Rational Expectation
Mostrando 1-9 de 9 artigos, teses e dissertações.
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1. Three essays on local demand for public services
Local provision of public services has the positive effect of increasing the efficiency because each locality has its idiosyncrasies that determine a particular demand for public services. This dissertation addresses different aspects of the local demand for public goods and services and their relationship with political incentives. The text is divided in
Publicado em: 03/05/2012
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2. Fórmula de valoração racional (RVF) e variabilidade no tempo das taxas de retorno de ativos no Brasil
A presente tese aborda os conceitos de fórmula de valoração racional e cointegração variante no tempo para, sob o referencial da teoria das expectativas racionais e de movimentação de preços de Muth (MUTH, 1961), supor a variabilidade das taxas de retorno de ativos no mercado brasileiro, no período de 1986 a 2010, testando as hipóteses nulas de mec
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 22/08/2011
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3. Exogenous expectations on endogenous uncertainty: recursive equilibrium and survival
This paper analyses general equilibrium models with finite heterogeneous agents having exogenous expectations on endogenous uncertainty. It is shown that there exists a recursive equilibrium with the state space consisting of the past aggregate portfolio distribution and the current state of the nature and that it implements the sequential equilibrium. We es
Escola de Pós-Graduação em Economia da FGV. Publicado em: 18/04/2011
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4. Modelo de gestão e automação dos portos brasileiros. / Model of the management and automation of the Brazilian ports.
This monograph could also be called by: elements and subsidies to a model of management and automation of the Brazilian ports, because its initial objective was to propose a model of the port processes. There was an expectation that the implantation of the system would occur in a short time. However, the desired model would only be ready after its implantati
Publicado em: 2009
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5. ENSAIOS SOBRE A FORMAÇÃO DE EXPECTATIVAS DE INFLAÇÃO / ESSAYS ON INFLATION EXPECTATIONS
This dissertation is divided in four papers about monetary policy. Initially, we evaluate how inflation expectations are formed in BrazilOur results suggest that data do not follow what rational or adaptive expectations would predict. Using two different methods to measure the informational readjustment frequency in Brazil, we find evidence that inflation ex
Publicado em: 2008
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6. RELAÇÃO DE RESULTADOS SOROLÓGICOS DE ENSAIO IMUNOENZIMÁTICO (ELISA) COM A TÉCNICA DE IMUNOFLUORESCÊNCIA MICROSCÓPICA DIGITAL PARA PESQUISA DE ANTIGLOBULINA IGG DE TOXOPLASMA GONDII
Toxoplasma gondii is an obligatory intracellular parasite, capable of infecting a large variety of intermediate hosts including humans. In the domiciliary environment, the infected final hosts (cats) spread the oocists by their excrements, which quickly reach maturity in the ground and become infectants. Therefore, toxoplasmosis is acquired by humans through
Publicado em: 2007
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7. Dynamic rational expectation storage models with uncertanty conditions applied to Brazilian rice market / Análise do armazenamento de arroz no Brasil sob condições de incerteza através de um modelo dinâmico de expectativas racionais
O objetivo deste trabalho foi analisar o armazenamento do arroz no Brasil, propondo modelos para tomada de decisão quanto à formação de estoques. Uma vez conhecidos estes modelos é possível analisar previamente as intervenções pretendidas pelo governo. Para tanto se partiu da hipótese de que é possível representar o mercado de arroz no Brasil atra
Publicado em: 2006
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8. Dinamyc rational expectation storage models applied to brazilian corn market. / Análise do armazenamento de milho no Brasil com um modelo dinâmico de expectativas racionais.
O objetivo deste trabalho foi analisar o mercado de milho no Brasil, sob a nova política de preços agrícolas, especificamente através do mecanismo de Prêmio para Escoamento de Produto (PEP) adotada na segunda metade da década de 90. Foram desenvolvidos modelos para representar o mercado brasileiro já que a literatura voltada para estes estudos não co
Publicado em: 2001
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9. Initial cash/asset ratio and asset prices: An experimental study
A series of experiments, in which nine participants trade an asset over 15 periods, test the hypothesis that an initial imbalance of asset/cash will influence the trading price over an extended time. Participants know at the outset that the asset or “stock” pays a single dividend with fixed expectation value at the end of the 15th period. In experiments
The National Academy of Sciences.