Análise comparativa do impacto da taxa de câmbio sobre as exportações brasileiras de carne, relativas ao período 1989 a 2009

The object of that dissertation is to know the influence of the exchange on the bovine Brasilian exports of meats, suina and of chicken and, later, to compare the found results, mainly the elasticity-exchange and world elasticity-income of short and soon period. Verify if there was structural break...

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Detalles Bibliográficos
Autor: Freire Junior, José
Tipo de recurso: tesis de maestría
Estado:Versión publicada
Fecha de publicación:2010
País:Brasil
Institución:Universidade Federal do Ceará (UFC)
Repositorio:Repositório Institucional da Universidade Federal do Ceará (UFC)
Idioma:portugués
OAI Identifier:oai:repositorio.ufc.br:riufc/9226
Acceso en línea:http://www.repositorio.ufc.br/handle/riufc/9226
Access Level:acceso abierto
Palabra clave:Exportação
Câmbio
Cointegração
Modelo VAR
elasticidades
Descripción
Sumario:The object of that dissertation is to know the influence of the exchange on the bovine Brasilian exports of meats, suina and of chicken and, later, to compare the found results, mainly the elasticity-exchange and world elasticity-income of short and soon period. Verify if there was structural break inthe period regardong analyziz, since, inthis period, the Brazilian economy suffered several turbulences and changes of exchange regimes. To obtain the expected results, they were employees methods of series of time, test of unitary root, test of cointegração of Johansen, the vectorial autoregressive model (VAR), error correction vector (VEC), function pulse-anser, decomosition of the variance of the forecast mistake and test of causality of Granger. The Chosen period includes April from 1989 to march of 2009 distributed in 80 observations quartely. The results indicate that the seires present unitary roots, they are integrated of order an and they present a relationship of soon period among them, in agreement with the test of cointegração of Johabsen. The coefficients of the dear models presented compatible result with the economical theory when treaties in the form of elasticities, the results also showed to strong influence of the world income on the exports of meats when compared with the exchange rate. The relationship among the variables indicated that the sense of the causality is unidirecional, in other words, the real exchange rate and the world income affects the exports of meats (cattle, chicken and suína), but the reverse is not ture. Finally he/she fits to point out, that the importance of the comparison study seks to inderstand the particularity of each one of the meats studied for palnning effect and development of appropriate economic policies.