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Setor Agrícola Brasileiro: Uma Aplicação Do Modelo De Tendências E Ciclos Comuns No Período De 1990 A 2005

Author

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  • Ivan Castelar
  • José Nilo de Oliveira Júnior
  • Nicolino Trompieri Neto

Abstract

Este artigo analisa o comportamento do produto agrícola, da taxa de câmbio real e do saldo da balança comercial agrícola brasileira. Utilizou-se as técnicas de cointegração e co-caracterização para identificar um sistema de vetores auto-regressivos com tendências estocásticas ciclos comuns e para investigar as respostas do sistema a choques transitórios e permanentes. Os testes comprovaram a existência de uma tendência estocástica e dois ciclos comuns entre as variáveis. As decomposições das variâncias indicam que os choques transitórios explicam a maior parte das flutuações de curto e longo prazo no produto agrícola. Constatou-se também que o choque permanente é mais importante na explicação das variabilidades da taxa de câmbio e da balança comercial agrícola.
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Suggested Citation

  • Ivan Castelar & José Nilo de Oliveira Júnior & Nicolino Trompieri Neto, 2006. "Setor Agrícola Brasileiro: Uma Aplicação Do Modelo De Tendências E Ciclos Comuns No Período De 1990 A 2005," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 109, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    • Handle: RePEc:anp:en2006:109
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    JEL classification:

    • Q19 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Other
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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