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...
Main Author: | |
---|---|
Other Authors: | |
Format: | Others |
Language: | Portuguese |
Published: |
Universidade Federal de Santa Maria
2017
|
Subjects: | |
Online Access: | http://repositorio.ufsm.br/handle/1/4599 |