dívida pública e estabilidade de preços no período pós-real: explorando relações empíricas
Clicks: 233
ID: 242757
2004
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This
article has not been analysed, so there is no overall score —
reader engagement is measured and shown alongside.
Reader Engagement
Popular Article
30.0
/100
233 views
46 readers
AI Quality Assessment
Not analyzed
Readership in this journal
PopularRanked #12 of 42 articles by views in trends in biochemical sciences
Most read
Least read
Bar heights use a square-root scale.
Mint this article as an NFT
Not yet mintedCreate a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.
5
SUSD
one-off · no wallet required
Abstract
O objetivo do artigo é estudar evidências empíricas para a dinâmica da dívida pública a partir de algumas variáveis que estão relacionadas à busca da estabilidade de preços no período posterior à introdução do Plano Real. Para tanto, é feito um modelo auto-regressivo vetorial (VAR) para analisar as regularidades empíricas provenientes da relação entre: necessidades de financiamento do setor público - juros reais X resultado primário do setor público X câmbio X inflação X dívida pública. Os resultados encontrados denotam que a estabilidade de preços obtida no período não é suficiente para promover reduções no estoque da dívida pública e que é necessário uma nova estrutura de indexação.
The objective of this paper is to study the empirical evidences for the dynamic of the public debt from some variables that are associated with the search for price stability in the period after the introduction of the Real plan. For this, a vector autoregression model is made (VAR) for analyzing the empirical regularities from the relationship among: primary result X public sector borrowing requirements (real interest) X exchange rate X inflation X public debt. The findings denote that the price stability observed in the period is not enough to promote reductions in the public debt and that a new indexation framework is necessary.
The objective of this paper is to study the empirical evidences for the dynamic of the public debt from some variables that are associated with the search for price stability in the period after the introduction of the Real plan. For this, a vector autoregression model is made (VAR) for analyzing the empirical regularities from the relationship among: primary result X public sector borrowing requirements (real interest) X exchange rate X inflation X public debt. The findings denote that the price stability observed in the period is not enough to promote reductions in the public debt and that a new indexation framework is necessary.
| Reference Key |
mendona2004estudosdvida
Use this key to autocite in the manuscript while using
SciMatic Manuscript Manager or Thesis Manager
|
|---|---|
| Authors | ;Helder Ferreira de Mendonça |
| Journal | trends in biochemical sciences |
| Year | 2004 |
| DOI |
10.1590/S0101-41612004000200005
|
| URL | |
| Keywords |
Citations
No citations found. To add a citation, contact the admin at info@scimatic.org
Comments
No comments yet. Be the first to comment on this article.