Análise das relações de longo prazo entre a posição internacional de investimentos, o efeito Balassa-Samuelson e a taxa de câmbio real: testes de cointegração

The objective of this paper is to analyze the evidences of long-run relationship among three variables: real exchange rate ('RER'), international investment position ('NFA') and the Balassa-Samuelson effect ('PREL') in a group of 28 countries. This group is composed of...

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Bibliographic Details
Main Author: Marinho, Pierre da Silva (author)
Format: masterThesis
Language:por
Published: 2013
Subjects:
Real exchange rate
Cointegration
Exchange rate misalignment
Desalinhamento cambial
Taxa de câmbio real
Economia
Cointegração
Câmbio
Modelos econométricos
Online Access:http://hdl.handle.net/10438/10602
Country:Brazil
Oai:oai:bibliotecadigital.fgv.br:10438/10602

Internet

http://hdl.handle.net/10438/10602

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