Browsing by Author "Prince, Diogo de"
Kannebley Júnior, Sérgio; Baroni, Joao Paulo Martins; Prince, Diogo de
2015-11This study tests for macro-hysteresis in Brazilian exports of manufactured products using a panel model with threshold parameters according to Hansen. To test hysteresis, the threshold variables are built based on studies ...
Prince, Diogo de; Kannebley Júnior, Sérgio
2013Purpose: The purpose of this paper is to investigate the hysteresis hypothesis for the price and quantity of Brazilian imports in recent years. Design/methodology/approach: The empirical measure of strong macro hysteresis, ...
Guimarães, Bernardo de Vasconcellos; Mazini, André Chaves; Prince, Diogo de
2016-03-10This paper proposes a test for distinguishing between time-dependent and state-dependent pricing based on whether the timing of pricing changes is affected by realized or expeted inflation. Using Brazilian data and exploring ...