A taxa de câmbio do Brasil é válida no longo prazo?

The objective of this study was to test the validity of the real exchange rate in the long run. For that five tests were performed based on equation, which relates to real exchange rate, international trade, domestic income. The main difference is that the tests when we are working with quarterly da...

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Bibliographic Details
Authors: Alencar, Douglas Alcantara, Strachman, Eduardo [UNESP], Andrade, Fábio Pereira de, Taques, Fernando Henrique
Format: article
Status:Published version
Publication Date:2013
Country:Brasil
Institution:Universidade Estadual Paulista (UNESP)
Repository:Repositório Institucional da UNESP
Language:Portuguese
OAI Identifier:oai:repositorio.unesp.br:11449/124771
Online Access:http://editorarevistas.mackenzie.br/index.php/rem/article/view/6662
http://hdl.handle.net/11449/124771
Access Level:Open access
Keyword:Real exchange rate
Economic growth
Time series
Taxa de câmbio real
Crescimento econômico
Séries temporais
Description
Summary:The objective of this study was to test the validity of the real exchange rate in the long run. For that five tests were performed based on equation, which relates to real exchange rate, international trade, domestic income. The main difference is that the tests when we are working with quarterly data, the parameters are significantly different from zero – i.e., the variables real exchange rate, international trade, domestic income and net exports on long term relationship – and, moreover, the signs are as expected. This implies that it is possible to increase exports with currency devaluation. Thus, based on data and tests that work we conclude that the exchange rate is an important instrument of trade policy, given that devaluations are valid even in the long term.