Intertemporal Model
Mostrando 1-12 de 18 artigos, teses e dissertações.
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1. Neuromuscular and motor patterns in breaststroke technique
Resumo O objetivo deste estudo consistiu em analisar a relação entre os padrões neuromusculares e motores na técnica do nado de peito. Cinco nadadores masculinos de nível nacional realizaram 200 mnado peito na máxima intensidade.Foram registrados dados de Electromiografia do bicepsbrachii, deltoid anterior, pectoralis major etricepsbrachii. A duração
Rev. bras. cineantropom. desempenho hum.. Publicado em: 30/05/2019
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2. Testando o modelo intertemporal da conta corrente para o Brasil
A presente dissertação é composta de dois capítulos que tratam do modelo intertemporal da conta corrente. Em cada capítulo é aplicado, a dados da economia brasileira, um modelo distinto da literatura para descrever a dinâmica da conta corrente de uma economia aberta. O primeiro capítulo avalia a robustez do modelo intertemporal clássico da conta cor
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 16/03/2012
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3. Intertemporal CAPM estimation with Bovespa stocks / Estimação do CAPM intertemporal com ações da BOVESPA
This work intends to estimate an intertemporal capital asset pricing model, by using the innovations of two state variables: maximum Sharpe index and real interest rate. These variables are supposed created by a mean reverting diffusion process: Ornstein-Uhlenbeck. The complete estimation of ICAPM is made in a cross-section approach and it is compared with F
Publicado em: 2010
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4. Strategic asset allocation on Brazilian assets / Análise da alocação estratégica de longo prazo em ativos brasileiros
Este trabalho consiste na aplicação de Campbell, Chan e Viceira (2003) [A multivariate model of strategic asset allocation. Journal of Financial Economics 67, p. 41-80] para a análise da alocação estratégica de longo prazo em ativos brasileiros, utilizando dados mensais de 2002 a 2009. Os resultados encontrados diferem significativamente daqueles obtid
Publicado em: 2010
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5. Crime and punishment with habit formation
Moral concepts affect crime supply. This idea is modelled assuming that illegal activities is habit forming. We introduce habits in a intertemporal general equilibrium framework to illegal activities and compare its outcomes with a model without habit formation. The findings are that habit and crime presents a non linear relationship that hinges upon the lev
Publicado em: 03/09/2009
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6. Endogenous growth with deferred technological change
Lucas (2009) has proposed a two-sector model to account for patterns in growth data. However, Lucas’s analysis does not involve any inter-temporal decision by the consumers. The behavior of the variables is determined a priori by the technology that is chosen. Rodriguez (2006) proposed a model with the twosector technology presented by Lucas adding an inte
Publicado em: 07/08/2009
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7. Testing the Optimality of Aggregate Consumption Decisions: Is there Rule-of-Thumb Behavior?
Consumption is an important macroeconomic aggregate, being about 70% of GNP. Finding sub-optimal behavior in consumption decisions casts a serious doubt on whether optimizing behavior is applicable on an economy-wide scale, which, in turn, challenge whether it is applicable at all. This paper has several contributions to the literature on consumption optimal
Publicado em: 15/02/2009
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8. Modelos de ciclos reais de negócios com imposto e setor externo : o caso brasileiro
The aim of this work is to analyses the impact of fiscal policies on Brazilian business cycles by using dynamic equilibrium models of a small open economy with government. In doing so, there are four ways of government finances its purchases by levying flat-rate: tax on consumption, tax on earnings from capital, tax on earnings from labor and investment tax
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. A economia política da vinculação de receitas no Brasil
This thesis intends to discuss the structure of earmarked receipts in Brazil, its peculiarities and its effective impacts over the fiscal policy, and to analyse, under the political economy point of view, the reasons for which this excessive earmarking degree came up in the country, as well as its intertemporal process of conformation to the needs of a well
Publicado em: 2008
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11. Sustentabilidade da política fiscal brasileira no período pós real: 1995 - 2006.
The objective of this dissertation is to evaluate the sustainability of the Brazilian fiscal policy during the period from 1995 to 2006, considering the dynamics of growth of the federal public debt, the behavior of the public incoming and expenditure, and the behavior of the primary result to face the new increases in the public indebtedness. The basic idea
Publicado em: 2007
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12. CONTRIBUIÇÃO PARA A ANÁLISE DA COMPETITIVIDADE DA SOJA EM GRÃOS: UMA APLICAÇÃO DO MODELO DE EQUILÍBRIO ESPACIAL AO ESTADO DE TOCANTINS / CONTRIBUTION FOR THE ANALYSIS OF THE COMPETITIVITY OF THE SOY BEANS IN GRAINS: AN APPLICATION OF THE SPATIAL EQUILIBRIUM MODEL TO THE STATE OF TOCANTINS
O sistema logístico da soja brasileira em grãos é um elemento importante na cadeia produtiva, pois a maior parte dos custos desta oleaginosa é dada pelos custos de transportes e os custos de armazenagem. Nesse sentido, a otimização desse segmento é essencial para aumentar a competitividade da soja brasileira no mercado internacional. Nesta tese, prop�
Publicado em: 2007