Resumo
O propósito central deste estudo é analisar um modelo econométrico para fins preditivos acerca da taxa de juros utilizada como referência na economia brasileira, a qual consiste na taxa Selic-Efetiva, a fim de atestar a viabilidade em efetuar previsões sobre variações desta taxa no curto prazo. Desta forma, são detalhadas as principais variáveis macroeconômicas que afetam a taxa Selic-Efetiva, como as variações sobre preços de commodities agrícolas e de energia, nível de produção industrial nacional, taxa de câmbio e dívida líquida do setor público. A abordagem macroeconômica moderna descreve a importância do Banco Central na consecução de suas metas para manutenção da estabilidade econômica, dentre estas, convergir a taxa de juros verificada com a meta estabelecida pelo Comitê de Política Monetária (COPOM) para a taxa Selic. Ademais, o presente trabalho visa explanar a relevância em se prever, com razoável grau de acuracidade, a taxa de juros referencial da economia brasileira, podendo o modelo proposto ser utilizado no suporte para tomada de decisão para estratégias de investimentos e ferramenta adicional no monitoramento acerca da consecução dos objetivos de políticas macroeconômicas.Authors who publish with this journal agree to the following terms:
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