Now showing items 1-20 of 76

    • Análise da existência de cointegração e de ciclos comuns entre o PIB brasileiro e o PIB americano 

      Tavares, Maurício André Mendes (2009-06-08)
      Nosso objetivo neste trabalho foi examinar a vulnerabilidade do Brasil a choques externos dada a constante afirmação dos bons fundamentos econômicos ora apresentados por nossa economia. Nossa metodologia consistiu em ...
    • Are one-sided S,s rules useful proxies for optimal pricing rules? 

      Bonomo, Marco (Sociedade Brasileira de Econometria, 2000-05-01)
      This article is motivated by the prominence of one-sided S,s rules in the literature and by the unrealistic strict conditions necessary for their optimality. IT aims to assess whether one-sided pricing rules could be an ...
    • Business cycles in emerging economies : the role of interest rates 

      Neumeyer, Pablo Andrés (Escola de Pós-Graduação em Economia da FGV, 2001-10-25)
      This paper documents the empirical relation between the interest rates that emerging economies face in international capital markets and their business cycles. It shows that the patterns observed in the data can be interpreted ...
    • Can a habit formation model really explain the forward premium anomaly? 

      Costa, Carlos Eugênio da; Vasconcelos, Jivago B. Ximenes de (Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2009-05-12)
      Verdelhan (2009) shows that if one is to explain the foreign exchange forward premium behavior using Campbell and Cochrane (1999)’s habit formation model one must specify it in such a way to generate pro-cyclical short ...
    • Capítulo XI: o ciclo econômico 

      Simonsen, Mario Henrique (Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 1988)
    • Ciclos e estratégia 

      Bertero, Carlos Osmar (RAE Publicações, 2006-10-03)
      Ciclos econômicos são períodos caracterizados por crescimento ou recesso da economia de um país ao longo de um determinado período do tempo. Representam, para as empresas, oportunidades ou grandes ameaças. Por esse motivo, ...
    • Os ciclos econômicos eleitorais e o Programa Bolsa-Família 

      Fabri, David Mendes (2015-12-02)
      From the dissemination of knowledge about economic voting in the political environment, the increase in real income created by Bolsa Família could create incentives for governments to increase the value of transfers or a ...
    • Common cycles and the importance of transitory shocks to macroeconomic aggregates 

      Issler, João Victor; Vahid, Farshid (Elsevier Science Bv, 2001-06)
      Although there has been substantial research using long-run co-movement (cointegration) restrictions in the empirical macroeconomics literature, little or no work has been done investigating the existence of short-run ...
    • Common cycles in macroeconomic aggregates 

      Vahid, Farshid; Issler, João Victor (Escola de Pós-Graduação em Economia da FGV, 1994-04)
      Reduced form estimation of multivariate data sets currently takes into account long-run co-movement restrictions by using Vector Error Correction Models (VECM' s). However, short-run co-movement restrictions are completely ...
    • Common cycles in macroeconomic aggregates (revised version) 

      Issler, João Victor; Vahid, Farshid (Escola de Pós-Graduação em Economia da FGV, 1995-02)
      Although there has been substantial research on long-run co-movement (common trends) in the empirical macroeconomics literature. little or no work has been done on short run co-movement (common cycles). Investigating common ...
    • A Common-feature approach for testing present-value restrictions with financial data 

      Hecq, Alain; Issler, João Victor (Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2012-02-24)
      It is well known that cointegration between the level of two variables (labeled Yt and yt in this paper) is a necessary condition to assess the empirical validity of a present-value model (PV and PVM, respectively, hereafter) ...
    • A conformação estrutural da taxa de juros 

      Reinert, José Nilson (1991-10-08)
      Trata da conformação da taxa de juros no longo prazo. Aborda o tema dentro da teoria marxista e apresenta o volume de reservas formadas ao longo dos ciclos econômicos como determinante principal da taxa de juros. Analisa ...
    • Constructing coincident and leading indices of economic activity for the brazilian economy 

      Issler, João Victor; Notini, Hilton Hostalácio; Rodrigues, Claudia Oliveira da Fontoura (Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2009-06-26)
      This paper has three original contributions. The first is the reconstruction effort of the series of employment and income to allow the creation of a new coincident index for the Brazilian economic activity. The second is ...
    • Constructing coincident and leading indices of economic activity for the Brazilian economy 

      Issler, João Victor; Notini, Hilton Hostalácio; Rodrigues, Claudia Oliveira da Fontoura (Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2012-03-15)
      This paper has three original contributions. The fi rst is the reconstruction effort of the series of employment and income to allow the creation of a new coincident index for the Brazilian economic activity. The second ...
    • Constructing coincident and leading indices of economic activity for the brazilian economy 

      Issler, João Victor; Notini, Hilton Hostalácio; Rodrigues, Claudia Oliveira da Fontoura (Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2011-03-30)
      This paper has three original contributions. The first is the reconstruction effort of the series of employment and income to allow the creation of a new coincident index for the Brazilian economic activity. The second is ...
    • Construção de indicador mensal de PIB e componentes para datação de ciclos econômicos: uma análise de janeiro de 1980 a setembro de 2016 

      Cunha, Juliana Carvalho da (2017-01-23)
      Nos estudos dos ciclos econômicos de um país são analisadas diversas variáveis para a melhor compreensão do funcionamento da economia. Entretanto, o PIB é a principal variável a ser analisada dado que agrega importantes ...
    • Coordination failures and slow recoveries in macroeconomics 

      Wong, Victor (2018-05-09)
      Coordination failures are one of the possible reasons why economies suffer during a recession and why they take long time to recover. This work studies a macroeconomic model with endogenous hazard rates that captures in a ...
    • Coordination failures in business cycles 

      Machado, Caio Henrique (2017-05-11)
      Coordination failures are often said to play an important role in business cycles. If agents’ incentives of taking a given action depend on the amount of other agents expected to take the same action, coordination failures ...