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

dc.creatorCaetano, Sidney Martins
dc.creatorCorrea, Wilson L. Rotatori
dc.date2017-04-01T13:56:02Z
dc.date.accessioned2026-07-09T04:54:48Z
dc.descriptionIn 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.
dc.identifierdoi:10.22004/ag.econ.53877
dc.identifierhttps://ageconsearch.umn.edu/record/53877/files/6%20artigo.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/53877
dc.identifier.urihttp://hdl.handle.net/123456789/556525
dc.languagepor
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/53877
dc.titleUma análise da volatilidade condicional da inflação mineira no período pós-plano Real
dc.typeText

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