Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE

• Ano de defesa: 2016
• Autor(a) principal: Moraes, Adriano Sodr?? de
• Orientador(a): Divino, Jos?? Angelo
• Tipo de documento: Dissertação
• Tipo de acesso: Acesso aberto
• Idioma: por
• Instituição de defesa: Universidade Cat??lica de Bras??lia
• Programa de Pós-Graduação: Programa Strictu Sensu em Economia de Empresas
• Departamento: Escola de Gest??o e Neg??cios
• País: Brasil
• Palavras-chave em Português: Economia brasileira; Flutua????es econ??micas; T??tulos indexados; D??vida p??blica; Banco Central
• Área do conhecimento CNPq: ECONOMIA MONETARIA E FISCAL::POLITICA FISCAL DO BRASIL
• Resumo em Inglês: This dissertation applies a Dynamic Stochastic General Equilibrium ??? DSGE model to the Brazilian economy, doing simulations on the main macroeconomic variables of the economy. The model of Divino and Silva Junior (2014) was modified to include bonds linked to the economy??s basic interest rate and used to analyze the dynamics of the economy under alternative scenarios for the fiscal policy. It is performed a welfare analysis exploring the relationship between debt composition and the monetary policy willingness to fight inflation versus stabilize the output gap. The results suggest that a higher degree of public debt indexation should increase the welfare of the economy.
• Link de acesso: https://bdtd.ucb.br:8443/jspui/handle/tede/2059

This dissertation applies a Dynamic Stochastic General Equilibrium ??? DSGE model to the Brazilian economy, doing simulations on the main macroeconomic variables of the economy. The model of Divino and Silva Junior (2014) was modified to include bonds linked to the economy??s basic interest rate and used to analyze the dynamics of the economy under alternative scenarios for the fiscal policy. It is performed a welfare analysis exploring the relationship between debt composition and the monetary policy willingness to fight inflation versus stabilize the output gap. The results suggest that a higher degree of public debt indexation should increase the welfare of the economy.