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Exchange rate changes and their impacts on industrial prices in Brazil in the 2000s

Grant number: 12/21053-2
Support type:Scholarships in Brazil - Scientific Initiation
Effective date (Start): January 01, 2013
Effective date (End): December 31, 2013
Field of knowledge:Applied Social Sciences - Economics - Industrial Economics
Principal researcher:André Luiz Correa
Grantee:Letícia Penhalver Jensen
Home Institution: Faculdade de Ciências e Letras (FCL). Universidade Estadual Paulista (UNESP). Campus de Araraquara. Araraquara , SP, Brazil

Abstract

This project aims to analyze the behavior of the pass-through of exchange rate changes to the industrial prices (so much to export and import) in Brazil during the 2000s. To achieve the objectives of this work, we propose an extensive literature review on the subject and build a broad database covering the variables used in the construction of empirical models and related to the topic indicated in the literature. The proposed empirical models will be estimated by methods of multivariate time series, highlighting the methodology VAR (Vector Autoregressive) and ADL (Autoregressive Distributed Lags). We propose a sectoral approach in order to assess the existence of different responses of prices to exchange rate changes. (AU)

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