Uma comparação entre a PPP e o enfoque da produtividade na taxa de câmbio de longo prazo

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dc.contributor.advisorBasso, Leonardo Fernando Cruzpt_BR
dc.contributor.advisor1Latteshttp://lattes.cnpq.br/1866154361601651por
dc.contributor.authorRebelo, Helene Albuquerquept_BR
dc.creator.Latteshttp://lattes.cnpq.br/2573930241089777por
dc.date.accessioned2016-03-15T19:26:16Z
dc.date.accessioned2020-05-28T18:04:04Z
dc.date.available2014-12-11pt_BR
dc.date.available2020-05-28T18:04:04Z
dc.date.issued2014-10-23pt_BR
dc.description.abstractThe dissertation examines the behavior of the exchange rate in the long term from the perspective of the classical model of purchasing power parity theory (PPP), developed empirically by Cassel and the alternative model proposed by Basso originating from the Marxist benchmark, which emphasizes prices and productivities to determine the exchange rate. The exchange rate behavior is examined for three countries over the 1977-2006 period, with annual frequency. To test the models, it was used the consumer price index (CPI), the GDP, the value-added price index and gross producer price index (EU KLEMS database). The essay uses the causality tests of Johansen, the Dickey-Fuller and Phillips-Perron unit root tests, the VAR (vector autoregression) and VEC (vector error correction) models and performing a projection with the Model Confidence Set. It is ascertained that PPP was not supported for any of the 12 models generated. In Basso s approach, the 48 models generated, cointegration was found in only four models, therefore it is not possible to generalize the new model.eng
dc.description.sponsorshipFundo Mackenzie de Pesquisapt_BR
dc.formatapplication/pdfpor
dc.identifier.urihttp://dspace.mackenzie.br/handle/10899/23465
dc.languageporpor
dc.publisherUniversidade Presbiteriana Mackenziepor
dc.rightsAcesso Abertopor
dc.subjectparidade do poder de comprapor
dc.subjectíndices de preçospor
dc.subjectmodelo de Bassopor
dc.subjecttaxa de câmbio de longo prazopor
dc.subjectprodutividadepor
dc.subjectpurchasing power parityeng
dc.subjectprice indiceseng
dc.subjectBasso modeleng
dc.subjectlong-run exchange rateeng
dc.subjectproductivityeng
dc.subject.cnpqCNPQ::CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAO::ADMINISTRACAO DE EMPRESASpor
dc.thumbnail.urlhttp://tede.mackenzie.br/jspui/retrieve/2808/Helene%20Albuquerque%20Rebelo%201.pdf.jpg*
dc.titleUma comparação entre a PPP e o enfoque da produtividade na taxa de câmbio de longo prazopor
dc.typeDissertaçãopor
local.contributor.board1Marçal, Emerson Fernandespt_BR
local.contributor.board1Latteshttp://lattes.cnpq.br/2362482510747681por
local.contributor.board2Guidugli, Sidival Tadeupt_BR
local.contributor.board2Latteshttp://lattes.cnpq.br/5954169554746455por
local.publisher.countryBRpor
local.publisher.departmentAdministraçãopor
local.publisher.initialsUPMpor
local.publisher.programAdministração de Empresaspor
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