Macroeconomic Models
Mostrando 13-24 de 48 artigos, teses e dissertações.
-
13. Intervenções do Estado sobre o mercado bancário e os trade-offs entre eficiência, resiliência financeira e estabilidade macroeconômica / State Interventions in banking system and the trade-offs between efficiency, financial resiliance, and macroeconomic stability
The purpose of this dissertation is to connect three banking-related concepts which are banking efficiency, financial resilience, and macroeconomic stability in a single integrated framework. It tries to understand how financial frictions settle trade-offs, whose nature and importance are investigated, and how institutional single-concept-based policies coul
Publicado em: 2011
-
14. Assorted topics in monetary economics
Esta tese é uma coleção de quatro artigos em economia monetária escritos sob a supervisão do Professor Rubens Penha Cysne. O primeiro desses artigos calcula o viés presente em medidas do custo de bem-estar da inflação devido a não se levar em conta o potencial substitutivo de moedas que rendem juros, como depósitos bancários.[1] O segundo se conce
Publicado em: 24/09/2010
-
15. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties as well as the traditional ones. We suggest a new two-step model selecti
Escola de Pós-Graduação em Economia da FGV. Publicado em: 13/09/2010
-
16. A substituição de trabalhadores como instrumento para redução de gastos com salários: evidências para a indústria paulista
Labor churning is an important component of labor turnover in Brazil, which includes job reallocation between firms. The labor churning evolution in the nineties, at least for the industry sector in Sao Paulo, folows a very similar path for di erent groups of firms (divided by size or by subsectors), suggesting that changes in the macroeconomic environment
Publicado em: 12/08/2010
-
17. Default mercado de crédito parcelado para bens duráveis : veículos automotores
The present work aims to study the macroeconomic factors influence in credit risk for installment autoloans operations. The study is based on 4.887 credit operations surveyed in the Credit Risk Information System (SCR) hold by the Brazilian Central Bank. Using Survival Analysis applied to interval censured data, we achieved a model to estimate the hazard fun
Publicado em: 28/05/2010
-
18. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties as well as the traditional ones. We suggest a new two-step model selecti
Publicado em: 29/03/2010
-
19. Price-setting policy determinants: micro-evidence from Brazil
The paper studies the frequency of price changes from a survey data on Brazilian companies. The data set has the advantage of including all of the economic sectors: agricultural and food products, trading, industry and services. Strong evidence of nominal price rigidities is found on the data with average and median price durations around 10.1 and 8.1 months
Economia Aplicada. Publicado em: 2010-06
-
20. Uma estimativa do modelo DSGE para o Brasil com rigidez real e nominal
According to the emphasis by Dib (2003), recently there has been a growing interest in the development of economic models that outline the role of rigidities in nominal price, based on the optimizing behavior of rational agents in a dynamic, stochastic, general-equilibrium (DSGE) environment. Although, there are advantages shown by these models, it was obser
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2010
-
21. Um estudo empírico dos ciclos político-econômicos no Brasil
The political business cycle theory suggests that economic fluctuations can be explained by the electoral calendar. Knowing that economic performance has great influence in the electorate vote decision, the incumbent may try to manipulate the economy policy in order to maximize the chances of victory of the government candidate. Empirical studies that aimed
Publicado em: 2010
-
22. Two empirical essays on macroeconomics and income inequality / Dois ensaios empíricos em macroeconomia e desigualdade de renda
This dissertation consists of two empirical essays relating macroeconomic variables and income inequality. The aim of the first essay is to evaluate how a change in the inflation rate affects the income distribution. In order to do this, a panel of yearly data for about 80 countries between 1987 and 2006 is used. Then static and dynamic models in which incom
Publicado em: 2010
-
23. Variáveis macroeconômicas e retorno real do Ibovespa : uma avaliação linear e não-linear
A relação entre Variáveis Macroeconômicas e o Retorno de Ações é de alta importância para pesquisas econômicas e financeiras, já que, quando descoberto, um mecanismo de conhecer ou prever o impacto dessas variáveis oportuniza uma melhor performance de investidores no mercado acionário. Nesse sentido, nosso trabalho testa nove variáveis macroecon
Publicado em: 2010
-
24. Conservadorismo contábil e o custo do crédito bancário no Brasil / Accounting conservatism and the cost of bank credit in Brazil
This study investigates the relationship between accounting conservatism and the bank credit market in Brazil. Conservatism is considered one of the most traditional and important practices in accounting. The theoretical and empirical literature argues that conditional conservatism, characterized by asymmetric and timely recognition of economic losses in acc
Publicado em: 2010