English, Article, Journal or magazine article edition: FLUXOS DE CAPITAIS E COMPONENTES MACROECÔMICOS: ANÁLISE DE INTER-RELAÇÕES ATRAVÉS DA APLICAÇÃO DE UM MODELO DE VETORES AUTO-REGRESSIVOS (VAR) Alessandro Maia Pinheiro; Mário Miguel Amin

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Bookmark: http://trove.nla.gov.au/version/123641
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • FLUXOS DE CAPITAIS E COMPONENTES MACROECÔMICOS: ANÁLISE DE INTER-RELAÇÕES ATRAVÉS DA APLICAÇÃO DE UM MODELO DE VETORES AUTO-REGRESSIVOS (VAR)
Author
  • Alessandro Maia Pinheiro
  • Mário Miguel Amin
Physical Description
  • preprint
Notes
  • The present work aims to investigate the dynamic interactions between capital flows, public debt, country risk, interest rate differential and stock of foreign exchange in Brazil in the period 1995-2004. The vector autoregressive model (VAR) and the vector error correction model (VEC) constituted the empirical framework used. Its tools (impulse response functions and variance decomposition) allowed observing in general terms that Brazilian policy makers face strong difficulties when the objective is to stimulate the economic growth. This occurs especially because the interest rate differential represents a key-component manipulated to avoid the liquid capital flows decreasing and to keep the stability of prices.
  • RePEc:anp:en2005:036
Language
  • English
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