Uma análise da volatilidade condicional da inflação mineira no período pós-plano Real

In this paper we dedicate attention to the inflation dynamics in the metropolitan area of Belo Horizonte – Minas Gerais – through estimating an ARCH model considering its relative significance among those metropolitan areas that compose the national consumer price index (IPCA). Our results indicate that inflation in Minas Gerais presents an inertial component and that shocks hitting the Brazilian economy independent of arising from internal or from external sources only affect the conditional inflation volatility in Minas Gerais with a delay.


Variant title:
An analysis of the conditional volatility of inflation in the post-mining plan Real
Issue Date:
2008
Publication Type:
Journal Article
PURL Identifier:
http://purl.umn.edu/53877
Published in:
Revista de Economia e Agronegócio / Brazilian Review of Economics and Agribusiness, Volume 06, Number 2
Page range:
259-280
Total Pages:
21




 Record created 2017-04-01, last modified 2017-11-11

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