Estudo sobre rigidez de preços no Brasil: uma abordagem setorial com informações agregadas
DOI:
https://doi.org/10.11606/1980-5330/ea151245Palavras-chave:
heterogeneidade, rigidez de preços, DSGE semi-estruturalResumo
Utilizando os componentes não observados dos produtos real e nominal estima-se modelo DSGE semi-estrutural de rigidez de preços que varia entre os setores. Exercício Monte Carlo testa a similitude da estrutura de preços do Brasil versus Estados Unidos e um modelo de Markov analisa a estabilidade da política monetária no período de 1996:1 a 2015:4. Revelam-se distribuições de rigidez de preços e graus de complementaridade estratégica e comparam-se as persistências dos efeitos dos choques nominais no produto e na inflação entre os cenários de homogeneidade e heterogeneidade estrutural. Neste último caso há vantagem substancial para identificar as propriedades dinâmicas dessas variáveis.
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