Granger Causality Test
Mostrando 1-12 de 23 artigos, teses e dissertações.
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1. CONTRIBUTION OF SERVICES TO ECONOMIC GROWTH: KALDOR’S FIFTH LAW?
ABSTRACT Purpose: This study questions whether there is a Kaldor’s fifth law and tests whether the size of the intermediate services sector contributes to the growth of the industrial sector. Originality/Value: The laws proposed by Kaldor consider that the industrial sector contributes to economic growth and affirm that the growth of this sector depend
RAM, Rev. Adm. Mackenzie. Publicado em: 2017-08
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2. Sistema nacional de inovação e restrição externa ao crescimento
RESUMO According to the literature on export-led growth models differences in income elasticities of demand for imports and exports among countries bring about different degrees of external constraint on growth. However, there is not in this literature an explanation that uses the Evolutionary concept of National Innovation System (NIS) that shows why there
Brazil. J. Polit. Econ.. Publicado em: 2016-12
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3. RELAÇÃO ENTRE AS DEZ PRINCIPAIS BOLSAS DE VALORES DO MUNDO E SUAS CO-INTEGRAÇÕES / RELATION AMONG THE TOP TEN STOCK MARKETS IN THE WORLD AND THEIR CO-INTEGRATIONS
A internacionalização somada à abertura dos mercados financeiros transformou as economias antes fechadas em economias abertas, provocou um intercâmbio entre as economias mundiais por meio das bolsas de valores. O objetivo deste estudo é examinar a relação entre os dez principais índices econômicos do mundo, sendo eles: Nova York (DJIA, S&P500 e Nasd
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 09/08/2011
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4. Política fiscal anticíclica, crise financeira internacional e crescimento econômico no Brasil
This study analyzes the long run equilibrium relationship and causality between economic growth and public expenditure in Brazil covering the period 1980-2008. The empirical results of the Granger causality test in a multivariate framework have shown up the importance of public investments not only to face the adverse effects of the international financial c
Brazilian Journal of Political Economy. Publicado em: 2011
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5. 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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6. Uma abordagem da hipótese da neutralidade da moeda usando dados do Brasil pós-Real / An approach to the hypothesis of neutrality of money using data from Brazil after the Real Plan
The hypothesis of neutrality of money is the theoretical framework of the Quantity Theory of Money (QTM), which is based from the Fishers equation of exchange, assuming that the income-velocity of money is constant, the real output is exogenously determined by nonmonetary variables, such as technology, capital stock and labor supply. But the real output is t
Publicado em: 2010
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7. Analysis of the integrated market from the main producers and consumers of coffee / AnÃlise de integraÃÃo de mercado dos principais paÃses produtores e consumidores de cafÃ
This study analyses the space integration among the prices of coffee from the main producing countries (Brazil, Vietnam, Colombia, Mexico and Ethiopia) and consuming ones (United States, German, Japan, Italy and France) of the world. As data were used monthly series of paying prices to producing countries and paying prices from consuming countries in US$ cen
Publicado em: 2009
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8. A relação dinâmica entre o índice de preços de ações e a taxa de câmbio: um estudo econométrico para o Brasil 2009 / The dynamic relationship between the index of stock prices and exchange rates: an econometric study for Brazil 2009
Desde a criação do Plano Real, em 1994, o Brasil tem se destacado pela preocupação em melhorar seus fundamentos econômicos, focando o controle da inflação e a estabilidade da moeda. Nesse contexto, o interesse de investidores estrangeiros no país é crescente, tanto em investimentos diretos em infra-estrutura como em ativos financeiros. Esse trabalho
Publicado em: 2009
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9. Accounting earnings properties and determinants of earnings response coefficient in Brazil / Propriedades do lucro contábil e determinantes do coeficiente de resposta ao lucro no Brasil
A fundamental issue at the interface of economics, finance, and accounting involves the relation between a firms reported earnings and its stock returns. The lack of research in this field using Brazilian data and the limitations of previous research in terms of time-series data (small length available) motivates the present research. In addition, the practi
Publicado em: 2009
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10. The relationship between market returns and accounting returns: a case study of banking sector / A relação entre retornos de mercado e retornos contábeis: um estudo de caso do setor bancário brasileiro
This paper examines the relationship between accounting and market quarterly eturns of the largest companies in the banking sector using the econometric test causality of Granger, and investigated the behavior of tock prices of banks before nd after the financial disclosures. The sample used is the four major Brazilian banks raded on BOVESPA during the third
Publicado em: 2008
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11. 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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12. Model "Export-led growth" : empirical evidence in a non-linear perspective / Modelo export-led growth: evidências empíricas em uma perspectiva não linear
The aim of this thesis is to evaluate Export-Led Growth hypothesis through MR-STVAR. If its model is assumed, the pattern of growth alternates among four distinct regimes. Each of them is characterized by the combination of high and low rates of output and export growth. To verify if the value of export quarterly growth increases the forecasting capabilities
Publicado em: 2008