial, comÃrcio varejista e elÃtrico, alÃm da taxa de desemprego aberta de Fortaleza, e como mecanismo de transmissÃo da polÃtica monetÃria utilizou-se a taxa de juros SELIC. O modelo empregado aqui à composto por vetores autorregressivos e baseados nos argumentos de Toda e Yamamoto (1995), alÃm de funÃÃes impulso resposta e decomposiÃÃo da variÃncia. Os resultados sugerem que um choque positivo na polÃtica monetÃria exerce impacto negativo sobre as arrecadaÃÃes de ICMS da indÃstria e do comÃrcio varejista, enquanto que o efeito sobre arrecadaÃÃo do setor elÃtrico à positivo. E os choques positivos da taxa de juros sobre a taxa de desemprego cearense à positivo, sendo assim, aumentos na taxa de juros tende a aumentar o desemprego no CearÃ.
description This research aims to analyze quantitatively the impact of monetary policy promoted by the Central Bank of Brazil on the behavior of the tax revenue of ICMS in CearÃ. Thus, we considered information on the collection of industrial, retail and electric, beyond the rate of open unemployment in Fortaleza, and how the transmission mechanism of monetary policy used the Selic interest rate. The model used here is composed of vector autoregression and arguments based on Toda and Yamamoto (1995), and impulse response functions and variance decomposition. The results suggest that a positive shock in monetary policy has negative impact on the tax revenue of ICMS of industry and trade, while the effect on revenues in the electricity sector is positive. And the positive impact of interest rate on the unemployment rate in Cearà is positive, so increases in interest rates tends to increase unemployment in CearÃ.
publishDate 2010
dc.date.issued.fl_str_mv 2010-03-08
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
status_str publishedVersion
format masterThesis
dc.identifier.uri.fl_str_mv http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4773
url http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4773
dc.language.iso.fl_str_mv por
language por
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade Federal do CearÃ
dc.publisher.program.fl_str_mv Programa de PÃs-GraduaÃÃo em Economia - CAEN
dc.publisher.initials.fl_str_mv UFC
dc.publisher.country.fl_str_mv BR
publisher.none.fl_str_mv Universidade Federal do CearÃ
dc.source.none.fl_str_mv reponame:Biblioteca Digital de Teses e Dissertações da UFC
instname:Universidade Federal do Ceará
instacron:UFC
reponame_str Biblioteca Digital de Teses e Dissertações da UFC
collection Biblioteca Digital de Teses e Dissertações da UFC
instname_str Universidade Federal do Ceará
instacron_str UFC
institution UFC
repository.name.fl_str_mv -
repository.mail.fl_str_mv mail@mail.com
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