Uma análise empírica dos determinantes das exportações brasileiras por setor e por destino (1999-2013)

Detalhes bibliográficos
Autor(a) principal: Casagrande, Dieison Lenon
Data de Publicação: 2014
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Manancial - Repositório Digital da UFSM
dARK ID: ark:/26339/001300000hmw2
Texto Completo: http://repositorio.ufsm.br/handle/1/6608
Resumo: This study aims to analyze the performance of Brazilian exports, disaggregated by aggregate factor (Basic, Semi-manufactured and Manufactured), to Asia and Trade Partners NAFTA and the European Union, based on monthly data for the period January 1999 to June 2013. For this, were identified based on theoretical grounds, the main determinants and, through statistical tools, equations of short and long run for Brazilian sector exports were estimated, so that they could evaluate the elasticities quantum exported from the country. Still, were analyzed the performance and structure of Brazilian exports sector, their relationships with selected trade partners as well as their participation in world trade. For this, from an extension of the traditional theoretical model of imperfect substitutes, elaborated by Goldstein and Khan (1978), we use the method of Johansen cointegration and Error Correction Model (ECM) for determining the elasticities. Through the traditional literature of foreign trade, it was inferred that the determinants of exports are pegged to an index of income from trading partners, to index relative price of exports and the exchange rate. The results showed that the elasticities are greater than the long term to short term. Facing the sectorial impacts, the elasticities of trade with Asia and NAFTA show that the class of basic goods is more sensitive to income, while the other classes are more sensitive to exchange rate variations. On the other hand, exports to the European Union, income is the main determinant of the classes of manufactured and semimanufactured goods, while basics goods are more sensitive to exchange rates. In reference to average sectorial elasticities, one can say that income is the main determinant of basic products exports, while the classes of semi-manufactured and manufactured goods are more sensitive to changes in price levels. Finally, the negative effect of exchange rate volatility, verified is be a dynamic mainly short run.
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spelling Uma análise empírica dos determinantes das exportações brasileiras por setor e por destino (1999-2013)An empirical analysis of the determinants of brazilian exports by sector and by destination (1999-2013)Exportações setoriais brasileirasModelo de substitutos imperfeitosElasticidadesParceiros comerciaisCointegraçãoBrazilian exports sectorModel of imperfect substitutesElasticitiesTrade partnersCointegrationCNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIAThis study aims to analyze the performance of Brazilian exports, disaggregated by aggregate factor (Basic, Semi-manufactured and Manufactured), to Asia and Trade Partners NAFTA and the European Union, based on monthly data for the period January 1999 to June 2013. For this, were identified based on theoretical grounds, the main determinants and, through statistical tools, equations of short and long run for Brazilian sector exports were estimated, so that they could evaluate the elasticities quantum exported from the country. Still, were analyzed the performance and structure of Brazilian exports sector, their relationships with selected trade partners as well as their participation in world trade. For this, from an extension of the traditional theoretical model of imperfect substitutes, elaborated by Goldstein and Khan (1978), we use the method of Johansen cointegration and Error Correction Model (ECM) for determining the elasticities. Through the traditional literature of foreign trade, it was inferred that the determinants of exports are pegged to an index of income from trading partners, to index relative price of exports and the exchange rate. The results showed that the elasticities are greater than the long term to short term. Facing the sectorial impacts, the elasticities of trade with Asia and NAFTA show that the class of basic goods is more sensitive to income, while the other classes are more sensitive to exchange rate variations. On the other hand, exports to the European Union, income is the main determinant of the classes of manufactured and semimanufactured goods, while basics goods are more sensitive to exchange rates. In reference to average sectorial elasticities, one can say that income is the main determinant of basic products exports, while the classes of semi-manufactured and manufactured goods are more