Browsing FGV EESP - CME: Dissertações, Mestrado em Economia by Issue Date
Now showing items 41-60 of 233
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Distorções de impostos em uma pequena economia aberta: uma análise para o caso brasileiro
2008-08-25O presente trabalho procura identificar e mensurar as distorções causadas por diferentes tipos de impostos, mas de uma perspectiva analítica em uma pequena economia aberta habitada por consumidores com horizonte de vida ... -
Restrição ao crédito educacional e investimentos em capital humano no Brasil: evidências através dos retornos à educação
2008-08-29This paper aims to gauge the role of credit constraint on education in Brazil. For this purpose, we use the hypothesis that direct costs and opportunity costs of schooling affect credit constrained and unconstrained persons ... -
Dynamic hedging in Markov regimes
2008-10-02This dissertation proposes a bivariate markov switching dynamic conditional correlation model for estimating the optimal hedge ratio between spot and futures contracts. It considers the cointegration between series and ... -
Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos
2009-02-02With the implementation of Basel II Accord in Brazil, the largest banks will be allowed to use the so-called IRB (Internal Ratings Based) model to compute the credit risk capital requirement. The aim of this thesis is to ... -
Competição e entrada de empresas de TV por assinatura em municípios brasileiros
2009-06-29This study aims to analyze the competition on cable TV industry in Brazilian municipalities. Last decade, the technological convergence permitted the cable TV companies offers other products like broadband and phone. This ... -
Metas de inflação ou desalinhamento cambial? Uma análise da convergência inflacionária com dados em painel
2009-07-10This work analyses a panel of 52 countries from 1990 to 2007 to understand whether the real exchange rate misalignment explains the decrease in world inflation when compared to the adoption by 25 countries of the sample ... -
O mercado de câmbio brasileiro pela ótica da microestrutura
2009-07-14We address whether spot exchange rate relationship with order flow is derived from flow’s ability to aggregate information regarding future fundamentals that are dispersed in the economy. We test this link using a dataset ... -
Inflação no Brasil e preços internacionais
2009-07-15In the beginning of the 90's, a fall and a greater stabilization of the world-wide inflation began to be observed, mainly in developed economies. This phenomenon was also noticed in development economies such as the ... -
Descumprimento das metas, expectativas inflacionárias e taxa de juros: o caso brasileiro
2009-07-21Brazil adopted an inflation targeting regime in 1999, after a four-year period of fixed exchange rate. Since then, the regime was marked by several episodes of unfulfillment of the target, what indicates that the regime ... -
Aftermarket short covering in ipos and long-term stock liquidity
2009-07-28This study investigates the effect of the aftermarket short covering (ASC) carried out by the underwriter during the price stabilization period on stock long-term liquidity. Because the ASC increases liquidity during the ... -
Capitanias hereditárias: herança colonial sobre desigualdade e instituições
2009-07-31This paper aims at identifying the effects of historical inequality in the Brazilian municipalities formation on the actual conditions of land and income inequalities and on institutions quality. In particular, we use, ... -
Novas medidas de alfabetização e suas implicações: evidências para o Brasil
2009-08-14This work aims to investigate illiteracy in Brazil using new literacy measures initially developed by Basu and Foster (1998). We evaluate the proximate and isolated literacy profile of the Brazilian population and also ... -
Term structure dynamics and no-arbitrage under the Taylor Rule
2009-08-18The term structure interest rate determination is one of the main subjects of the financial assets management. Considering the great importance of the financial assets for the economic policies conduction it is basic to ... -
What if firms adjust their debt-equity ratios toward a target range?
2009-08-18We estimate optimal target-ranges of capital structure controlling for a series of firmspecific characteristics and accounting for the serial correlation that arises from the dynamic component of the leverage choice. Then, ... -
Descentralização e provisão de serviços públicos: evidências a partir da criação de municípios brasileiros no setor de saneamento básico
2009-08-21This paper investigates one of the benefits of fiscal decentralization: better alignment of the basket of public goods with the preferences of the citizens concerned (Tiebout, 1956, Oates, 1972). Based on the method proposed ... -
Um estudo sobre a produtividade total dos fatores em setores de diferentes intensidades tecnólogicas
2009-11-26The basic hypothesis and core of this dissertation is that various methods of estimating production functions produce different results when applied to sectors of different technological intensity. This dissertation focused ... -
Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos
2010-03-15This work proposes characterize Yield Curve for Brazil by three factors, comparing two types of estimation methods: using State Space model, estimate it by Kalman Filter and Two Steps Least Squares. The factors are the ... -
Regras, estabilização e monetarismo
2010-03-30O objetivo do trabalho é entender o que aconteceu com o monetarismo. Em menos de 50 anos a escola surgiu, consolidou-se, atingiu seu ápice e depois foi sendo deixada de lado a medida que as proposições monetaristas começaram ... -
Exames curriculares e resultados educacionais: uma análise do exame nacional do ensino médio
2010-04-16This dissertation assesses the effects of Brazilian National High School Exam (ENEM) on educational results. This evaluation is based on the theoretical results that curriculum examinations like ENEM are capable of having ... -
A taxa ótima de hedge no mercado brasileiro do boi gordo: uma abordagem com BEKK, DCC e BEKK com dummies de safra e entressafra
2010-04-29This dissertation has three objectives. The first is to find out the best method to calculate the optimal hedge ratio of the brazilian market of live cattle. In order to do this, five models were tested: BEKK, DCC of Tse ...
