Uma análise da volatilidade condicional da inflação mineira no período pós-plano Real

No hay miniatura disponible

Fecha

Título de la revista

ISSN de la revista

Título del volumen

Editor

Resumen

Descripción

In this paper we dedicate attention to the inflation dynamics in the metropolitan area of Belo Horizonte – Minas Gerais – through estimating an ARCH model considering its relative significance among those metropolitan areas that compose the national consumer price index (IPCA). Our results indicate that inflation in Minas Gerais presents an inertial component and that shocks hitting the Brazilian economy independent of arising from internal or from external sources only affect the conditional inflation volatility in Minas Gerais with a delay.

Palabras clave

Citación