Browsing by Subject "Macroeconomia - Modelos econométricos"
Now showing items 1-6 of 6
-
Demand expectations and the timing of stimulus policies
2015-03-16This paper proposes a simple macroeconomic model with staggered investment decisions. The model captures the dynamic coordination problem arising from demand externalities and fixed costs of investment. In times of low ... -
Dynamic coordination with timing frictions: theory and applications
2017We start by presenting the general model of dynamic coordination with timing frictions and some key theoretical results. We prove the model features a unique rationalizable equilibrium, present a method to solve the social ... -
Especificação de um modelo para explicação e projeção de retornos do IBRX-100
2015-08-24In this work, we propose an econometric model specification in the short form, estimating by ordinary least squares (OLS) and based in macroeconomic variables, with the goal of explaining trimestral returns of stock index ... -
Essays in Macroeconometrics
2020-10-23Esta tese consiste em três artigos independentes em macroeconometria. No primeiro artigo, nós propomos um modelo de rational-inattention, a fim de se analisar e estimar o comportamento de forecasters profissionais do Focus ... -
Introduction to the special issue on DSGE models for the Brazilian economy
2015-03-03Dynamic Stochastic General Equilibrium (DSGE) models have become thestandard framework for quantitative macroeconomic analysis in the world. Naturally,there is now a growing literature on DSGE models designed to study ... -
Investment-specific technological change and the Brazilian macroeconomy
2015-03-03This study discusses the importance of investment-specific technological change for the brazilian macroeconomy. We document evidence that a model that takes this specific type of technical progress into account is better ...
