Estudo da relação casual a priori entre as movimentações de carga das concessionárias ferroviárias brasileiras com modelos de de vetores auto-regressivos.

Abstract

This paper aims to evaluate the long-term relationship between cargo handling by railroad concessionaires in Brazil. The scientific gains are in the application of multivariate time series techniques used in economics with application to ports (see Da Silva and Rocha, 2012), but little explored for the railway case. The work uses the methodology of Autoregressive Vectors and the impulse-response function. The data were obtained from the National Land Transport Agency from 2006 to 2011. The results suggest a relationship between railway movements of the RUMO group and Heavy Haul railways, but not among the rest. It is suggested to make new studies by adding variables to control endogenous effects and trying to measure the relationship between ports and railways. It may even diagnose the railroad as a factor of competitiveness between ports.