Artigo

Paridade descoberta da taxa de juros da economia brasileira num ambiente de crise financeira mundial: teoria e evidência empírica

This article aims to evaluate the effect of the recent policy of lowering the interest rate on the nominal exchange rate floating of the Brazilian economy and based on the theory of uncovered interest parity. The essay discusses the discovery of parity theory interest rate regime of managed fl...

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Autor principal: CARVALHO, David Ferreira
Outros Autores: CARVALHO, André Cutrim
Grau: Artigo
Idioma: por
Publicado em: Universidade Federal do Pará 2022
Assuntos:
Acesso em linha: http://repositorio.ufpa.br:8080/jspui/handle/2011/15065
Resumo:
This article aims to evaluate the effect of the recent policy of lowering the interest rate on the nominal exchange rate floating of the Brazilian economy and based on the theory of uncovered interest parity. The essay discusses the discovery of parity theory interest rate regime of managed floating exchange rate and its empirical validity of the econometric model using cointegration with error correction mechanism.