Uma análise da volatilidade condicional da inflação mineira no período pós-plano Real Report as inadecuate




Uma análise da volatilidade condicional da inflação mineira no período pós-plano Real - Download this document for free, or read online. Document in PDF available to download.

In this paper we dedicate attention to the inflation dynamics in the metropolitan area of Belo Horizonte – Minas Gerais – through estimating an ARCH model considering its relative significance among those metropolitan areas that compose the national consumer price index (IPCA). Our results indicate that inflation in Minas Gerais presents an inertial component and that shocks hitting the Brazilian economy independent of arising from internal or from external sources only affect the conditional inflation volatility in Minas Gerais with a delay.

Keywords: Regional inflation ; Volatility ; ARCH models

Variant title: An analysis of the conditional volatility of inflation in the post-mining plan Real

Subject(s): Political Economy

Issue Date: 2008

Publication Type: Journal Article

PURL Identifier: http://purl.umn.edu/53877 Published in: Revista de Economia e Agronegócio / Brazilian Review of Economics and Agribusiness, Volume 06, Number 2 Page range: 259-280

Total Pages: 21

Record appears in: Federal University of Vicosa, Brazil > Department of Agricultural Economics > Revista de Economia e Agronegócio / Brazilian Review of Economics and Agribusiness





Author: Caetano, Sidney Martins ; Correa, Wilson L. Rotatori

Source: http://ageconsearch.umn.edu/record/53877?ln=en



DOWNLOAD PDF




Related documents