Redes neurais artificiais e análise de sensibilidade: uma aplicação à demanda de importancões brasileira

Detalhes bibliográficos
Autor(a) principal: Silva, Alexandre Bandeira Monteiro e
Data de Publicação: 2001
Outros Autores: Portugal, Marcelo Savino, Cechin, Adelmo Luis
Tipo de documento: Artigo
Idioma: por
Título da fonte: Economia Aplicada
Texto Completo: https://www.revistas.usp.br/ecoa/article/view/219788
Resumo: This paper presents some non-linear estimates for the Brazilian import demand equation using artificial neural networks. The estimations use quarterly data from 1978 until 1999. Estimations are performed for total and intermediate goods imports and try to measure the sensibility ofthe network output to impulses in the input variables. This sensibility analysis in done using impulses on both each data and clusters of data. The main results show that there exists a non-linear relationship between the variables and that there has been a structural change in 1989 and 1994. Mainly after 1990 the most significant variables are the GDP and the exchange rate, with little relevance for the capacity utilization variable. From 1978 to 1988 all input variables have less significance, but the exchange rate seems to be the most relevant, followed by the capacity utilization, that is important for intermediate goods imports only.
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spelling Redes neurais artificiais e análise de sensibilidade: uma aplicação à demanda de importancões brasileiraneural networksimport demandimport elasticitiesThis paper presents some non-linear estimates for the Brazilian import demand equation using artificial neural networks. The estimations use quarterly data from 1978 until 1999. Estimations are performed for total and intermediate goods imports and try to measure the sensibility ofthe network output to impulses in the input variables. This sensibility analysis in done using impulses on both each data and clusters of data. The main results show that there exists a non-linear relationship between the variables and that there has been a structural change in 1989 and 1994. Mainly after 1990 the most significant variables are the GDP and the exchange rate, with little relevance for the capacity utilization variable. From 1978 to 1988 all input variables have less significance, but the exchange rate seems to be the most relevant, followed by the capacity utilization, that is important for intermediate goods imports only.Universidade de São Paulo, FEA-RP/USP2001-08-20info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://www.revistas.usp.br/ecoa/article/view/21978810.11606/1413-8050/ea219788Economia Aplicada; Vol. 5 Núm. 4 (2001); 645-693Economia Aplicada; Vol. 5 No. 4 (2001); 645-693Economia Aplicada; v. 5 n. 4 (2001); 645-6931980-53301413-8050reponame:Economia Aplicadainstname:Universidade de São Paulo (USP)instacron:USPporhttps://www.revistas.usp.br/ecoa/article/view/219788/200650Copyright (c) 2001 Economia Aplicadahttp://creativecommons.org/licenses/by-nc/4.0info:eu-repo/semantics/openAccessSilva, Alexandre Bandeira Monteiro e Portugal, Marcelo Savino Cechin, Adelmo Luis 2023-12-06T19:11:56Zoai:revistas.usp.br:article/219788Revistahttps://www.revistas.usp.br/ecoaPUBhttps://www.revistas.usp.br/ecoa/oai||revecap@usp.br1980-53301413-8050opendoar:2023-12-06T19:11:56Economia Aplicada - Universidade de São Paulo (USP)false
dc.title.none.fl_str_mv Redes neurais artificiais e análise de sensibilidade: uma aplicação à demanda de importancões brasileira
title Redes neurais artificiais e análise de sensibilidade: uma aplicação à demanda de importancões brasileira
spellingShingle Redes neurais artificiais e análise de sensibilidade: uma aplicação à demanda de importancões brasileira
Silva, Alexandre Bandeira Monteiro e
neural networks
import demand
import elasticities
title_short Redes neurais artificiais e análise de sensibilidade: uma aplicação à demanda de importancões brasileira
title_full Redes neurais artificiais e análise de sensibilidade: uma aplicação à demanda de importancões brasileira
title_fullStr Redes neurais artificiais e análise de sensibilidade: uma aplicação à demanda de importancões brasileira
title_full_unstemmed Redes neurais artificiais e análise de sensibilidade: uma aplicação à demanda de importancões brasileira
title_sort Redes neurais artificiais e análise de sensibilidade: uma aplicação à demanda de importancões brasileira
author Silva, Alexandre Bandeira Monteiro e
author_facet Silva, Alexandre Bandeira Monteiro e
Portugal, Marcelo Savino
Cechin, Adelmo Luis
author_role author
author2 Portugal, Marcelo Savino
Cechin, Adelmo Luis
author2_role author
author
dc.contributor.author.fl_str_mv Silva, Alexandre Bandeira Monteiro e
Portugal, Marcelo Savino
Cechin, Adelmo Luis
dc.subject.por.fl_str_mv neural networks
import demand
import elasticities
topic neural networks
import demand
import elasticities
description This paper presents some non-linear estimates for the Brazilian import demand equation using artificial neural networks. The estimations use quarterly data from 1978 until 1999. Estimations are performed for total and intermediate goods imports and try to measure the sensibility ofthe network output to impulses in the input variables. This sensibility analysis in done using impulses on both each data and clusters of data. The main results show that there exists a non-linear relationship between the variables and that there has been a structural change in 1989 and 1994. Mainly after 1990 the most significant variables are the GDP and the exchange rate, with little relevance for the capacity utilization variable. From 1978 to 1988 all input variables have less significance, but the exchange rate seems to be the most relevant, followed by the capacity utilization, that is important for intermediate goods imports only.
publishDate 2001
dc.date.none.fl_str_mv 2001-08-20
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://www.revistas.usp.br/ecoa/article/view/219788
10.11606/1413-8050/ea219788
url https://www.revistas.usp.br/ecoa/article/view/219788
identifier_str_mv 10.11606/1413-8050/ea219788
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://www.revistas.usp.br/ecoa/article/view/219788/200650
dc.rights.driver.fl_str_mv Copyright (c) 2001 Economia Aplicada
http://creativecommons.org/licenses/by-nc/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2001 Economia Aplicada
http://creativecommons.org/licenses/by-nc/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade de São Paulo, FEA-RP/USP
publisher.none.fl_str_mv Universidade de São Paulo, FEA-RP/USP
dc.source.none.fl_str_mv Economia Aplicada; Vol. 5 Núm. 4 (2001); 645-693
Economia Aplicada; Vol. 5 No. 4 (2001); 645-693
Economia Aplicada; v. 5 n. 4 (2001); 645-693
1980-5330
1413-8050
reponame:Economia Aplicada
instname:Universidade de São Paulo (USP)
instacron:USP
instname_str Universidade de São Paulo (USP)
instacron_str USP
institution USP
reponame_str Economia Aplicada
collection Economia Aplicada
repository.name.fl_str_mv Economia Aplicada - Universidade de São Paulo (USP)
repository.mail.fl_str_mv ||revecap@usp.br
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