Admissão e demissão: uma análise multivariada de curto e longo prazo sob a ótica do setor eletroeletrônico brasileiro
Autor(a) principal: | |
---|---|
Data de Publicação: | 2019 |
Tipo de documento: | Dissertação |
Idioma: | por |
Título da fonte: | Manancial - Repositório Digital da UFSM |
Texto Completo: | http://repositorio.ufsm.br/handle/1/20257 |
Resumo: | The objective of this research was to verify if the Cluster analysis would be able to classify and select the macroeconomic variables related to the Brazilian electroelectronic sector in exogeneity terms, as well as to adjust a Vector Autoregressive Model (VAR) and a Vector Error Correction (VEC) which point out the short- and longterm relationship between the variables. The time series that were part of this study were: admission and dismissal in the Brazilian electronics industry, Gross Domestic Product, total Brazilian import and export, monthly average dollar quotation, national broad consumer index and settlement and custody system. The sample period comprised May of 2003 to February of 2017 for the first article, and May of 2003 to September of 2018 in the case of the second article. The variables of the sector were collected in the online platform of the Brazilian Association of the Electrical and Electroelectronic Industry (Abinee), and the others, Ministry of Labor and Employment, General Register, Central Bank of Brazil, Rotary Brazil; Ministry of Finance, and the Brazilian Institute of Geography and Statistics. At the end of the study Cluster analysis proved to be efficient in the classification and selection of variables considering exogeneity, being corroborated by the Granger / Block Exogeneity Causality Test. It was evident that there is a significant relationship between them, indicating that abrupt changes in the macroeconomic variables will result in fluctuations in the number of employees of the Brazilian electrical and electronic industry by at least two months. |
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2021-01-18T11:43:43Z2021-01-18T11:43:43Z2019-02-20http://repositorio.ufsm.br/handle/1/20257The objective of this research was to verify if the Cluster analysis would be able to classify and select the macroeconomic variables related to the Brazilian electroelectronic sector in exogeneity terms, as well as to adjust a Vector Autoregressive Model (VAR) and a Vector Error Correction (VEC) which point out the short- and longterm relationship between the variables. The time series that were part of this study were: admission and dismissal in the Brazilian electronics industry, Gross Domestic Product, total Brazilian import and export, monthly average dollar quotation, national broad consumer index and settlement and custody system. The sample period comprised May of 2003 to February of 2017 for the first article, and May of 2003 to September of 2018 in the case of the second article. The variables of the sector were collected in the online platform of the Brazilian Association of the Electrical and Electroelectronic Industry (Abinee), and the others, Ministry of Labor and Employment, General Register, Central Bank of Brazil, Rotary Brazil; Ministry of Finance, and the Brazilian Institute of Geography and Statistics. At the end of the study Cluster analysis proved to be efficient in the classification and selection of variables considering exogeneity, being corroborated by the Granger / Block Exogeneity Causality Test. It was evident that there is a significant relationship between them, indicating that abrupt changes in the macroeconomic variables will result in fluctuations in the number of employees of the Brazilian electrical and electronic industry by at least two months.O objetivo desta pesquisa foi verificar se a análise de Cluster seria capaz de classificar e selecionar as variáveis macroeconômicas relacionadas ao setor eletroeletrônico brasileiro em termos de exogeneidade, bem como ajustar um Modelo Autorregressivo Vetorial (VAR) e um vetor de correção de erros (VEC) que apontem a relação de curto e longo prazo entre as variáveis. As séries temporais que fizeram parte deste estudo foram: admissão e demissão no setor eletroeletrônico brasileiro, Produto Interno Bruto, total de importação e exportação brasileira, média mensal