Econometric models of inflation in brazil: structuralists, monetarists and rational expectations approachs, 1995-2017
The present article seeks to demonstrate the evolution of the inflation rate in Brazil during the period between the era of President Vargas and the government of President Michel Temer, together with the determinants of inflation between 1995 and 2017. With the aid of structuralist, monetaris...
| Autor principal: | CARVALHO, André Cutrim |
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| Outros Autores: | CARVALHO, David Ferreira |
| Grau: | Artigo |
| Idioma: | eng |
| Publicado em: |
University of Santiago de Compostela
2023
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| Assuntos: | |
| Acesso em linha: |
http://repositorio.ufpa.br:8080/jspui/handle/2011/15229 |
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ir-2011-15229 |
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ir-2011-152292023-01-30T11:03:23Z Econometric models of inflation in brazil: structuralists, monetarists and rational expectations approachs, 1995-2017 CARVALHO, André Cutrim CARVALHO, David Ferreira Inflation Rational Expectations Adaptive Expectations Regression Monetarist The present article seeks to demonstrate the evolution of the inflation rate in Brazil during the period between the era of President Vargas and the government of President Michel Temer, together with the determinants of inflation between 1995 and 2017. With the aid of structuralist, monetarist, and inertialist econometric models, we attempt to understand the factors that influenced the inflation rate during this period, based on the monetarist models of rational and adaptive expectations. Once the regressions have been completed, we reach certain conclusions on the statistical significance level of the model and whether its variables have the power to explain the inflation rates in Brazil during the period following the Real Plan. Finally, we conclude that there are reasons to reject the hypothesis that the trend variable is adequately formulated to capture the effect of financial innovations in the equation for the demand for money UFPA - Universidade Federal do Pará 2023-01-27T18:19:30Z 2023-01-27T18:19:30Z 2019 Artigo de Periódico CARVALHO, André Cutrim; CARVALHO, David Ferreira. Econometric models of inflation in Brazil: structuralists, monetarists and rational expectations approachs, 1995-2017. Applied Econometrics and International Development, online, v. 19, n. 2, 91-106, 2019. Disponível em: http://repositorio.ufpa.br:8080/jspui/handle/2011/15229. Acesso em:. 2660-7409 http://repositorio.ufpa.br:8080/jspui/handle/2011/15229 eng Applied Econometrics and International Development Acesso Aberto http://creativecommons.org/licenses/by-nc-nd/3.0/br/ application/pdf University of Santiago de Compostela Espanha USC https://ideas.repec.org/a/eaa/aeinde/v19y2019i2_6.html |
| institution |
Repositório Institucional - Universidade Federal do Pará |
| collection |
RI-UFPA |
| language |
eng |
| topic |
Inflation Rational Expectations Adaptive Expectations Regression Monetarist |
| spellingShingle |
Inflation Rational Expectations Adaptive Expectations Regression Monetarist CARVALHO, André Cutrim Econometric models of inflation in brazil: structuralists, monetarists and rational expectations approachs, 1995-2017 |
| topic_facet |
Inflation Rational Expectations Adaptive Expectations Regression Monetarist |
| description |
The present article seeks to demonstrate the evolution of the inflation rate in Brazil during
the period between the era of President Vargas and the government of President Michel
Temer, together with the determinants of inflation between 1995 and 2017. With the aid of
structuralist, monetarist, and inertialist econometric models, we attempt to understand the
factors that influenced the inflation rate during this period, based on the monetarist models
of rational and adaptive expectations. Once the regressions have been completed, we reach
certain conclusions on the statistical significance level of the model and whether its
variables have the power to explain the inflation rates in Brazil during the period following
the Real Plan. Finally, we conclude that there are reasons to reject the hypothesis that the
trend variable is adequately formulated to capture the effect of financial innovations in the
equation for the demand for money |
| format |
Artigo |
| author |
CARVALHO, André Cutrim |
| author2 |
CARVALHO, David Ferreira |
| author2Str |
CARVALHO, David Ferreira |
| title |
Econometric models of inflation in brazil: structuralists, monetarists and rational expectations approachs, 1995-2017 |
| title_short |
Econometric models of inflation in brazil: structuralists, monetarists and rational expectations approachs, 1995-2017 |
| title_full |
Econometric models of inflation in brazil: structuralists, monetarists and rational expectations approachs, 1995-2017 |
| title_fullStr |
Econometric models of inflation in brazil: structuralists, monetarists and rational expectations approachs, 1995-2017 |
| title_full_unstemmed |
Econometric models of inflation in brazil: structuralists, monetarists and rational expectations approachs, 1995-2017 |
| title_sort |
econometric models of inflation in brazil: structuralists, monetarists and rational expectations approachs, 1995-2017 |
| publisher |
University of Santiago de Compostela |
| publishDate |
2023 |
| url |
http://repositorio.ufpa.br:8080/jspui/handle/2011/15229 |
| _version_ |
1787147841658945536 |
| score |
11.755432 |