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dc.contributor.authorPrince, Diogo de
dc.contributor.authorKannebley Júnior, Sérgio
dc.date.accessioned2018-10-25T18:23:56Z
dc.date.available2018-10-25T18:23:56Z
dc.date.issued2013
dc.identifierhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84883106031&doi=10.1108%2fJES-01-2011-0010&partnerID=40&md5=808c831677552dfce8d9e7eb91a67295
dc.identifier.issn0144-3585
dc.identifier.urihttp://hdl.handle.net/10438/25408
dc.description.abstractPurpose: The purpose of this paper is to investigate the hysteresis hypothesis for the price and quantity of Brazilian imports in recent years. Design/methodology/approach: The empirical measure of strong macro hysteresis, as developed by Piscitelli et al., was incorporated into import demand and pass-through panel cointegration equations. Findings: The results show that the number of sectors that do not reject hysteresis is larger for the import price than for the demand for imported goods. The evidence supports Dixit's idea that the presence of hysteresis should diminish the degree of pass-through. Correcting for hysteresis makes quantity and price of imports more sensitive to exchange rate variations. Originality/value: This paper contributes to the literature by introducing Piscitelli et al.'s measure to test the hysteresis hypothesis in import prices and quantity.eng
dc.language.isoeng
dc.relation.ispartofseriesJournal of Economic Studies
dc.sourceScopus
dc.subjectBrazileng
dc.subjectImportseng
dc.subjectPanel Data Modelseng
dc.subjectStrong hysteresiseng
dc.subjectModelos de dados de painelpor
dc.subjectImportaçõespor
dc.titleStrong hysteresis in Brazilian imports: A panel cointegration approacheng
dc.typeArticle (Journal/Review)eng
dc.contributor.unidadefgvEscolas::EESPpor
dc.subject.bibliodataHisteresepor
dc.subject.bibliodataImportação - Brasilpor
dc.subject.bibliodataBrasil - Comércio exteriorpor
dc.contributor.affiliationFGV
dc.identifier.doi10.1108/JES-01-2011-0010
dc.rights.accessRightsrestrictedAccesseng
dc.identifier.scopus2-s2.0-84883106031


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