Mensurando o sentimento de incerteza da política econômica: uma análise a partir da comunicação do Banco Central do Brasil
This dissertation has two main purposes. The first is to create an index capable of measuring the degree of uncertainty of economic policy in Brazil. This index will be built from the estimation of the textual sentiment contained in the minutes of meetings of the Monetary Policy Committee (COPOM) in...
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| Formato: | tesis de maestría |
| Estado: | Versión publicada |
| Fecha de publicación: | 2020 |
| País: | Brasil |
| Recursos: | Universidade Federal da Paraíba (UFPB) |
| Repositorio: | Biblioteca Digital de Teses e Dissertações da UFPB |
| Idioma: | portugués |
| OAI Identifier: | oai:repositorio.ufpb.br:123456789/21127 |
| Acesso em linha: | https://repositorio.ufpb.br/jspui/handle/123456789/21127 |
| Access Level: | acceso abierto |
| Palavra-chave: | Incerteza Copom Análise de sentimento FAVAR Uncertainty Sentiment analysis CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA |
| Resumo: | This dissertation has two main purposes. The first is to create an index capable of measuring the degree of uncertainty of economic policy in Brazil. This index will be built from the estimation of the textual sentiment contained in the minutes of meetings of the Monetary Policy Committee (COPOM) in the period 2000-2018. The second purpose is to analyze the impacts of the Central Bank’s communication under a set of macroeconomic variables in Brazil based on the textit Factor-Augmented Vector Autoregressive (FAVAR) model. It is concluded that the communication of the Central Bank has the capacity to affect macroeconomic variables and influence the posture of economic agents, in addition to being interconnected with the political context. |
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