da cotação do dólar, índice nacional ao consumidor amplo e sistema de liquidação e custódia. O período amostral compreendeu o mês de maio de 2003 a fevereiro de 2017 para o primeiro artigo, e o mês de maio de 2003 a setembro de 2018 no caso do segundo artigo. As variáveis do setor foram coletadas na plataforma online da Associação Brasileira da Indústria Elétrica e Eletrônica (Abinee), e as demais, Ministério do Trabalho e Emprego, Cadastro Geral, Banco Central do Brasil, Rotary Brasil; Ministério da Fazenda, e Instituto Brasileiro de Geografia e Estatística. Ao final do estudo a análise de Cluster mostrou-se eficiente na classificação e seleção das variáveis considerando a exogeneidade, sendo corroborada pelo Granger/Block Exogeneity Causality Test. Ficou evidente que há uma relação significativa entre as mesmas, indicando que mudanças abruptas nas variáveis macroeconômicas resultará em flutuações no número de empregados da indústria eletroeletrônica brasileira por cerca de dois, no mínimo.Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPESporUniversidade Federal de Santa MariaCentro de TecnologiaPrograma de Pós-Graduação em Engenharia de ProduçãoUFSMBrasilEngenharia de ProduçãoAttribution-NonCommercial-NoDerivatives 4.0 Internationalhttp://creativecommons.org/licenses/by-nc-nd/4.0/info:eu-repo/semantics/openAccessAnálise de clusterModelos autorregressivos vetoriaisVetor de correção de errosSetor eletroeletrônicoMacroeconomiaCluster analysisVector autoregressive modelsVector error correctionElectro-electronic sectorMacroeconomicsCNPQ::ENGENHARIAS::ENGENHARIA DE PRODUCAOAdmissão e demissão: uma análise multivariada de curto e longo prazo sob a ótica do setor eletroeletrônico brasileiroAdmission and dismissal: a multivariate short-term and longterm analysis under the optics of the brazilian electroelectronic sectorinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisSouza, Adriano Mendonçahttp://lattes.cnpq.br/5271075797851198Silva, Wesley Vieira dahttp://lattes.cnpq.br/1710286275396858Silva, Marcio Rogério dahttp://lattes.cnpq.br/1136612613285395http://lattes.cnpq.br/9567570471364145Ueda, Renan Mitsuo30080000000560060a97352-41f4-4228-b7b7-9bf285c97d9c39a9fee3-6e4d-4b72-b0ff-467ee5604c34647cd861-7fdf-41de-9f85-8411bc3de1a96466ebc4-2726-4750-8db6-c921b97314a9reponame:Manancial - Repositório Digital da UFSMinstname:Universidade Federal de Santa Maria (UFSM)instacron:UFSMORIGINALDIS_PPGEP_2019_UEDA_RENAN.pdfDIS_PPGEP_2019_UEDA_RENAN.pdfDissertação de Mestradoapplication/pdf2346498http://repositorio.ufsm.br/bitstream/1/20257/1/DIS_PPGEP_2019_UEDA_RENAN.pdf7e038e509ba0d420993ced35e7319e76MD51CC-LICENSElicense_rdflicense_rdfapplication/rdf+xml; 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dc.title.por.fl_str_mv |
Admissão e demissão: uma análise multivariada de curto e longo prazo sob a ótica do setor eletroeletrônico brasileiro |
dc.title.alternative.eng.fl_str_mv |
Admission and dismissal: a multivariate short-term and longterm analysis under the optics of the brazilian electroelectronic sector |
title |
Admissão e demissão: uma análise multivariada de curto e longo prazo sob a ótica do setor eletroeletrônico brasileiro |
spellingShingle |
Admissão e demissão: uma análise multivariada de curto e longo prazo sob a ótica do setor eletroeletrônico brasileiro Ueda, Renan Mitsuo Análise de cluster Modelos autorregressivos vetoriais Vetor de correção de erros Setor eletroeletrônico Macroeconomia Cluster analysis Vector autoregressive models Vector error correction Electro-electronic sector Macroeconomics CNPQ::ENGENHARIAS::ENGENHARIA DE PRODUCAO |
title_short |
Admissão e demissão: uma análise multivariada de curto e longo prazo sob a ótica do setor eletroeletrônico brasileiro |
title_full |
Admissão e demissão: uma análise multivariada de curto e longo prazo sob a ótica do setor eletroeletrônico brasileiro |
title_fullStr |
Admissão e demissão: uma análise multivariada de curto e longo prazo sob a ótica do setor eletroeletrônico brasileiro |
title_full_unstemmed |
Admissão e demissão: uma análise multivariada de curto e longo prazo sob a ótica do setor eletroeletrônico brasileiro |
title_sort |
Admissão e demissão: uma análise multivariada de curto e longo prazo sob a ótica do setor eletroeletrônico brasileiro |
