dívida pública e estabilidade de preços no período pós-real: explorando relações empíricas

Clicks: 246
ID: 242757
2004
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Ranked #12 of 42 articles by views in trends in biochemical sciences

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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.
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
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-41612004000200005
Keywords
Exchange rate inflation inflação public debteconomics as a science

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