Impact of macroeconomic variables and as hidden debt on Market Sentiment
Autor(a) principal: | |
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Data de Publicação: | 2022 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | por |
Título da fonte: | REVES - Revista Relações Sociais |
Texto Completo: | https://periodicos.ufv.br/reves/article/view/14524 |
Resumo: | The survey assessed the impact of macroeconomic variables and the hidden debt scandal on market sentiment (measured by the consumer confidence index). For this, we opted for a quantitative approach that will use statistical and mathematical procedures for data analysis and interpretation. Monthly data were used from January 2006 to September 2015 made available by INE and Banco de Moçambique. Descriptive statistics were developed using STATA software, which means of graphs and empirical model based on the method of ordinary least squares. It was observed that the exchange rate, dummy Debts, Selic (-1) and IPCA (-1) exert negative influence on market sentiment. The consumer confidence index in the previous period was shown to have a positive influence on the index of the current month. |
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REVES - Revista Relações Sociais |
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Impact of macroeconomic variables and as hidden debt on Market SentimentImpacto de variáveis macroeconómicas e as dívidas ocultas no Sentimento de MercadoMacroeconomic variables. Dues. Market Sentiment.Variáveis Macroeconômicas. Dívidas. Sentimento de Mercado.The survey assessed the impact of macroeconomic variables and the hidden debt scandal on market sentiment (measured by the consumer confidence index). For this, we opted for a quantitative approach that will use statistical and mathematical procedures for data analysis and interpretation. Monthly data were used from January 2006 to September 2015 made available by INE and Banco de Moçambique. Descriptive statistics were developed using STATA software, which means of graphs and empirical model based on the method of ordinary least squares. It was observed that the exchange rate, dummy Debts, Selic (-1) and IPCA (-1) exert negative influence on market sentiment. The consumer confidence index in the previous period was shown to have a positive influence on the index of the current month.A pesquisa avaliou o impacto de variáveis macroeconómicas e do escândalo das dívidas ocultas no sentimento de mercado (medido através do índice de confiança do consumidor). Para tal optou-se pela abordagem quantitativa visto que a mesma ira recorrer a procedimentos estatísticos e matemáticos para analise e interpretação dos dados. Foram utilizados dados mensais de Janeiro de 2006 a Setembro de 2015 disponibilizados pelo INE e pelo Banco de Mocambique. Desenvolveu-se estatística descritiva com recurso ao software STATA que por meio de gráficos e modelo empírico baseado no método dos Mínimos Quadrados Ordinários. Observou-se que a taxa de câmbio, dummy Dívidas, Selic (-1) e IPCA (-1) exercem influência negativa no sentimento de mercado. O índice de confiança do consumidor no período anterior demonstrou-se com influência positiva sobre o índice do mês actual.Universidade Federal de Viçosa - UFV2022-08-22info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://periodicos.ufv.br/reves/article/view/1452410.18540/revesvl5iss4pp14524-01iREVES - Revista Relações Sociais; Vol. 5 No. 4 (2022); 14524-01iREVES - Revista Relações Sociais; Vol. 5 Núm. 4 (2022); 14524-01iREVES - Revista Relações Sociais; v. 5 n. 4 (2022); 14524-01i2595-4490reponame:REVES - Revista Relações Sociaisinstname:Universidade Federal de Viçosa (UFV)instacron:UFVporhttps://periodicos.ufv.br/reves/article/view/14524/7450Copyright (c) 2022 REVES - Revista Relações Sociaishttps://creativecommons.org/licenses/by/4.0info:eu-repo/semantics/openAccessFobra, Diana da Otília Manuel FobraMavundla, Lucio Daniel2023-01-16T14:18:28Zoai:ojs.periodicos.ufv.br:article/14524Revistahttps://periodicos.ufv.br/reves/PUBhttps://periodicos.ufv.br/reves/oaireves.journal@ufv.br||2595-44902595-4490opendoar:2023-01-16T14:18:28REVES - Revista Relações Sociais - Universidade Federal de Viçosa (UFV)false |