author |
Ueda, Renan Mitsuo |
author_facet |
Ueda, Renan Mitsuo |
author_role |
author |
dc.contributor.advisor1.fl_str_mv |
Souza, Adriano Mendonça |
dc.contributor.advisor1Lattes.fl_str_mv |
http://lattes.cnpq.br/5271075797851198 |
dc.contributor.referee1.fl_str_mv |
Silva, Wesley Vieira da |
dc.contributor.referee1Lattes.fl_str_mv |
http://lattes.cnpq.br/1710286275396858 |
dc.contributor.referee2.fl_str_mv |
Silva, Marcio Rogério da |
dc.contributor.referee2Lattes.fl_str_mv |
http://lattes.cnpq.br/1136612613285395 |
dc.contributor.authorLattes.fl_str_mv |
http://lattes.cnpq.br/9567570471364145 |
dc.contributor.author.fl_str_mv |
Ueda, Renan Mitsuo |
contributor_str_mv |
Souza, Adriano Mendonça Silva, Wesley Vieira da Silva, Marcio Rogério da |
dc.subject.por.fl_str_mv |
Análise de cluster Modelos autorregressivos vetoriais Vetor de correção de erros Setor eletroeletrônico Macroeconomia |
topic |
Análise de cluster Modelos autorregressivos vetoriais Vetor de correção de erros Setor eletroeletrônico Macroeconomia Cluster analysis Vector autoregressive models Vector error correction Electro-electronic sector Macroeconomics CNPQ::ENGENHARIAS::ENGENHARIA DE PRODUCAO |
dc.subject.eng.fl_str_mv |
Cluster analysis Vector autoregressive models Vector error correction Electro-electronic sector Macroeconomics |
dc.subject.cnpq.fl_str_mv |
CNPQ::ENGENHARIAS::ENGENHARIA DE PRODUCAO |
description |
The objective of this research was to verify if the Cluster analysis would be able to classify and select the macroeconomic variables related to the Brazilian electroelectronic sector in exogeneity terms, as well as to adjust a Vector Autoregressive Model (VAR) and a Vector Error Correction (VEC) which point out the short- and longterm relationship between the variables. The time series that were part of this study were: admission and dismissal in the Brazilian electronics industry, Gross Domestic Product, total Brazilian import and export, monthly average dollar quotation, national broad consumer index and settlement and custody system. The sample period comprised May of 2003 to February of 2017 for the first article, and May of 2003 to September of 2018 in the case of the second article. The variables of the sector were collected in the online platform of the Brazilian Association of the Electrical and Electroelectronic Industry (Abinee), and the others, Ministry of Labor and Employment, General Register, Central Bank of Brazil, Rotary Brazil; Ministry of Finance, and the Brazilian Institute of Geography and Statistics. At the end of the study Cluster analysis proved to be efficient in the classification and selection of variables considering exogeneity, being corroborated by the Granger / Block Exogeneity Causality Test. It was evident that there is a significant relationship between them, indicating that abrupt changes in the macroeconomic variables will result in fluctuations in the number of employees of the Brazilian electrical and electronic industry by at least two months. |
publishDate |
2019 |
dc.date.issued.fl_str_mv |
2019-02-20 |
dc.date.accessioned.fl_str_mv |
2021-01-18T11:43:43Z |
dc.date.available.fl_str_mv |
2021-01-18T11:43:43Z |
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.uri.fl_str_mv |
http://repositorio.ufsm.br/handle/1/20257 |
url |
http://repositorio.ufsm.br/handle/1/20257 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.relation.cnpq.fl_str_mv |
300800000005 |
dc.relation.confidence.fl_str_mv |
600 |
dc.relation.authority.fl_str_mv |
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dc.rights.driver.fl_str_mv |
Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/ info:eu-repo/semantics/openAccess |
rights_invalid_str_mv |
Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/ |
eu_rights_str_mv |
openAccess |
dc.publisher.none.fl_str_mv |
Universidade Federal de Santa Maria Centro de Tecnologia |
dc.publisher.program.fl_str_mv |
Programa de Pós-Graduação em Engenharia de Produção |
dc.publisher.initials.fl_str_mv |
UFSM |
dc.publisher.country.fl_str_mv |
Brasil |
dc.publisher.department.fl_str_mv |
Engenharia de Produção |
publisher.none.fl_str_mv |
Universidade Federal de Santa Maria Centro de Tecnologia |
dc.source.none.fl_str_mv |
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