A century and a half of purchasing power Parity in Brazil - 1861-2011 a cointegration analysis with structural breaks

Página do item simplificado
dc.contributor.authorGamboa, Ulisses Ruiz de
dc.contributor.authorFava, Vera Lucia
dc.creatorGamboa, Ulisses Ruiz de
dc.creatorFava, Vera Lucia
dc.date.accessioned2025-02-08T00:40:58Z
dc.date.available2025-02-08T00:40:58Z
dc.date.issued2022
dc.description.abstractThis work tests the validity of the purchasing power parity hypothesis in its absolute and relative versions for the Brazilian case through the period 1861-2011. For this purpose, after testing for the existence of unit root under the occurrence of structural breaks, cointegration tests have been carried out, with the inclusion of dummy variables to account for it. The results so obtained might imply, in one hand, the rejection of the absolute version of the purchasing power parity hypothesis, and at the other, the non rejection of its relative version.en
dc.formatDigital
dc.format.extent13 p.
dc.identifier.issn2675-732X
dc.identifier.urihttps://repositorio.insper.edu.br/handle/11224/7373
dc.language.isoPortuguês
dc.publisherUniversidade Presbiteriana Mackenzie
dc.relation.ispartofAnais do Fórum Mackenzie de Liberdade Econômica
dc.subjectPPPen
dc.subjectCointegrationen
dc.subjectStructural breaken
dc.titleA century and a half of purchasing power Parity in Brazil - 1861-2011 a cointegration analysis with structural breaks
dc.typeconference paper
dspace.entity.typePublication
local.description.eventVI Fórum Mackenzie de Liberdade Econômica
local.identifier.sourceUrihttps://www.even3.com.br/anais/libecon2022/573807-a--century-and-a-half-of--purchasing--power--parity--in--brazil--1861-2011--a--cointegration--analysis-with--str/
local.publisher.countryBrasil
local.subject.cnpqCIENCIAS SOCIAIS APLICADAS::ECONOMIA
local.subject.cnpqCIENCIAS SOCIAIS APLICADAS::ECONOMIA::TEORIA ECONOMICA::HISTORIA ECONOMICA
local.typeTrabalho de Evento
Arquivos
Pacote Original
Agora exibindo 1 - 2 de 2
N/D
Nome:
Primeira_Pagina_Relatorio_de_Evento_A_century_and_a_half_of_purchasing_power_Parity_in_Brazil_1861_2011_a_cointegration_analysis_with_structural_.pdf
Tamanho:
75.18 KB
Formato:
Adobe Portable Document Format
Baixar
N/D
Nome:
ACESSO_RESTRITO_Relatorio_de_Evento_A_century_and_a_half_of_purchasing_power_Parity_in_Brazil_1861_2011_a_cointegration_analysis_with_structural_.pdf
Tamanho:
285.67 KB
Formato:
Adobe Portable Document Format
Baixar
Licença do Pacote
Agora exibindo 1 - 1 de 1
N/D
Nome:
license.txt
Tamanho:
236 B
Formato:
Item-specific license agreed upon to submission
Descrição:
Baixar
Coleções
Coleção de Trabalhos Apresentados em Eventos