Now showing items 1-4 of 4
Estimating relative risk aversion, the discount rate, and the intertemporal elasticity of substitution in consumption for Brazil using three types of utility function
(Sociedade Brasileira de Econometria, 2000-11-02)
Using the generalized method of moments, we estimate structural parameters related to relative-risk aversion, the discount rate of future utility, and the intertemporal elasticity of substitution in consumption for the ...
Estimating and forecasting the volatility of Brazilian finance series using arch models
(Sociedade Brasileira de Econometria, 1999-05-01)
The goal of this paper is to present a comprehensive emprical analysis of the return and conditional variance of four Brazilian financial series using models of the ARCH class. Selected models are then compared regarding ...
Time-series properties and empirical evidence of growth and infrastructure
(Sociedade Brasileira de Econometria, 1998-05-01)
After more than forty years studying growth, there are two classes of growth models that have emerged: exogenous and endogenous growth models. Since both try to mimic the same set of long-run stylized facts, they are ...
Educação, investimentos externos e crescimento econômico: evidências empíricas
(Sociedade Brasileira de Econometria, 1996-11-02)
Using a sensible permanent/transitory decomposition of private output, consumption, and gross investment, we calculate potential output for the Brazilian economy and show that permanent shocks explain almost 100% of the ...