Impulse Response Functions
Mostrando 1-12 de 15 artigos, teses e dissertações.
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1. Multiplicadores Fiscais Dependentes do Ciclo Econômico: O que é possível dizer para o Brasil?
Resumo O objetivo deste artigo é investigar se os multiplicadores de gastos do governo diferem de acordo com o estado do ciclo de negócios para o período 1997: T1-2017: T2. Para tanto, é utilizado o Método de Projeção Local de Jordà para estimar as funções-resposta a impulso e os multiplicadores fiscais sob dois regimes diferentes: recessão e expa
Estud. Econ.. Publicado em: 10/01/2020
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2. 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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3. Liberalização da conta de capital e fluxos de portfólio para o Brasil
The present work seeks to investigate the dynamics of capital account liberalization and its impact on short run capital flows to Brazil in the period of 1995-2002, considering different segments such as the monetary, derivative and equity markets. This task is pursued by developing a comparative study of financial flows and examining how it is affected by t
Publicado em: 25/06/2010
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4. Transmission of prices and volatility in the marketing of pork / Transmissão de preços e da volatilidade na comercialização da carne suína
The pork chain, despite showing significant technical improvement and competitiveness, is still one of the most volatile sectors of Brazilian agribusiness, and marketing and price fluctuation is one of the main barriers for its development. Accordingly, the present study aimed to analyze the price ratios and volatility among production agents and major meat
Publicado em: 2009
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5. Identificação de sinais ruidosos em sistemas de potência e representações na forma de pólos e resíduos
This thesis presents a technique for continuous systems identification from information in z domain transform. The computations allow for the noisy signal action on the output signal. The transfer functions are calculated from time-domain system impulse response, taking into account test system input and output signals. The transfer function is identified in
Publicado em: 2007
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6. JUROS ALTOS NO BRASIL: UMA ABORDAGEM TEÓRICA / HIGH INTEREST RATES IN BRAZIL: A THEORETICAL APPROACH
This work proposes and analyses, in the context of dynamic stochastic general equilibrium models with price rigidities, possible explanations for the stylized fact that interest rates in Brazil are exceedingly high. The implications of different hypothesis applied to the model are analyzed through impulse response functions (IRFs). Whenever possible, empiric
Publicado em: 2006
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7. International prices and exchange rate: the brazilian case / Preços internacionais e taxa de câmbio: o caso brasileiro
This work analyzes to Brazil one of the most important debates on the New Open Economy Macroeconomic literature: the choice of the currency in which international prices are fixed. There are two possible hypotheses: either the export firm establishes his prices in your own currency, named producer currency pricing (PCP) or the export firm fix his price in th
Publicado em: 2006
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8. Desenvolvimento de modelos discretos de Volterra usando funções de kautz
This work investigates the modelling of nonlinear systems using the Wiener/Volterra models with Kautz orthonormal functions. The Volterra models constitute a generalization of the impulse response model to describe nonlinear systems. Such models require a large number of terms for representing the Volterra kernels. However, this complexity can be reduced by
Publicado em: 2005
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9. O CANAL DE RENDA DO TRABALHO COMO MECANISMO DE TRANSMISSÃO DA POLÍTICA MONETÁRIA / THE WORK INCOME CHANNEL AS A TRANSMISSION MECHANISM OF MONETARY POLICY
The GDP answer to monetary policy stimulus is characterized by heterogeneity among different sectors, in terms of intensity and duration. Furthermore, durable goods producer tend to present a faster and intense response while the non durable producer use to react with bigger lags and in a softer way. A conventional lecture assign those differences to a more
Publicado em: 2005
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10. Desenvolvimento de ferramentas de identificação parametrica de sistemas mecanicos no dominio do tempo
The Work presents a collection of parametric and non parametric time domain identification techniques, employed in the modal analysis of a mechanical system. The dynamical behaviour of the system is studied from a linear model of the same, built from discrete parameters. The main characteristic of the work is the employment of computational techniques of lin
Publicado em: 1993
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11. Wiener-Volterra Characterization of Neurons in Primary Auditory Cortex Using Poisson-Distributed Impulse Train Inputs
An extension of the Wiener-Volterra theory to a Poisson-distributed impulse train input was used to characterize the temporal response properties of neurons in primary auditory cortex (AI) of the ketamine-anesthetized cat. Both first- and second-order “Poisson-Wiener” (PW) models were tested on their predictions of temporal modulation transfer functions
American Physiological Society.
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12. Material properties from acoustic radiation force step response
An ultrasonic technique for estimating viscoelastic properties of hydrogels, including engineered biological tissues, is being developed. An acoustic radiation force is applied to deform the gel locally while Doppler pulses track the induced movement. The system efficiently couples radiation force to the medium through an embedded scattering sphere. A single
Acoustical Society of America.