Effects of overvaluation and exchange rate volatility over industrial investment: empirical evidence and economic policy proposals for Brazil

The present article aims to analyze the recent behavior of real exchange rate in Brazil and its effects over investment per worker in Brazilian manufacturing and extractive industry. Preliminary estimates presented in the article shows an over-valuation of 48% of real exchange rate in Brazil. The re...

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Detalles Bibliográficos
Autores: Oreiro, José Luís, A. C. Basilio, Flavio, J. G. Souza, Gustavo
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2014
País:Brasil
Institución:EDITORA 34
Repositorio:Revista de Economia Política
Idioma:inglés
OAI Identifier:oai:ojs2.centrodeeconomiapolitica.org:article/277
Acceso en línea:https://centrodeeconomiapolitica.org.br/repojs/index.php/journal/article/view/277
Access Level:acceso abierto
Palabra clave:Taxa de câmbio real
desenvolvimento econômico
macroeconomia de desenvolvimento estruturalista
Real exchange rate
economic development
structuralist development macroeconomics
Descripción
Sumario:The present article aims to analyze the recent behavior of real exchange rate in Brazil and its effects over investment per worker in Brazilian manufacturing and extractive industry. Preliminary estimates presented in the article shows an over-valuation of 48% of real exchange rate in Brazil. The reaction between the level (and volatility) of real exchange rate and investment (per worker) in Brazil is analyzed by means of a panel data econometric model for 30 sectors of Brazilian manufacturing and extractive industry. The empirical results show that the level and volatility of real exchange rate has a strong effect over investment per worker in Brazilian industry. Finally, we conclude the article presenting a proposal for a new macroeconomic regime that aims to produce an acceleration of economic growth of Brazilian economy and, by that, a catching-up process with developed countries.  JEL Classification: L5; O11; F41.