Banca de DEFESA: ELIEL DOMINGOS DA SILVA

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
STUDENT : ELIEL DOMINGOS DA SILVA
DATE: 04/12/2019
TIME: 10:00
LOCAL: Sala B7 do Setor V
TITLE:

THE REGIONAL ASYMMETRIES OF EXCHANGE RATE PASS-THROUGH IN BRAZIL

KEY WORDS:

Exchange pass-through (ERPT); Autoregressive Vectors (VAR); Regional Asymmetries.

PAGES: 63
BIG AREA: Ciências Sociais Aplicadas
AREA: Economia
SUMMARY:

This dissertation aims to investigate if the exchange rate shocks have asymmetric effects in terms of the consumer price indexes among states of the North, Northeast, Midwest, South and Southeast regions of Brazil. For that, I estimate a VAR model to obtain impulse-response functions and variance decompositions from a sample of 177 observations between 2004 and 2018. The results show that there is evidence of exchange pass-through asymmetry. Structural disparities, such as openness to foreign trade, GDP composition, and access to credit, apparently influence the effects of exchange rate shocks.

BANKING MEMBERS:
Externo à Instituição - ANDRE DE SOUZA MELO - UFRPE
Presidente - 1919307 - IGOR EZIO MACIEL SILVA
Interno - 1957532 - JOAO PAULO MARTINS GUEDES