Engle Granger Cointegration Test
Mostrando 1-4 de 4 artigos, teses e dissertações.
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1. Evidências de bolhas de preços no mercado acionário brasileiro
Currently, the existence of bubbles in asset pricing has been the cause of great concern for government authorities and investors in countries with relevant capital markets. The existence of a bubble component in asset pricing can be inferred by its deviation with respect to its fundamental value. When it comes to stocks, the suspicion about a price bubble a
Publicado em: 2008
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2. Testando a existência de efeito Lead-lag entre os mercados acionários norte-americano e brasileiro
This study is aimed at identifying the existence of lead-lag effects between the US stock market, represented by the New York Stock Exchange (NYSE), and the Brazilian stock market, represented by the Sao Paulo Stock Exchange (BOVESPA), i.e. whether upward and downward price movements in the NYSE are followed, on average, by similar movements in BOVESPA, whic
Publicado em: 2008
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3. Dominância fiscal ou dominância monetária no Brasil?: uma análise de causalidade
Brazils inflation targeting regime, which requires a floating exchange rate regime, coupled with high primary fiscal surpluses, helped absorb the external and domestic shocks that hit the economy in post-Real Plan period, maintaining inflation under control. However, a number of authors, such as Blanchard, Tanner e Ramos, and others advocate the predominance
Publicado em: 2006
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4. Determinantes da competitividade das exportações brasileiras agregadas e setoriais: uma análise VAR (2000-2006).
The objective of this dissertation is to examine some of main determinants of the Brazilian exporting sectors? competitiveness that have been pointed out by the theoretical and empirical literature. There are many determinants considered by the international trade theories; many of those theories suggest that there is a link between productivity and exports,
Publicado em: 2006