Interrelation component of economic and social security balance

Elisandra Dos Santos, Lizandra Salau Da Rocha, Adriano Mendonça Souza, José Requeijo

Research output: Contribution to conferencePaper

Abstract

This study estimates the relation between occupational variables and the indicator of the balance of Social Security in Brazil, The data used represent monthly rates available on the websites of the federal government for the period of March 2002 to December 2009, For this purpose, we used unit root tests and Johansen cointegration, estimation and analysis of the model vector error correction (VEC), estimation of impulse response function and variance decomposition of forecast errors, The results indicate that the rate of male occupation, the gross domestic product and unemployment rate have a long term relationship with the social security balance, The balance of short-to long-term converged slowly, By constructing the model error correction found for the variables under study, one can say that the results showed important interrelations between variables and that are consistent with the literature.

Original languageEnglish
Publication statusPublished - 1 Jan 2013
Event22nd International Conference on Production Research, ICPR 2013 - Parana, Brazil
Duration: 28 Jul 20131 Aug 2013

Conference

Conference22nd International Conference on Production Research, ICPR 2013
CountryBrazil
CityParana
Period28/07/131/08/13

Keywords

  • Macroeconomic indicators
  • Occupational rates
  • Social security variables
  • Vector error correction

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