Estimando o impacto do estoque de capital publico sobre o PIB per capita na presenÃa de mudanÃa estrutural. / Esteem the impact of the capital supply I publish on the GIP for head in the presence of structural change

AUTOR(ES)

Jimmy Lima de Oliveira

DATA DE PUBLICAÇÃO

2006

RESUMO

Aiming to estimate the elasticity product-public expenditure to the Brazilian economy, during the period 1950-2003, it was used a vector error correction model (VECM) to control for possible structural changes in the series. When structural changes were observed, many of the Dickey-Fuller statistic tests are biased towards the non-rejection of the existence of a unit root. This bias means that the Dickey-Fuller test is biased towards the null hypothesis of unit root, even if the series is stationary within each sub period. Without controlling for structural changes, the cointegration tests may present deceiving results and the estimates obtained may be biased.

ASSUNTO(S)

mudanÃas estruturais. pib elasticidade economia vector error correction model gip modelo vetorial elasticity structural changes

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