Search
Now showing items 1-9 of 9
COVID-19: análise com um modelo estatístico para dados em painel
(Escola de Pós-Graduação em Economia da FGV, 2020-07)
Esse trabalho tem por objetivo oferecer resultados relativos ao impacto de algumas variáveis mencionadas na literatura, sobre a taxa de variação diária de casos (por milhão de habitantes) registrados da COVID-19. Utilizam-se ...
Welfare cost of Inflation in Brazil: an approach with time-varying cointegration and Kalman filter
(Escola de Pós-Graduação em Economia da FGV, 2018-08-01)
This paper compares the time-varying cointegration and the Kalman filter techniques to estimate the Brazilian money demand between 1996 and 2015. The estimation using Kalman filtering performs better and is subsequently ...
Fiscal vulnerability in Brazil: a simulated method of moments approach
(Escola de Pós-Graduação em Economia da FGV, 2018-08-01)
This article estimates a structural macroeconomic model of the Brazilian economy, with emphasis on the exchange rate, interest rate, inflation and public debt risk premium. The aim is to assess the effect of different ...
An alert on the recent fall of the fiscal reaction in Brazil
(engEscola de Pós-Graduação em Economia da FGV, 2018-08)
Recent evaluations of how the Brazilian government’s primary surplus reacts to the evolution of the debt to GDP ratio convey two important (and worrisome) messages: first, the reaction function has been almost steadily ...
A time-varying fiscal reaction function for Brazil
(Escola de Pós-Graduação em Economia da FGV, 2018-05-01)
This paper evaluates the sustainability of public debt in Brazil using monthly data from January 2003 to June 2016, based on the estimation of fiscal reaction functions with time-varying coefficients. Three estimation ...
A time-varying fiscal reaction function for Brazil
(Escola de Pós-Graduação em Economia da FGV, 2017-12-01)
This paper evaluates the sustainability of public debt in Brazil using monthly data from the period between January 2003 and June 2016, based on estimation of fiscal reaction functions with time-varying coefficients. Three ...
Sustainability of Brazilian public debt: analysis of a possible structural break in the recent period
Campos and Cysne (2019a) use the multicointegration method to analyze the behavior of Brazilian public debt between 1997 and 2018. The authors observe, in this previous work, the necessity of evaluating the existence of a ...
Sustainability of the Brazilian public pebt an analysis using multicointegration
According to Bohn (1995, 2008), the conventional sustainability tests, based on analyzing cointegration between government revenues and expenditures, are inconclusive for determining the sustainability of fiscal policy. ...
Social distancing, temperature, BCG and the evolution of COVID-19: a panel-model analysis
Background: This work presents results concerning the impact of some variables mentioned in the literature on the daily variation rate of cases (per million inhabitants) of COVID-19, based on a large sample of countries ...
