Análise da causalidade e cointegração entre variáveis macroeconômicas e o IBOVESPA

Análise da causalidade e cointegração entre variáveis macroeconômicas e o IBOVESPA

The aim of this work was to assess the causality relation among the set of macroeconomic variables, represented by interest and exchange rates, inflation and Industrial Production Index as proxy of the Gross Internal Product regarding São Paulo Stock Exchange Index (IBOVESPA). The period of analysis...

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Bibliographic Details
Main Author: Silva, Fabiano Mello da
Other Authors: Coronel, Daniel Arruda
Format: Others
Language:Portuguese
Published: Universidade Federal de Santa Maria 2017
Subjects:
Ibovespa
Variáveis macroeconômicas
Cointegração
Causalidade de Granger
IBOVESPA
Macroeconomic Variables
Cointegration
Granger Causality
CNPQ::CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAO
Online Access:http://repositorio.ufsm.br/handle/1/4599

Internet

http://repositorio.ufsm.br/handle/1/4599

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