sensitive to changes in price levels. Finally, the negative effect of exchange rate volatility, verified is be a dynamic mainly short run.Coordenação de Aperfeiçoamento de Pessoal de Nível SuperiorO presente estudo tem como objetivo analisar o desempenho das exportações brasileiras, desagregadas por fator agregado (Básicos, Semimanufaturados e Manufaturados), para a Ásia e os Blocos Econômicos Nafta e União Europeia, a partir de dados mensais para o período de janeiro de 1999 a junho de 2013. Para isso, foram identificados, com base nos fundamentos teóricos, os principais determinantes e, através do ferramental estatístico, foram estimadas equações de curto e longo prazo para as exportações setoriais brasileiras, para que se pudesse avaliar as elasticidades do quantum exportado do país. Ainda, foram analisados o desempenho e a estrutura das exportações setoriais brasileiras, suas relações com os parceiros comerciais selecionados, bem como sua participação no comércio mundial. Para tanto, a partir de uma extensão do tradicional modelo teórico de substitutos imperfeitos, elaborado por Goldstein e Khan (1978), utiliza-se o método de cointegração de Johansen e o Modelo de Correção de Erros (ECM) para a determinação das elasticidades. Através da literatura tradicional de comércio exterior, inferiu-se que os determinantes das exportações estão atrelados a um índice de renda dos parceiros comerciais, ao índice de preço relativo das exportações e a taxa de câmbio. Os resultados mostraram que as elasticidades de longo prazo são superiores às de curto prazo. Frente aos impactos setoriais, as elasticidades do comércio com a Ásia e o Nafta mostram que a classe de produtos básicos é mais sensível à renda, enquanto que as demais classes são mais sensíveis às variações cambiais. Por outro lado, nas exportações para a União Europeia, a renda é o principal determinante das classes de manufaturados e semimanufaturados, enquanto que os produtos básicos são mais sensíveis ao câmbio. Em referência às elasticidades setoriais médias, pode-se dizer que a renda é o principal determinante das exportações de produtos básicos, enquanto que as classes de semimanufaturados e manufaturados são mais sensíveis às variações dos níveis de preços. Por fim, quanto ao impacto negativo da volatilidade cambial, verificou-se ser uma dinâmica, principalmente, de curto prazo.Universidade Federal de Santa MariaBREconomiaUFSMPrograma de Pós-Graduação em Economia e DesenvolvimentoFeistel, Paulo Ricardohttp://lattes.cnpq.br/9828248768218577Ilha, Adayr da Silvahttp://lattes.cnpq.br/5596304978569406Azevedo, André Filipe Zago dehttp://lattes.cnpq.br/0625926234026025Casagrande, Dieison Lenon2014-10-012014-10-012014-03-10info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfapplication/pdfCASAGRANDE, Dieison Lenon. AN EMPIRICAL ANALYSIS OF THE DETERMINANTS OF BRAZILIAN EXPORTS BY SECTOR AND BY DESTINATION (1999-2013). 2014. 199 f. Dissertação (Mestrado em Economia) - Universidade Federal de Santa Maria, Santa Maria, 2014.http://repositorio.ufsm.br/handle/1/6608ark:/26339/001300000hmw2porinfo:eu-repo/semantics/openAccessreponame:Manancial - Repositório Digital da UFSMinstname:Universidade Federal de Santa Maria (UFSM)instacron:UFSM2022-05-12T13:59:42Zoai:repositorio.ufsm.br:1/6608Biblioteca Digital de Teses e Dissertaçõeshttps://repositorio.ufsm.br/ONGhttps://repositorio.ufsm.br/oai/requestatendimento.sib@ufsm.br||tedebc@gmail.comopendoar:2022-05-12T13:59:42Manancial - Repositório Digital da UFSM - Universidade Federal de Santa Maria (UFSM)false
dc.title.none.fl_str_mv Uma análise empírica dos determinantes das exportações brasileiras por setor e por destino (1999-2013)
An empirical analysis of the determinants of brazilian exports by sector and by destination (1999-2013)
title Uma análise empírica dos determinantes das exportações brasileiras por setor e por destino (1999-2013)
spellingShingle Uma análise empírica dos determinantes das exportações brasileiras por setor e por destino (1999-2013)
Casagrande, Dieison Lenon
Exportações setoriais brasileiras
Modelo de substitutos imperfeitos
Elasticidades
Parceiros comerciais
Cointegração
Brazilian exports sector
Model of imperfect substitutes
Elasticities
Trade partners
Cointegration
CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA
title_short Uma análise empírica dos determinantes das exportações brasileiras por setor e por destino (1999-2013)
title_full Uma análise empírica dos determinantes das exportações brasileiras por setor e por destino (1999-2013)
title_fullStr Uma análise empírica dos determinantes das exportações brasileiras por setor e por destino (1999-2013)
title_full_unstemmed Uma análise empírica dos determinantes das exportações brasileiras por setor e por destino (1999-2013)
