ANALYSIS OF EXPECTED AND NON-EXPECTED IMPACTS OF INTEREST RATE, EXCHANGE RATE AND INFLATION IN BRAZILIAN MARKET

ANALYSIS OF EXPECTED AND NON-EXPECTED IMPACTS OF INTEREST RATE, EXCHANGE RATE AND INFLATION IN BRAZILIAN MARKET

This paper examined the expected and non-expected impacts for interest rates, exchange and inflation rates in the Brazilian market. For this purpose, was applied the ARIMA model to estimate the expected value of the first differences of these variables, under a sample of 383 weekly observations for...

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Bibliographic Details
Main Authors: Marcelo Brutti Righi, Sérgio Guilherme Schlender, Paulo Sérgio Ceretta
Format: Article
Language:English
Published: Universidade Federal de Santa Maria 2012-05-01
Series:Revista de Administração da UFSM
Subjects:
macroeconomic variables
ARIMA
expected and non-expected impacts
Online Access:http://cascavel.ufsm.br/revistas/ojs-2.2.2/index.php/reaufsm/article/download/2774/pdf

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