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Crédito e desemprego no Brasil: 2002 a 2015

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  • Matos Filho, José Coelho
  • Teles, Vladimir Kuhl

Abstract

Este artigo investiga como expansões de crédito impactam a dinâmica do desemprego. Nós estimamos modelos multivariados de séries de tempo (VAR e TVAR (Threshold Vector Autoregression)) para investigar os efeitos da diminuição das restrições de crédito privado sobre as taxas mensais de desemprego no Brasil, entre janeiro de 2002 e dezembro 2015, concluindo que, a expansão de crédito reduziu as taxas de desemprego estrutural, e teve um efeito expressivo sobre a persistência do desemprego durante o período de regime de escassez de crédito. Porém observa-se que a relação entre crédito e desemprego é significantemente diferente em dois regimes. Choques no crédito impactam fortemente e persistentemente quando as firmas se defrontam com um ambiente de restrição de crédito, mas eles são mais fracos e insignificantes no regime de crédito “normal”.

Suggested Citation

  • Matos Filho, José Coelho & Teles, Vladimir Kuhl, 2018. "Crédito e desemprego no Brasil: 2002 a 2015," Textos para discussão 495, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    • Handle: RePEc:fgv:eesptd:495
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