Macroeconomics Effects
Mostrando 1-12 de 13 artigos, teses e dissertações.
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1. Reavaliando a relação entre independência do Banco Central e custos de desinflação: uma análise de viés de seleção / Reassessing the relationship between Central Bank independence and disinflation costs: a selection bias analysis
The majority of the empirical literature about the effects of central bank independence on disinflation costs found a positive relationship between these variables, meaning that more costly disinflationary episodes are related to countries with more independent central banks, opposing to the new classical theory, which states that there is a credibility prem
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 22/11/2012
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2. Essays in macroeconomics and public finance
Esta tese dedica-se ao estudo dos sistemas tributários. Eu investigo como um sistema tributário afeta as escolhas dos indivíduos e consequentemente os recursos do país. Eu mostro como um sistema tributário induz as escolhas das pessoas, determinado assim as alocações de trabalho, produto e consumo da economia. No primeiro e segundo capítulo eu examin
Publicado em: 25/03/2011
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3. 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
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4. 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
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5. COUNTRY ANALYSIS OF THE EFFECTS OF INTRODUCING MACROECONOMIC INFORMATION TO YIELD CURVE FORECASTS / ANÁLISE CROSS-COUNTRY DO IMPACTO DA INCORPORAÇÃO DE INFORMAÇÃO MACROECONÔMICA NA PREVISÃO DA ESTRUTURA A TERMO DA TAXA DE JUROS
No Brasil e no mundo, grande parte das carteiras de investimento das seguradoras e entidades de previdência complementar é composta por títulos emitidos por governos. Sendo assim, os retornos destes papéis respondem por parte relevante da rentabilidade destas carteiras. Este trabalho tem como finalidade a análise do impacto da incorporação de informa�
Publicado em: 2009
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6. PREVISÃO E IMPACTOS SETORIAIS DO CONSUMO DE ENERGIA ELÉTRICA NO BRASIL: UMA ANÁLISE INTEGRADA ECONOMÉTRICA COM INSUMOPRODUTO PARA O PERÍODO DE 2009 A 2014
This study proposes a new approach for studying the Brazilian electricity sector, based on the integration of econometric (EC) and input-output (IO) models. Such integration is undertaken through the macroeconomics aggregated. The first step estimates three macroeconomics aggregated (household consumption, exports, and imports), each one disaggregated by 12
Publicado em: 2008
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7. Tests applied in macroeconomics: exchange rate expectations and inflation / Ensaios aplicados de macroeconomia: taxa de câmbio e expectativas de inflação
This doctoral thesis consists of three essays in applied macroeconomics. The first essay retakes the classic result of the article by Meese and Rogoff (1983), in which the authors found strong evidence that no structural model for the exchange rate surpasses the projections of a random walk model. In this first essay we compare the error of the projections f
Publicado em: 2008
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8. Macroeconomics and agricultural commodities prices / Macroeconomia e preços de commodities agrícolas
This work resumed the behavioral analysis of commodities prices in agriculture after a decade during which the topic drew little attention from researchers. The results found show a moderate role, but not indispensable, played by the macroeconomic variables in the non-anticipated variations of their prices. The exchange rate impacts directly the prices of go
Publicado em: 2008
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9. Effect of the trade opening and the external liquidity on the growth of the Brazilian agriculture sector / Efeitos da abertura comercial e da liquidez externa sobre o crescimento do setor agropecuário brasileiro
The process of Brazilian external opening, seen under the light of the trade opening and financial liberalization, has provoked deep changes in the world-wide economic political scene. In Latin America, this process began in 1990s and was implemented in order to get macroeconomic stability. In Brazil, after the external opening, the agriculture sector, which
Publicado em: 2008
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10. Freedom, macroeconomics and wappiness: an empirical analisys of a panel of countries / Liberdade, macroeconomia e felicidade: uma análise empírica de um painel de países
This dissertation brings evidence on the role of the main macroeconomic variables and freedom on individual happiness. Using microdata from subjective wellbeing surveys from 74 countries, we estimate an Ordered Probit Model. Based on a standard microeconometric specification, we show that macroeconomics influences wellbeing directly. Even after controlling f
Publicado em: 2007
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11. Abordagem da balança comercial: determinando os efeitos total e parcial de uma variação da taxa dde câmbio sobre a balança comercial a partir da integração das abordagens das elasticidades e de absorção.
The purpose of this dissertation is to discuss the main ways by which the exchange rate can affect the Trade Balance. In other words, this work tries to extract the direct and indirect effects of a variation of the exchange rate over the trade balance. In order to archive this purpose, we integrate two models that have different focus which common objective
Publicado em: 2007
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12. A Integração Micro Macroeconomia Modelos e Justificativas / The Micro Macroeconomics Integration - Models and Justifications
The aim of this research is to show that the microeconomic foundations of macroeconomics is a false problem for as far as certaim microeconomic decisions affect the macroeconomic realm on the other hand it is true that macroeconomic decisions affect also the microeconomy. The recognition of these facts will allow us to build more relevant models of economic
Publicado em: 24/11/2005