Heterogeneidade sazonal do comércio exterior brasileirouma análise regional usando o método de saturação de indicadores

Resumo

This study analyzes the seasonal heterogeneity of Brazilian foreign trade at the regional level (North, Northeast, Center-West, Southeast, and South) from 2000 to 2024. Using the econometric approach of Indicator Saturation (ISAT) combined with the General-to-Specific (GETS) modeling framework on monthly real volume series, the research investigates the presence of seasonality, calendar effects, and structural shocks in export and import flows. The results indicate that seasonality is predominantly stochastic, captured by an autoregressive (AR) structure, while the number of working days proved to be the only significant calendar effect across all regions. The ISAT methodology identified structural breaks and shocks associated with known economic events, such as customs strikes (2002), the commodity supercycle (2003-2008), the global financial crisis (2008-2009), and the severe drought in the North region (2023-2024). Distinct regional dynamics were observed, with the Central-West region leading the average growth in exports, and the Northeast leading in imports. The study concludes that aggregate national analysis masks important regional patterns and demonstrates the robustness of the GETS/ISAT method for modeling time series subject to shocks, offering insights for trade policy and logistical planning.

Ficha do documento

Tipo

Dissertação

Ano

2025

Instituição

Fundação Getulio Vargas

Fonte

Repositório da FGV

Idioma

Português

Acesso

Acesso aberto

Identificador

oai:repositorio.fgv.br:10438/37556

Temas

EconomiaDesenvolvimento RegionalDados

Palavras-chave

SazonalidadeSéries temporaisBalança comercialRegiõesISATGETSSeasonalityTime seriesTrade balanceRegionsEconomiaBrasil - Comércio exteriorVariações sazonais (Economia)Modelos econométricosAnálise de séries temporais