Empirical analysis of the determinants of the IPCA for the period of 2000 to 2011: an approach based on a SVAR model
Autor(a) principal: | |
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Data de Publicação: | 2017 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | por |
Título da fonte: | Economia Ensaios |
Texto Completo: | https://seer.ufu.br/index.php/revistaeconomiaensaios/article/view/34524 |
Resumo: | This study examines empirically the determinants of the Brazilian inflation, measured by the Broad Consumer Price Index (IPCA) and its decomposition, estimating two equations and using an autoregressive model. The database covers the period from January 2000 to December 2011. Five main groups are mentioned as the determinants of inflation: i) Aggregate Demand; ii) Aggregate Supply; iii) Exchange Rate; iv) Salaries and v) Inertia. The evidences reveals that inertia, external factors and the supply conditions overlap the demand in the determination of the Brazilian inflation. Thus, inflation shows to be little sensitive to the level of activity. |
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Economia Ensaios |
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Empirical analysis of the determinants of the IPCA for the period of 2000 to 2011: an approach based on a SVAR modelThis study examines empirically the determinants of the Brazilian inflation, measured by the Broad Consumer Price Index (IPCA) and its decomposition, estimating two equations and using an autoregressive model. The database covers the period from January 2000 to December 2011. Five main groups are mentioned as the determinants of inflation: i) Aggregate Demand; ii) Aggregate Supply; iii) Exchange Rate; iv) Salaries and v) Inertia. The evidences reveals that inertia, external factors and the supply conditions overlap the demand in the determination of the Brazilian inflation. Thus, inflation shows to be little sensitive to the level of activity. EDUFU2017-10-27info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://seer.ufu.br/index.php/revistaeconomiaensaios/article/view/3452410.14393/REE-v31n2a2017-2Revista Economia Ensaios; Vol. 31 No. 2 (2017)Revista Economia Ensaios; v. 31 n. 2 (2017)1983-19940102-2482reponame:Economia Ensaiosinstname:Universidade Federal de Uberlândia (UFU)instacron:UFUporhttps://seer.ufu.br/index.php/revistaeconomiaensaios/article/view/34524/21066Copyright (c) 2017 Revista Economia Ensaiosinfo:eu-repo/semantics/openAccessAbrita, Mateus Boldrinede Araújo, Eliane CristinaNeto, Angelo Rondina2017-11-09T18:35:59Zoai:ojs.www.seer.ufu.br:article/34524Revistahttps://seer.ufu.br/index.php/revistaeconomiaensaiosPUBhttps://seer.ufu.br/index.php/revistaeconomiaensaios/oai||ecoensaios@ufu.br|| ecoensaios@ufu.br1983-19940102-2482opendoar:2017-11-09T18:35:59Economia Ensaios - Universidade Federal de Uberlândia (UFU)false |
dc.title.none.fl_str_mv |
Empirical analysis of the determinants of the IPCA for the period of 2000 to 2011: an approach based on a SVAR model |
title |
Empirical analysis of the determinants of the IPCA for the period of 2000 to 2011: an approach based on a SVAR model |
spellingShingle |
Empirical analysis of the determinants of the IPCA for the period of 2000 to 2011: an approach based on a SVAR model Abrita, Mateus Boldrine |
title_short |
Empirical analysis of the determinants of the IPCA for the period of 2000 to 2011: an approach based on a SVAR model |
title_full |
Empirical analysis of the determinants of the IPCA for the period of 2000 to 2011: an approach based on a SVAR model |
title_fullStr |
Empirical analysis of the determinants of the IPCA for the period of 2000 to 2011: an approach based on a SVAR model |
title_full_unstemmed |
Empirical analysis of the determinants of the IPCA for the period of 2000 to 2011: an approach based on a SVAR model |
title_sort |
Empirical analysis of the determinants of the IPCA for the period of 2000 to 2011: an approach based on a SVAR model |
author |
Abrita, Mateus Boldrine |
author_facet |
Abrita, Mateus Boldrine de Araújo, Eliane Cristina Neto, Angelo Rondina |
author_role |
author |
author2 |
de Araújo, Eliane Cristina Neto, Angelo Rondina |
author2_role |
author author |
dc.contributor.author.fl_str_mv |
Abrita, Mateus Boldrine de Araújo, Eliane Cristina Neto, Angelo Rondina |
description |
This study examines empirically the determinants of the Brazilian inflation, measured by the Broad Consumer Price Index (IPCA) and its decomposition, estimating two equations and using an autoregressive model. The database covers the period from January 2000 to December 2011. Five main groups are mentioned as the determinants of inflation: i) Aggregate Demand; ii) Aggregate Supply; iii) Exchange Rate; iv) Salaries and v) Inertia. The evidences reveals that inertia, external factors and the supply conditions overlap the demand in the determination of the Brazilian inflation. Thus, inflation shows to be little sensitive to the level of activity. |
publishDate |
2017 |
dc.date.none.fl_str_mv |
2017-10-27 |
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 |
https://seer.ufu.br/index.php/revistaeconomiaensaios/article/view/34524 10.14393/REE-v31n2a2017-2 |
url |
https://seer.ufu.br/index.php/revistaeconomiaensaios/article/view/34524 |
identifier_str_mv |
10.14393/REE-v31n2a2017-2 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.relation.none.fl_str_mv |
https://seer.ufu.br/index.php/revistaeconomiaensaios/article/view/34524/21066 |
dc.rights.driver.fl_str_mv |
Copyright (c) 2017 Revista Economia Ensaios info:eu-repo/semantics/openAccess |
rights_invalid_str_mv |
Copyright (c) 2017 Revista Economia Ensaios |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
EDUFU |
publisher.none.fl_str_mv |
EDUFU |
dc.source.none.fl_str_mv |
Revista Economia Ensaios; Vol. 31 No. 2 (2017) Revista Economia Ensaios; v. 31 n. 2 (2017) 1983-1994 0102-2482 reponame:Economia Ensaios instname:Universidade Federal de Uberlândia (UFU) instacron:UFU |
instname_str |
Universidade Federal de Uberlândia (UFU) |
instacron_str |
UFU |
institution |
UFU |
reponame_str |
Economia Ensaios |
collection |
Economia Ensaios |
repository.name.fl_str_mv |
Economia Ensaios - Universidade Federal de Uberlândia (UFU) |
repository.mail.fl_str_mv |
||ecoensaios@ufu.br|| ecoensaios@ufu.br |
_version_ |
1799944250991837184 |