Now showing items 1-12 of 12

    • Ensaios em econometria aplicada 

      Souza, Rafael Martins de
      2009-10-26
      This thesis has three chapters. Chapter 1 explores literature about exchange rate pass-through, approaching both empirical and theoretical issues. In Chapter 2, we formulate an estate space model for the estimation of the ...
    • Ensaios em econometria aplicada 

      Dias, Victor Pina
      2013-11-19
      Housing is an important component of wealth for a typical household in many countries. The objective of this paper is to investigate the e§ect of real-estate price variation on welfare, trying to close a gap between the ...
    • Ensaios em macroeconometria 

      Salvato, Márcio Antônio
      2003
      Este trabalho, no capítulo um, investiga amplamente a evolução do consumo de bens duráveis no Brasil a partir da decisão de consumo individual e da possibilidade de existir restrição ao crédito. A contribuição mais relevante ...
    • Ensaios em macroeconometria e finanças 

      Gaglianone, Wagner Piazza
      2007
      This thesis is composed of three essays referent to the subjects of macroeconometrics and Önance. In each essay, which corresponds to one chapter, the objective is to investigate and analyze advanced econometric techniques, ...
    • Ensaios em macroeconometria e finanças 

      Gutierrez, Enrique Carrasco
      2008
      This thesis is composed of four essays referent to the subjects of macroeconometrics and nance. In each essay, which corresponds to one chapter, the objective is to investigate and analyze advanced econometric techniques, ...
    • Ensaios em macroeconometria e finanças 

      Guillen, Osmani Teixeira Carvalho
      2003
      Esta tese de doutorado está composta por quatro ensaios em macroeconometria e finanças com aplicações nas áreas de abertura comercial, custo de bem estar do ciclo de negócios e taxas de juros. No primeiro ensaio analisamos ...
    • Ensaios sobre ciclos de negócios 

      Notini, Hilton Hostalácio
      2009
      The purpose of this article is to propose and evaluate forecasting models for the Brazilian industrial GDP. Most models are based on vector auto-regressions (VARs) or on restricted VARs, but models on the ARMA class are ...
    • Ensaios sobre o fator estocástico de descontos 

      Araújo, Fabio
      2009-08-10
      This work proposes alternative ways to consistently estimate an abstract measure, crucial to the study of intertemporal decisions, which is at the core of most macroeconomics and financial studies: the Stochastic Discount ...
    • Essays in applied econometrics 

      Duarte, Rafael Burjack Farias
      2015-11-27
      Using a unique dataset on Brazilian nominal and real yield curves combined with daily survey forecasts of macroeconomic variables such as GDP growth, inflation, and exchange rate movements, we identify the effect of surprises ...
    • Essays in applied econometrics and monetary policy 

      Santos, Ana Flávia Soares dos
      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 macroeconometrics 

      Saraiva, Diogo Vinícius Menezes
      2015-11-27
      The knowledge of the current state of the economy is crucial for policy makers, economists and analysts. However, a key economic variable, the gross domestic product (GDP), are typically colected on a quartely basis and ...
    • Um estudo sobre os efeitos da heterogeneidade dos indivíduos na estimação de modelos com dados agregados 

      Pinheiro, Maurício Canêdo
      2007
      Esta tese é composta por três artigos, cada um deles correspondendo a um capítulo. Embora cada capítulo verse sobre assuntos distintos, existe a mesma preocupação em todos eles com a correta construção de modelos econométricos ...