Uma análise empírica dos determinantes das exportações brasileiras por setor e por destino (1999-2013)
Autor(a) principal: | |
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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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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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1815172345660178432 |