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Erscheinungsjahr: 
2011
Schriftenreihe/Nr.: 
Texto para Discussão No. 1598
Verlag: 
Instituto de Pesquisa Econômica Aplicada (IPEA), Brasília
Zusammenfassung (übersetzt): 
This paper presents new econometric specifications for the Brazilian exports in the period 1995-2009 using data from the Quarterly Accounts and allowing for nonlinearities. In the cointegrating vector, there is evidence of a level shift, but the elasticities have not changed significantly. The income-elasticity remained close to the unity, and the real exchange rate multiplier was small. In the short-run dynamics, the world income exerts a nonnegligible influence, and the exchange rate is not significant. We estimate the correction of disequilibria occurs within three quarters. In addition, we underscore selected models exhibited a good performance in the outof-sample one-step-ahead forecast.
JEL: 
F1
F17
C22
C52
Dokumentart: 
Working Paper

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