Convergência dos preços dos fatores nas economias da OCDE: o caso de três indicadores de taxas de lucro
DOI:
https://doi.org/10.1590/1980-53575335idtPalavras-chave:
Taxas de lucro, Convergência, Raiz unitáriaResumo
Este artigo examina a convergência da taxa de lucro (taxas de retorno do capital) nas economias da OCDE nos períodos de 1960-2016 e subperíodos relevantes. Ele também compara a convergência das taxas de lucro em economias selecionadas desenvolvidas e em desenvolvimento, usando os dados para o período 1973-2003. As taxas de economia produtiva e de manufatura em toda a economia são estimadas e três conceitos de convergência são considerados (beta, sigma e convergência estocástica). Usamos uma combinação de modelos de séries temporais transversais e univariadas e análise de distribuição de densidade. Para cada medida de taxa de lucro, uma forte evidência de convergência beta é fornecida. Em contraste, a convergência sigma é indicada apenas no caso da taxa de lucro da economia produtiva; enquanto em outros casos, a divergência sigma ou a ausência de convergência ou divergência são prováveis. A convergência estocástica está presente em um número menor de economias e está confinada à economia produtiva e manufatura. A comparação da dinâmica de convergência em economias desenvolvidas versus em desenvolvimento confirmou a convergência beta em ambos os grupos e para seu agregado, mas não estabeleceu convergência sigma, dada a significativa diversidade de economias e suas diferentes trajetórias econômicas.
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Atualizado em 02/08/2024