RSS 1.0FGV EPGE - Teses, Doutorado em Economia
FGV EPGE - Teses, Doutorado em Economia
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Essays on the economics of education
(2019)Education 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
(2018-12-20)Esta 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
(2018-04-12)We 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
(2018)Esta 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
(2017)Essa 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
(2018-06-19)This 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
(2017-08-18)Essa 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
(2017-09-20)Esta 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
(2018-03-09)This 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
(2018-03-16)This 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
(2017-08-14)In 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
(2017-07-28)This 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
(2017-03-16)This 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
(2016-12-16)This 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
(2016-11-26)Essa 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
(2016-12-20)This 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
(2015-12-11)This 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
(2016-09-29)This 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 ... -
Essays on monetary theory
(2017-01-30)Nesta tese aplicamos métodos numéricos para estudar alguns modelos em que moeda é essencial. Seguimos uma abordagem de desenho de mecanismo em teoria monetária e procuramos por configurações em que as pessoas possam desfrutar ... -
Three essays on the estimation of asset pricing models
(2016-09-23)The thesis consists in three articles about the estimation of asset pricing models. The first paper analyses small sample properties of Generalized Empirical Likelihood estimators for the risk aversion parameter in CRRA ...