dc.title.none.fl_str_mv |
Impact of macroeconomic variables and as hidden debt on Market Sentiment Impacto de variáveis macroeconómicas e as dívidas ocultas no Sentimento de Mercado |
title |
Impact of macroeconomic variables and as hidden debt on Market Sentiment |
spellingShingle |
Impact of macroeconomic variables and as hidden debt on Market Sentiment Fobra, Diana da Otília Manuel Fobra Macroeconomic variables. Dues. Market Sentiment. Variáveis Macroeconômicas. Dívidas. Sentimento de Mercado. |
title_short |
Impact of macroeconomic variables and as hidden debt on Market Sentiment |
title_full |
Impact of macroeconomic variables and as hidden debt on Market Sentiment |
title_fullStr |
Impact of macroeconomic variables and as hidden debt on Market Sentiment |
title_full_unstemmed |
Impact of macroeconomic variables and as hidden debt on Market Sentiment |
title_sort |
Impact of macroeconomic variables and as hidden debt on Market Sentiment |
author |
Fobra, Diana da Otília Manuel Fobra |
author_facet |
Fobra, Diana da Otília Manuel Fobra Mavundla, Lucio Daniel |
author_role |
author |
author2 |
Mavundla, Lucio Daniel |
author2_role |
author |
dc.contributor.author.fl_str_mv |
Fobra, Diana da Otília Manuel Fobra Mavundla, Lucio Daniel |
dc.subject.por.fl_str_mv |
Macroeconomic variables. Dues. Market Sentiment. Variáveis Macroeconômicas. Dívidas. Sentimento de Mercado. |
topic |
Macroeconomic variables. Dues. Market Sentiment. Variáveis Macroeconômicas. Dívidas. Sentimento de Mercado. |
description |
The survey assessed the impact of macroeconomic variables and the hidden debt scandal on market sentiment (measured by the consumer confidence index). For this, we opted for a quantitative approach that will use statistical and mathematical procedures for data analysis and interpretation. Monthly data were used from January 2006 to September 2015 made available by INE and Banco de Moçambique. Descriptive statistics were developed using STATA software, which means of graphs and empirical model based on the method of ordinary least squares. It was observed that the exchange rate, dummy Debts, Selic (-1) and IPCA (-1) exert negative influence on market sentiment. The consumer confidence index in the previous period was shown to have a positive influence on the index of the current month. |
publishDate |
2022 |
dc.date.none.fl_str_mv |
2022-08-22 |
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://periodicos.ufv.br/reves/article/view/14524 10.18540/revesvl5iss4pp14524-01i |
url |
https://periodicos.ufv.br/reves/article/view/14524 |
identifier_str_mv |
10.18540/revesvl5iss4pp14524-01i |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.relation.none.fl_str_mv |
https://periodicos.ufv.br/reves/article/view/14524/7450 |
dc.rights.driver.fl_str_mv |
Copyright (c) 2022 REVES - Revista Relações Sociais https://creativecommons.org/licenses/by/4.0 info:eu-repo/semantics/openAccess |
rights_invalid_str_mv |
Copyright (c) 2022 REVES - Revista Relações Sociais https://creativecommons.org/licenses/by/4.0 |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Universidade Federal de Viçosa - UFV |
publisher.none.fl_str_mv |
Universidade Federal de Viçosa - UFV |
dc.source.none.fl_str_mv |
REVES - Revista Relações Sociais; Vol. 5 No. 4 (2022); 14524-01i REVES - Revista Relações Sociais; Vol. 5 Núm. 4 (2022); 14524-01i REVES - Revista Relações Sociais; v. 5 n. 4 (2022); 14524-01i 2595-4490 reponame:REVES - Revista Relações Sociais instname:Universidade Federal de Viçosa (UFV) instacron:UFV |
instname_str |
Universidade Federal de Viçosa (UFV) |
instacron_str |
UFV |
institution |
UFV |
reponame_str |
REVES - Revista Relações Sociais |
collection |
REVES - Revista Relações Sociais |
repository.name.fl_str_mv |
REVES - Revista Relações Sociais - Universidade Federal de Viçosa (UFV) |
repository.mail.fl_str_mv |
reves.journal@ufv.br|| |
_version_ |
1797053514575249408 |