Please use this identifier to cite or link to this item: http://bibliotecadigital.economia.gov.br/handle/123456789/527487
Title: Econometria e o planejamento econômico
Keywords: Econometria
Econometrics
Política econômica
Economic policy
Modelos econométricos
Econometric models
Issue Date: 1964
Publisher: Banco Nacional do Desenvolvimento Econômico
Abstract: The paper concerns to econometric theory as a tool to economic planning. In the first place, the author defines econometric model, showing its use to study the econometric and statistical problems in model construction. After classifying and exemplifying fundamental variables belonging to a model, the authour examines several kinds of models: deterministic and stochastical models, statical and dynamic models, interdependent and recursive odels. The author proceeds studying the use of stochastical process in econometric models, as well as the principal kinds of stationary process: random process, process of autoregression, process of moving averages, harmonic process and process of hidden periodicities. Conncluding the paper, the author analyzes Samuelson's Model and its aplication in econometric studies.
Ce travail met en relief le role de l'econometrie en tant r'instrument de la planification economique. L auteur souligne, d'abord, le concept de modele econometrique et annote l'emploi de celui-ci a l'etude des phenomenes economiques, ainsi que les problemes statistiques qui se presentent lors de l'elaboration d'un modele. L'auteur classifie les variables renfermees dans un modele, en donne des exemples et examine ensuite les differents types de modeles: determinatifs et aleatoires, statiques et dynamiques, interdependants et recoursifs. L'auteur etudie ensuite, en detail, l'emploi des processus aleatoires dans les modeles econometriques tout en analysant les fonctions valeur moyenne et covariance d'un processus aleatoire ainsi que le processus aleatoire stationnaire et les differents types generaux de processus stationnaires: processus aleatoire pur; processus autoregressif; processus de moyennes mobiles; processus harmonique et processus a periodicites cachees (hidden periodicities). L'auteur termine en se penchant stir l'analyse du modele de Samuelson et son application aux etudes econometriques.
URI: http://bibliotecadigital.economia.gov.br/handle/123456789/527487
Other Identifiers: MONTELLO, Jessé. Econometria e o planejamento econômico. Revista do BNDE, Rio de Janeiro, v.1, n.2 , p. 117-134, jun. 1964.
http://web.bndes.gov.br/bib/jspui/handle/1408/12834
Appears in Collections:Produção BNDES - Artigos

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