Autoregressive Dynamics
Mostrando 13-19 de 19 artigos, teses e dissertações.
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13. Determinação dos juros e metas de inflação no Brasil: uma crítica através da abordagem pós-keynesiana
The central purpose of this study is analyze the behavior of the Inflation Target Regime in Brazil, presenting inconsistencies related to its own conception, that finish for keeping the country in the trap of the vulnerability, high interests rate and low economic growth. The specific objective is to relate the determination of the interest rate with the mov
Publicado em: 2006
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14. Construção de um índice de cointegração e utilização do modelo de regimes Markovianos de conversão para a identificação de risco e retorno: evidência a partir de ações na Bolsa de Valores de São Paulo
One of the most popular subjects in finance is about the search and the learning of the securities return generation process and originate with the publication of Bacheliers thesis, in 1900. In 1978, Jensen affirmed that, any strategy of business, that produces economic profits in a consistent way, discounted the risk, for a sufficient long period, observing
Publicado em: 2006
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15. A dinÃmica inflacionÃria brasileira: resultados de auto-regressÃo quantÃilica
The object of study of this thesis is the Brazilian inflationary dynamics after the implementation of the Real Plan in 1994. We use quantile autoregressive models and unit root tests derived from quantile autoregressive representations to characterize such dynamics. It is shown that the inflationary dynamics is not uniform across different conditional quanti
Publicado em: 2005
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16. ESTIMAÇÃO DE EQUAÇÕES DE EXPORTAÇÕES POR SETORES: UMA INVESTIGAÇÃO SOBRE O IMPACTO DO CÂMBIO / ESTIMATION OF EXPORT EQUATIONS BY SECTORS: A RESEARCH ON EXCHANGE RATE IMPACT
The aim of this dissertation is to investigate the impact of the exchange rate in several export sectors of the brazilian economy, throughout the use of uniequation econometric models. In particular, we make use of the autoregressive distributed lags model (ADL) to obtain the long run exchange rate elasticities. The short run dynamics is obtained by use of a
Publicado em: 2003
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17. A new geographical gradient in vole population dynamics.
A new geographical gradient in the dynamics of small rodents is demonstrated by analysing 29 time series of density indices of the common vole (Microtus arvalis) from Poland, the Czech Republic and the Slovak Republic. This gradient extends from more stable northerly populations in coastal Poland to more variable and cyclic populations in the southernmost pa
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18. The timing of life-history events in a changing climate.
Although empirical and theoretical studies suggest that climate influences the timing of life-history events in animals and plants, correlations between climate and the timing of events such as egg-laying, migration or flowering do not reveal the mechanisms by which natural selection operates on life-history events. We present a general autoregressive model
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19. Cluster analysis of gene expression dynamics
This article presents a Bayesian method for model-based clustering of gene expression dynamics. The method represents gene-expression dynamics as autoregressive equations and uses an agglomerative procedure to search for the most probable set of clusters given the available data. The main contributions of this approach are the ability to take into account th
The National Academy of Sciences.