Abstract:Resumo Investiga-se, à luz da teoria pós-keynesiana, o comportamento da taxa de câmbio no Brasil face as intervenções com swaps cambiais do Banco Central de 2002 a 2015. Analisam-se as propriedades de uma economia aberta, as condicionantes da taxa de câmbio, o mercado cambial e a inserção do Brasil no sistema monetário internacional. Afere-se empiricamente o comportamento cambial frente às operações swap por meio de modelos ARCH/GARCH e VAR. Com os primeiros, observa-se a volatilidade das taxas de câmbio nomin… Show more
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