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Advisor(s)
Abstract(s)
Nesta dissertação analisamos a relação de causalidade dinâmica entre diferentes tipos de despesa pública e crescimento económico. Para o cumprimento deste objetivo, o estudo utilizou séries temporais das diferentes rubricas da despesa pública angolana, recorremos ao teste de causalidade à Granger para identificar a relação de causalidade entre as diferentes tipologias de despesas pública e o PIB. A abordagem de Autoregressão Vetorial (VAR) foi também utilizada, permitindo modelar os dados em três modelos distintos e realizar testes dinâmicos como a decomposição da variância e funções de impulso-resposta (FIR).
Os resultados apontam para um contributo significativo da despesa realizada com o
setor da Comunicação e Tecnologia de Informação sobre o crescimento económico. Por outro lado constatamos que um choque na despesa com o setor da saúde apresenta um efeito praticamente nulo sobre o crescimento económico e choques na despesa com setor da indústria (extrativa e transformadora) e construção e agricultura produzem efeitos oscilantes sobre o produto e que se dissipam ao longo do tempo.
In this dissertation we analyse the dynamic causal relationship between different types of public expenditure and economic growth. In order to achieve this objective, our study used time series of the different items of Angolan public expenditure, we used the Granger causality test to identify the causal relationship between GDP and the different types of public expenditure, the Vector Autoregression (VAR) approach was also used, which allowed us to model our data in three different models and carry out dynamic tests such as variance decomposition and impulse-response functions (IRF). Our results point to a significant contribution to economic growth from spending on the Communications and Information Technology sector, while we found that a shock to spending on the health sector has practically zero effect on economic growth and shocks to spending on industry (extractive and manufacturing) and construction, and agriculture produce oscillating effects on output that dissipate over time.
In this dissertation we analyse the dynamic causal relationship between different types of public expenditure and economic growth. In order to achieve this objective, our study used time series of the different items of Angolan public expenditure, we used the Granger causality test to identify the causal relationship between GDP and the different types of public expenditure, the Vector Autoregression (VAR) approach was also used, which allowed us to model our data in three different models and carry out dynamic tests such as variance decomposition and impulse-response functions (IRF). Our results point to a significant contribution to economic growth from spending on the Communications and Information Technology sector, while we found that a shock to spending on the health sector has practically zero effect on economic growth and shocks to spending on industry (extractive and manufacturing) and construction, and agriculture produce oscillating effects on output that dissipate over time.
Description
Mestrado Bolonha em Economia e Políticas Públicas
Keywords
Despesa pública Crescimento económico Séries temporais Public spending Economic growth Time series
Pedagogical Context
Citation
Andrade, Valter Rossano Gambôa de (2023). "Tipos de despesa pública e crescimento económico o caso de Angola (2002-2020)". Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestão.
Publisher
Instituto Superior de Economia e Gestão