Determinantes do preço da farinha de trigo no Brasil, 2012–2018: uma aplicação do modelo VAR

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Universidade do Estado do Amazonas

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Wheat flour is one of the most consumed items in the market basket of Brazilians, directly or indirectly, and wheat grain is an important item in the import list of Brazil, the fifth in the list of basic items. These products have a relation because one is the raw material of the other. This article aimed to analyze the observed relation between wheat grain prices in the international markets and the exchange ratio and wheat flour prices in the domestic retail market in the period from 2012 to 2018. The statistical tools of time series analysis, unit root Dickey-Fuller test, vector autoregression and the ARMA model have been used, as well as the creation of a proxy for the average prices of wheat flour. The results indicate that external factors, exchange rate and the wheat grain price in the external market, have a statistically significant positive impact on the flour prices.

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