Now showing items 1-5 of 5

    • 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 ...
    • Political budget cycles in a fiscal federation : the effect of partisan voluntary transfers 

      Bugarin, Maurício Soares
      2006-04-27
      This article first presents an econometric study suggesting that intergovernmental transfers to Brazilian municipalities are strongly partisan motivated. In light of that stylized fact, it develops an extension to Rogoff ...
    • Previsão de preços de ativos usando restrições do modelo de valor presente 

      Saraiva, Diogo Vinícius Menezes
      2012-12-21
      Motivados pelo debate envolvendo modelos estruturais e na forma reduzida, propomos nesse artigo uma abordagem empírica com o objetivo de ver se a imposição de restrições estruturais melhoram o poder de previsibilade vis-a-vis ...
    • Subsídios financeiros à infraestrutura e dinâmica do produto 

      Gabriel, Allan Batista
      2014-08-11
      This dissertation aims to represent through a dynamic general equilibrium model – a feature of the Brazilian market – financial subsides to infrastructure sector. We simulated the effect of tax increases and monetary base ...
    • The welfare cost of macroeconomic uncertainty in the post-war period 

      Franco Neto, Afonso Arinos de Mello; Issler, João Victor; Guillen, Osmani Teixeira Carvalho
      2005-12-01
      Lucas (1987) has shown the surprising result that the welfare cost of business cycles is quite small. Using standard assumptions on preferences and a fully-áedged econometric model we computed the welfare costs of macroeconomic ...