Econometric Model Var
Mostrando 1-8 de 8 artigos, teses e dissertações.
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1. The impact of OFDI on economic growth countries. An econometric approach using panel data and time-series evidence
The thesis at hand adds to the existing literature by investigating the relationship between economic growth and outward foreign direct investments (OFDI) on a set of 16 emerging countries. Two different econometric techniques are employed: a panel data regression analysis and a time-series causality analysis. Results from the regression analysis indicate a
Publicado em: 20/12/2012
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2. Apreçamento racional de mercadorias utilizando modelo de valor presente para o boi gordo no período de 2001 a 2008
Campbell and Schiller (1987) proposed, within the scope of econometric analysis and cointegration, a powerful tool that enabled the present value model tests to also test market rationality and efficiency. The opportunity offered by the present value model of a substantial and settled fundamental value theory together with a powerful tool kit of empiricaleco
Publicado em: 2010
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3. Liberalização da conta de capitais : um estudo do caso brasileiro (1990-2009)
O presente trabalho busca avaliar o impacto da integração financeira sobre o desempenho econômico do Brasil no período de 1990 a 2009. Para tanto foram realizados análises empíricas sobre a associação de variáveis macroeconômicas chaves para o desempenho da economia (taxa de câmbio, taxa de juros e taxa de crescimento) com as variações nos níve
Publicado em: 2010
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4. Causalidade e transmissão de preços na cadeia avícola no período de 1997-2008 / Causality and prices transmission in the chain poultry for the period 1997-2008
The chicken meat productive chain in Brazil has shown itself as an interesting competitive subsidy, considering the exporting capacity and the differentiation of market products. Nevertheless, intersectorial relations in this system can be considered contradictory, and in some ways even conflictive. Regarding this, one has pursued to evaluate the price trans
Publicado em: 2010
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5. Previsão da taxa de juros nominal no Brasil: uma avaliação comparativa entre curva de reação, modelos ARMA e VAR / An assessment of the performance of the central banks reaction function, ARMA and VAR models to forecast the nominal interest rate in Brazil
This work studies alternative econometric specifications potentially suitable for forecasting the nominal interest rate in Brazil. The group of evaluated models includes the Central Bank reaction function, a univariate time-series model and four different VAR specifications. The results show that the reaction function and the univariate time-series model pre
Publicado em: 2008
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6. Investimento direto externo e comércio exterior da China nos anos 1990 e 2000
Considering the up ahead tendency of trade and foreign direct investment (FDI) flows in Chinese economy, the present study investigated the relationship between FDI and the changes verified in Chinas export structure towards high-tech sectors. First, it was examined Chinas trade pattern of specialization, trough the use of international trade indicators as m
Publicado em: 2008
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7. Modelagem econométrico-financeira de uma empresa baseada em vetores auto-regressivos : uma aplicação à Petrobás S.A.
The paper reports efforts towards developing and estimating a Vector Autoregressive (VAR) econometric model representing the financial statements of a firm. Although the model can be generalized to represent the financial statements of any firm, the study was carried out as a case study, where the chosen firm is the largest Brazilian firm: Petrobrás S/A. Th
Publicado em: 2007
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8. Liberalização da conta de capitais : evolução e evidências para o caso brasileiro recente (1990-2005)
O presente trabalha busca avaliar o processo de liberalização da conta capital em implementação no Brasil a partir da década de 1990, através da pesquisa nos trabalhos já registrados na literatura internacional (capítulo 2), associada a uma abordagem empírica própria (capítulo 4). Utiliza-se de dois índices independentes para avaliar o comportame
Publicado em: 2007