Browsing FGV EESP - Textos para Discussão / Working Paper Series by Author "Margarido, Mario Antonio"

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Análise do mecanismo de transmissão dos preços internacionais de commodities agrícolas sobre o comportamento da taxa de câmbio real no Brasil

Margarido, Mario Antonio; Felippe, Cauê Serigati; Bruno, Benzaquen Perosa
2010-05-26

This paper examined the transmission mechanism of international prices of agricultural commodities into the real exchange rate in Brazil for the period from January 2000 to February 2010. We used time series models (ARIMA ...