Vector Error Correction
Mostrando 13-24 de 27 artigos, teses e dissertações.
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13. Integração entre os mercados de boi para o abate na Argentina e no Brasil / Market integration between the live cattle prices in Argentina and in Brazil
The main purpose of this study was to analyze the relationship between live cattle prices in Brazil and in Argentina so that both companies and government could have more accurate measures on the effects of Argentinas evolution of production and internal/external trade on Brazilian market. In order to achieve this goal a Vector Autoregression with Error Corr
Publicado em: 2010
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14. Regime de metas de inflação no Brasil : uma análise dos efeitos transmissores da política monetária sobre a inflação e o produto
A presente dissertação tem por objetivo estimar o grau de impacto da política monetária sobre alguns agregados monetários, tendo foco principalmente na evolução das taxas de inflação e no produto agregado. Para tanto, é discutida a estrutura teórica do Novo Consenso Macroeconômico, que fundamenta o Regime de Metas de Inflação (RMI), e apresenta
Publicado em: 2010
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15. Quantum block codes with unequal error protection / CÃdigos de bloco quÃnticos com proteÃÃo desigual de erros
Quantum error correction codes have been developed to enhance the reliability of the quantum hardware. The majority of the known quantum codes belong to the class of block codes, while quantum convolutional codes have been recently proposed. The class of unequal error protection (UEP) codes, well known in the theory of classical codes, has not been studied i
Publicado em: 2008
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16. Effects of transaction costs on the spatial integration of the internal market for frozen whole chicken / Efeitos de custos de transação sobre a integração espacial de mercados regionais de carne de frango no Brasil
Non-negligible transaction costs restrict the transmission of price shock between markets spatially separated, reducing the possibilities that the markets may become economically integrated. The aim of this work was to analyze the effects of transaction costs on the spatial integration of the internal market for frozen whole chicken, from January 1998 to Jun
Publicado em: 2008
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17. Modelagem econométrico-financeira de uma empresa baseada em vetores auto-regressivos : uma aplicação à Petrobás S.A.
The paper reports efforts towards developing and estimating a Vector Autoregressive (VAR) econometric model representing the financial statements of a firm. Although the model can be generalized to represent the financial statements of any firm, the study was carried out as a case study, where the chosen firm is the largest Brazilian firm: Petrobrás S/A. Th
Publicado em: 2007
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18. Time series models applied to forecast analysis of banking credit concessions / Modelos de séries temporais aplicados à análise prospectiva de concessão de crédito bancário
The aim of this study was to model the series of banking credit concessions to individuals, to firms and for rural activities financing, and to generate forecasts about the behavior of that series. The methodology used was the Vector Auto-Regression. The property of co-integration among the variables was considered, and were estimated Vector Auto-Regression
Publicado em: 2007
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19. Condição de Marshall-Lerner e quebra estrutural na economia brasileira
O presente trabalho tem como objetivo analisar empiricamente a desempenho da balança comercial brasileira em resposta a depreciações cambiais no período entre janeiro de 1990 e dezembro de 2003. A condição de Bickerdike-Robinson- Metzler, bem como a de Marshall-Lerner afirmam que existe uma relação positiva entre estas variáveis. Porém, os trabalho
Publicado em: 2007
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20. Fatores condicionantes da produtividade agrícola no Brasil no período de 1970 a 2005: uma abordagem neoclássica
Esta tese constata que a agricultura brasileira apresentou ganhos de produtividade ao longo das décadas de 1970, 1980, 1990 e nos primeiros anos da década de 2000 em decorrência da utilização de fatores como crédito agrícola, pesquisa, maior número de tratores, fertilizantes, corretivos e defensivos agrícolas. Desse modo, procura-se analisar e mensu
Publicado em: 2007
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21. Effectiveness analysis of statics and dynamics hedge strategies for Brazilian arabian coffee market / Análise da efetividade das estratégias estáticas e dinâmicas de hedge para o mercado brasileiro de café arábica
This work was the purpose of analyzing the hedge strategies effectiveness, in terms of risks reduction to the arabian coffee market, with the futures markets use. It was observed, a priori, that arabian coffee is among the most risky products of the Brazilian agribusiness. Moreover, it was detected low use of futures mechanism not only for this product, but
Publicado em: 2007
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22. Estimando o impacto do estoque de capital publico sobre o PIB per capita na presenÃa de mudanÃa estrutural. / Esteem the impact of the capital supply I publish on the GIP for head in the presence of structural change
Aiming to estimate the elasticity product-public expenditure to the Brazilian economy, during the period 1950-2003, it was used a vector error correction model (VECM) to control for possible structural changes in the series. When structural changes were observed, many of the Dickey-Fuller statistic tests are biased towards the non-rejection of the existence
Publicado em: 2006
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23. 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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24. Avaliação da geometria do produto Ikonos Geo / Geometric evaluation of Ikonos Geo product
Geometric correction of satellite images is relevant to cartographic applications and to integrate these images in geographic information systems. Image correction consists in the distortion elimination, caused by the sensor and by the observed object, through models of image geometry and ancillary information such as digital terrain model and control points
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 22/09/2005