title_sort Uma análise empírica dos determinantes das exportações brasileiras por setor e por destino (1999-2013)
author Casagrande, Dieison Lenon
author_facet Casagrande, Dieison Lenon
author_role author
dc.contributor.none.fl_str_mv Feistel, Paulo Ricardo
http://lattes.cnpq.br/9828248768218577
Ilha, Adayr da Silva
http://lattes.cnpq.br/5596304978569406
Azevedo, André Filipe Zago de
http://lattes.cnpq.br/0625926234026025
dc.contributor.author.fl_str_mv Casagrande, Dieison Lenon
dc.subject.por.fl_str_mv Exportações setoriais brasileiras
Modelo de substitutos imperfeitos
Elasticidades
Parceiros comerciais
Cointegração
Brazilian exports sector
Model of imperfect substitutes
Elasticities
Trade partners
Cointegration
CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA
topic Exportações setoriais brasileiras
Modelo de substitutos imperfeitos
Elasticidades
Parceiros comerciais
Cointegração
Brazilian exports sector
Model of imperfect substitutes
Elasticities
Trade partners
Cointegration
CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA
description This study aims to analyze the performance of Brazilian exports, disaggregated by aggregate factor (Basic, Semi-manufactured and Manufactured), to Asia and Trade Partners NAFTA and the European Union, based on monthly data for the period January 1999 to June 2013. For this, were identified based on theoretical grounds, the main determinants and, through statistical tools, equations of short and long run for Brazilian sector exports were estimated, so that they could evaluate the elasticities quantum exported from the country. Still, were analyzed the performance and structure of Brazilian exports sector, their relationships with selected trade partners as well as their participation in world trade. For this, from an extension of the traditional theoretical model of imperfect substitutes, elaborated by Goldstein and Khan (1978), we use the method of Johansen cointegration and Error Correction Model (ECM) for determining the elasticities. Through the traditional literature of foreign trade, it was inferred that the determinants of exports are pegged to an index of income from trading partners, to index relative price of exports and the exchange rate. The results showed that the elasticities are greater than the long term to short term. Facing the sectorial impacts, the elasticities of trade with Asia and NAFTA show that the class of basic goods is more sensitive to income, while the other classes are more sensitive to exchange rate variations. On the other hand, exports to the European Union, income is the main determinant of the classes of manufactured and semimanufactured goods, while basics goods are more sensitive to exchange rates. In reference to average sectorial elasticities, one can say that income is the main determinant of basic products exports, while the classes of semi-manufactured and manufactured goods are more sensitive to changes in price levels. Finally, the negative effect of exchange rate volatility, verified is be a dynamic mainly short run.
publishDate 2014
dc.date.none.fl_str_mv 2014-10-01
2014-10-01
2014-03-10
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 CASAGRANDE, Dieison Lenon. AN EMPIRICAL ANALYSIS OF THE DETERMINANTS OF BRAZILIAN EXPORTS BY SECTOR AND BY DESTINATION (1999-2013). 2014. 199 f. Dissertação (Mestrado em Economia) - Universidade Federal de Santa Maria, Santa Maria, 2014.
http://repositorio.ufsm.br/handle/1/6608
dc.identifier.dark.fl_str_mv ark:/26339/001300000hmw2
identifier_str_mv CASAGRANDE, Dieison Lenon. AN EMPIRICAL ANALYSIS OF THE DETERMINANTS OF BRAZILIAN EXPORTS BY SECTOR AND BY DESTINATION (1999-2013). 2014. 199 f. Dissertação (Mestrado em Economia) - Universidade Federal de Santa Maria, Santa Maria, 2014.
ark:/26339/001300000hmw2
url http://repositorio.ufsm.br/handle/1/6608
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
application/pdf
dc.publisher.none.fl_str_mv Universidade Federal de Santa Maria
BR
Economia
UFSM
Programa de Pós-Graduação em Economia e Desenvolvimento
publisher.none.fl_str_mv Universidade Federal de Santa Maria
BR
Economia
UFSM
Programa de Pós-Graduação em Economia e Desenvolvimento
dc.source.none.fl_str_mv reponame:Manancial - Repositório Digital da UFSM
instname:Universidade Federal de Santa Maria (UFSM)
instacron:UFSM
instname_str Universidade Federal de Santa Maria (UFSM)
instacron_str UFSM
institution UFSM
reponame_str Manancial - Repositório Digital da UFSM
collection Manancial - Repositório Digital da UFSM
repository.name.fl_str_mv Manancial - Repositório Digital da UFSM - Universidade Federal de Santa Maria (UFSM)
repository.mail.fl_str_mv atendimento.sib@ufsm.br||tedebc@gmail.com
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