Um estudo econométrico do consumo e da renda agregados no Brasil
Arquivos
Tipo
Dissertação
Data de publicação
2011-08-10
Periódico
Citações (Scopus)
Autores
Hadad Junior, Eli
Orientador
Marçal, Emerson Fernandes
Título da Revista
ISSN da Revista
Título de Volume
Membros da banca
Basso, Leonardo Fernando Cruz
Nishijima, Marislei
Nishijima, Marislei
Programa
Administração de Empresas
Resumo
The dissertation analyzes data of the Brazilian household consumption and income between the years 1947 and 2009. The study aims to evaluate to what extent the aggregate consumption of Brazilian household may approximate be a random walk. The dissertation uses Johansen's cointegration techniques (1988, 1991) and super exogeneity tests as proposed by Engle and Hendry et al. (1983). The dissertation attempts to evaluate whether interventions that affect consumption will impact the dynamics of aggregate income. These interventions can occur through credit policies and tax changes, among other macroeconomic shocks. Finally, a decomposition is made following the methodology proposed by Gonzalo-Granger (1995) and evaluating the importance of shocks in permanent and temporary changes in consumption.
Descrição
Palavras-chave
decomposição , cointegração , VECM (Vector Error Correction Model) , raízes unitárias , exogeneidade , decomposition , cointegration , VECM (Vector Error Correction Model) , unit roots , exogeneity