Um estudo econométrico do consumo e da renda agregados no Brasil

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dc.contributor.advisorMarçal, Emerson Fernandespt_BR
dc.contributor.advisor1Latteshttp://lattes.cnpq.br/2362482510747681por
dc.contributor.authorHadad Junior, Elipt_BR
dc.creator.Latteshttp://lattes.cnpq.br/2030318390506756por
dc.date.accessioned2016-03-15T19:25:37Z
dc.date.accessioned2020-05-28T18:03:47Z
dc.date.available2012-01-06pt_BR
dc.date.available2020-05-28T18:03:47Z
dc.date.issued2011-08-10pt_BR
dc.description.abstractThe 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.eng
dc.formatapplication/pdfpor
dc.identifier.urihttp://dspace.mackenzie.br/handle/10899/23364
dc.languageporpor
dc.publisherUniversidade Presbiteriana Mackenziepor
dc.rightsAcesso Abertopor
dc.subjectdecomposiçãopor
dc.subjectcointegraçãopor
dc.subjectVECM (Vector Error Correction Model)por
dc.subjectraízes unitáriaspor
dc.subjectexogeneidadepor
dc.subjectdecompositioneng
dc.subjectcointegrationeng
dc.subjectVECM (Vector Error Correction Model)eng
dc.subjectunit rootseng
dc.subjectexogeneityeng
dc.subject.cnpqCNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA::METODOS QUANTITATIVOS EM ECONOMIA::METODOS E MODELOS MATEMATICOS, ECONOMETRICOS E ESTATISTICOSpor
dc.thumbnail.urlhttp://tede.mackenzie.br/jspui/retrieve/2925/Eli%20Hadad%20Junior.pdf.jpg*
dc.titleUm estudo econométrico do consumo e da renda agregados no Brasilpor
dc.typeDissertaçãopor
local.contributor.board1Basso, Leonardo Fernando Cruzpt_BR
local.contributor.board1Latteshttp://lattes.cnpq.br/1866154361601651por
local.contributor.board2Nishijima, Marisleipt_BR
local.contributor.board2Latteshttp://lattes.cnpq.br/5620359266790501por
local.publisher.countryBRpor
local.publisher.departmentAdministraçãopor
local.publisher.initialsUPMpor
local.publisher.programAdministração de Empresaspor
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Administração de Empresas - Dissertações - CCSA Higienópolis