Dissertação
Análise das inter-relações empíricas entre variáveis macroeconômicas e taxas ocupacionais com indicadores previdenciários
Fecha
2011-08-30Registro en:
SANTOS, Elisandra dos. INTER-RELATIONS OF ECONOMIC COMPONENTS SOCIAL SECURITY AND INDICATORS. 2011. 91 f. Dissertação (Mestrado em Engenharia de Produção) - Universidade Federal de Santa Maria, Santa Maria, 2011.
Autor
Santos, Elisandra dos
Institución
Resumen
The Brazilian social protection has accentuated its importance among the lower
classes of society. These individuals see the INSS with only source of income during
old age or in case of an accident during your life. An analysis of macroeconomic
indicators and rates of occupational factors that are linked to social security and tax
collection, issue and balance are important in building a policy that helps in decision
making. This study estimates the relationship between macroeconomic variables and
financial indicators with the Occupational Social Security, said revenues, and balance
pension issue. The data used represent monthly rates available on government
websites, for the period March 2002 to December 2009. For this purpose, we use unit
root tests and Johansen cointegration, Granger causality analysis, estimation and
analysis of the model vector error correction (VEC), estimation of impulse response
function and the decomposition of the variance of errors prediction. The results
indicate that changes in long-term indicators and the collection of social security
issue is related to the same variables and coefficients of adjustment to imbalances in
the short term are low, that is, slowly tend to balance in the long run. Regarding the
pension balance different variables that were found to show long-term relationship
with this variable, but also the long-term equilibrium occurs slowly at times. After the
construction of error correction models found for the variables under study, one can
say that the results showed important inter-relationships between variables and that
are consistent with the literature. These results show the behavior of financial
indicators of the Brazilian social security system in relation to other variables