Impacto de choques externos e de prêmio de risco na inflação de serviços

• Ano de defesa: 2017
• Autor(a) principal: Ana Carolina de Miranda Carvalho
• Tipo de documento: Dissertação
• Tipo de acesso: Acesso aberto
• Idioma: por
• Instituição de defesa: Universidade Federal de Minas Gerais; Brasil; FACE - FACULDADE DE CIENCIAS ECONOMICAS; Programa de Pós-Graduação em Economia; UFMG
• Palavras-chave em Português: Inflação de serviços; Vetores autorregressivos; Choques externos; Inflação; Serviços (Economia); Economia
• Link de acesso: http://hdl.handle.net/1843/42825

This work main concern is the study of the effects of the international shocks that have happened during the last decade. More specifically, shocks of uncertainty and commodity inflation, as well as risk premium, had over the inflation indexes, especially those concerning services. We estimated structural vector autoregressions, assuming that Brazil is a small open economy and considering that international variables will not be affected by domestic policies. This shocks can affect inflation by two channels: costs or economic activity. Is was concluded that the main channel of transmission for the services inflation in the short term was the cost channel, and, in the long term, the economic activity one.