RSS 1.0FGV EPGE - Teses, Doutorado em Economia
FGV EPGE - Teses, Doutorado em Economia
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Essays on concession design
2018-09-28Esta tese é uma investigação sobre questões de incentivo relacionadas ao tema do desenho de concessões. Uma concessão é um método de contratação de bens e serviços públicos envolvendo o setor privado, tipicamente usado ... -
Essays on international trade
2019-02-26Esta tese é composta de três artigos, cada um correspondendo a um capítulo. No primeiro capítulo, eu desenvolvo um modelo de equilíbrio geral de comércio internacional com vantagem comparativa, em que as firmas têm ... -
Essays on the economics of education
2019Education is a powerful tool to improve lives and enhance the development prospects of nations. While primary and secondary school enrollment have increased considerably over the past decades in Brazil, completion rates ... -
The effects of judicial quality on bankruptcy outcomes
2018-12-20Esta tese contém três artigos relacionados. Neste trabalho eu investigo empiricamente os efeitos do congestionamento e da morosidade do judiciário sobre o uso e os resultados dos processos de recuperação judicial e falência. ... -
Applications of nonlinear stochastic discount factors in performance analysis and tail risk
2018-04-12We propose a new class of performance measures for Hedge Fund (HF) returns based on a family of empirically identi able stochastic discount factors (SDFs). These SDF-based measures incorporate no-arbitrage pricing restrictions ... -
Essays on Education and Labor Economics
2018Esta tese contém três artigos que investigam problemas relacionados à Economia do Trabalho, Desenvolvimento Econômico e Economia da Educação. -
Stock lending market, short-selling restrictions, and the cross-section of returns
2017Essa tese é composta por três capítulos. O primeiro capítulo é dedicado a estudar o impacto causal de restrições de venda a descoberto sobre retorno de ações. A base de dados utilizada neste trabalho possui todas as ... -
Essays in applied econometrics and monetary policy
2018-06-19This thesis contains three independent chapters. The first one is about central bank credibility, where we measure people’s beliefs using survey data on inflation expectations and focus on the 12-month-ahead horizon since ... -
Essays in applied economics: inequality and voting decision in Brazil
2017-08-18Essa tese contém três capítulos. O primeiro capítulo estuda a relação entre o programa brasileiro de transferência condicional de renda Bolsa Família e os resultados das eleições de 2010. Nós procuramos estimar esse efeito ... -
Essays on taxation and regulation: variational approach, couples taxation, and dynamic procurement
2017-09-20Esta tese coleciona 3 dos projetos por mim desenvolvidos durante meu período de doutoramento na Escola de Pós Graduação em Economia da Fundação Getulio Vargas. No primeiro capítulo apresento um artigo que nasce da percepção ... -
Essays on economic development and education
2018-03-09This thesis is a collection of three essays in economic development mainly focused on education. In the first two chapters, we study the effects that educational policies may have on a macroeconomic environment where ... -
Economic and behavioral effects of safety net programs
2018-03-16This thesis contains three independent but interrelated articles. Essentially, in this work, I empirically investigate the economic and behavioral effects of safety net programs. To do so, I use econometrics techniques ... -
Essays on monetary theory
2017-08-14In this thesis, we use mechanism design approach in order to study economies in which optimal mechanism bears some resemblance to actual monetary system. More precisely, we study optimal monetary policy in models in which ... -
Three essays on macro-finance: robustness and portfolio theory
2017-07-28This doctoral thesis is composed of three chapters related to portfolio theory and model uncertainty. The first paper investigates how ambiguity averse agents explain the equity premium puzzle for a large group of countries ... -
Essays in empirical finance
2017-03-16This thesis is a collection of essays in empirical finance mainly focused on term structure models. In the first three chapters, we developed methods to extract the yield curve from government and corporate bonds. We measure ... -
Connecting income distribution to market power and debt default with different degrees of inputs substitutability
2016-12-16This dissertation is composed of two articles in applied economics. The first intends to develop a better understanding of how economies’ income distribution relates to pricing decisions of firms with market power. The ... -
Essays on macroeconomics and banking
2016-11-26Essa tese é composta por dois capítulos. No primeiro, desenvolvo um modelo para quantificar o papel da heterogeneidade setorial, em relação ao acesso a crédito, na determinação dos efeitos da integração financeira. Fricções ... -
Essays on growth, structural transformation and education
2016-12-20This thesis contains three chapters. The first chapter studies the emergence of slums as a common feature in a country's path towards urbanization, structural transformation and development. Based on salient micro and macro ... -
Hypothesis testing in econometric models
2015-12-11This thesis contains three chapters. The first chapter considers tests of the parameter of an endogenous variable in an instrumental variables regression model. The focus is on one-sided conditional t-tests. Theoretical ... -
Essays in industrial organization
2016-09-29This thesis is composed of three articles, each one corresponding to a chapter. In the first chapter I analyze the extent to which the negative correlation between funds minimum initial application and fees can be explained ...
