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Integração Espacial entre os Preços das Cestas Básicas nas Capitais da Região Sudeste do Brasil

Author

Listed:
  • Henrique Duarte Carvalho

    (Universidade Federal de Viçosa)

  • Paulo Roberto Scalco

    (Universidade Federal de Viçosa)

  • João Eustáquio de Lima

    (Universidade Federal de Viçosa)

Abstract

Este artigo verifica o cumprimento da Lei do Preço Único (LPU) em mercados separados espacialmente, utilizando o enfoque de co-integração. Foram considerados os preços das cestas básicas nas quatro capitais da região Sudeste do Brasil. O teste de raiz unitária mostra que estas são integradas de mesma ordem e são co-integradas, existe uma relação de equilíbrio de longo prazo. Outra constatação, decorrente da estimação de um modelo de correção de erros e da aplicação do Teste de Causalidade de Granger é que o preço da cesta básica da cidade de São Paulo Granger-causa os preços das demais cidades.

Suggested Citation

  • Henrique Duarte Carvalho & Paulo Roberto Scalco & João Eustáquio de Lima, 2009. "Integração Espacial entre os Preços das Cestas Básicas nas Capitais da Região Sudeste do Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 10(2), pages 373-399.
    • Handle: RePEc:anp:econom:v:10:y:2009:i:2:373-399
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    More about this item

    Keywords

    Integração de Mercados; Cesta Básica; Co-Integração de Mercados;
    All these keywords.

    JEL classification:

    • F11 - International Economics - - Trade - - - Neoclassical Models of Trade
    • D41 - Microeconomics - - Market Structure, Pricing, and Design - - - Perfect Competition
    • J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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