A dinÃmica inflacionÃria brasileira: resultados de auto-regressÃo quantÃilica
AUTOR(ES)
Andrà Luis Santiago Maia
DATA DE PUBLICAÇÃO
2005
RESUMO
The object of study of this thesis is the Brazilian inflationary dynamics after the implementation of the Real Plan in 1994. We use quantile autoregressive models and unit root tests derived from quantile autoregressive representations to characterize such dynamics. It is shown that the inflationary dynamics is not uniform across different conditional quantiles. In particular, the overall dynamics is stationary, even though the time series behavior of the process in the upper tail of the conditional distribution proves to be far from stationary. The experiences of Argentina and Chile are also analysed
ASSUNTO(S)
the brazilian inflationary modelos auto-regressivos quantÃlicos(qar) indicadores de inflaÃÃo quantile autoregressive models perÃodo pÃs-plano real estatistica the inflationary dynamics processo inflacionÃrio brasileiro the implementation of the real plan
