Listagem Documentos publicados nas Revistas da Fundação Getulio Vargas por data do documento
Itens para a visualização no momento 1-20 of 896
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Medidas de concentração
1981-04-01O objetivo deste trabalho consiste em apresentar, de um ponto de vista puramente estatístico, as medidas de concentração que são mais frequentemente encontradas na literatura econômica. Mais especificamente trataremos, ... -
Expectativas racionais
1981-11-02A combinação da teoria aceleracionista da curva de Phillips com a hipótese de expectativas inflacionárias adaptativas, conseguiu decifrar um dos mais perturbadores enigmas da macroeconomia neoclássica: porque a prosperidade ... -
Índices de divisia, integrais curvilíneas e índices econômicos
1981-11-02O número índice de divisia desempenha um papel ímpar na Teoria Econômica. De um lado, pelas propriedades interessantes que possui - tais como ser encadeado e ser invariante à la Richter ele exerce uma grande atração sobre ... -
Competição monopolística e suas relações com competição perfeita
1982-11-02This article discusses the properties of monopolistic competitive economies with many economic agents. In the context of general equilibrium, the idea of inverse correspondence of generalized demand is treated, as is the ... -
Ensaio em competição monopolística
1982-11-02This article treats the topic of monopolistic competition, interpreted as a Cournot oligopoly in market equilibrium. The notion of a Cournot oligopoly is discussed, and its relation to the non-cooperative Nash equilibrium ... -
Contratos salariais justapostos e política anti-inflacionária
1985-11-02The present paper analyses the problems of anti-inflationary policies facing overlapping wage contracts. It extends the pioneer conclusions of Stanley Fischer and John Taylor in late seventies, showing thatl with overlapping ... -
Moeda e preços relativos: evidência empírica
1985-11-02In this paper we estimate a Vector Autoregressive Model of Money and Relative Prices in Brazil. The variables included in the model are the Money Supply (M1), the agricultural component of the Wholesale Price lndex and the ... -
A business cycle study for the U.S. from 1889 to 1982
1986-04-01The main task of the economists that study the behaviour of business cycles is to explain why and how certain economic variables tend to fluctuate away from their expected trends. They put questions such as why unemployment ... -
Simulação econométrica de estoques reguladores mundiais para cacau
1986-04-01This study evaluates alternative buffer stock policies for cocoa as an instrument to stabilize world market prices over the 1977-96 period. An econometric madel that explains production, stocks, demand and equilibrium ... -
Bayesian foundations of Nash equilibrium behaviour
1986-04-01This is part of a larger project to investigate the Bayesian foundations of non-cooperative solution concepts. Elsewhere Bernheim and Pearce prove that common knowledge of Bayesian rationality is not enough to justify the ... -
Rational expectations, income policies and game theory
1986-11-02Rational expectations are viewed as a Nash equilibrium of a game. If a change of regime occurs, it is argued that it is very unlikely that the economy is going to achieve the new equlibrium at once. In fact, one can show ... -
Existence of a solution to the principal's problem
1987-11-02This article deals with the existence of a solution to the Principal Agent Problem. Here we develops some basic results with the aid of Berge's Maximum Theorem. Also, a presentation of some interesting examples is given. -
A Keynesian model of nominal wage rigidity
1990-04-01We present a Model that reflects Keynes' intuition concerning nominal wage rigidity: workers like to keep their relative status on society. Several results are presented, including the analysis of the influence of risk ... -
O efeito da taxa de juros e da incerteza sobre a curva de Phillips da economia brasileira
1990-04-01Utilizando a hipótese de que as empresas brasileiras incorrem em custos financeiros ao contratar mão de obra, o trabalho sugere que a taxa de juros real esperada é um importante argumento da oferta agregada do país. Em ... -
Subadditive probabilities and portfolio inertia
1991-04-01We show that in the presence of uncertainty (in the sense of Knight), as axiomatized by Schmeidler (1982, 1984) and Gilboa (1987) (as opposed to the classical view of Savage (1954)) one may obtain portfolio inertia with ... -
Barreiras à entrada nas indústrias: o papel da firma pioneira
1991-04-01What is a barrier to entry? This paper takes the view that a barrier to entry is a rent that is derived from incumbency. It is the additional profit that a firm can carn as a sole consequence of being established in an ... -
Finanças: uma resenha de quatro livros
1991-11-02A teoria das decisões financeiras, ou teoria das finanças, ou simplesmente finanças, é de longa data objeto de estudo de renomados economistas, dentre eles Kenneth Arrow. A premiação do Nobel de 1990, dado a três economistas ... -
Política monetária ótima no combate à inflação
1992-04-01This paper establishes an optimal monetary policy to combat inflation in an economy wherein the inflationary phenomenon contains an inertial component. The formulation of the problem leads to an application of the optimal ... -
Agents, econometricians and the identification of rational expectations systems
1994-04-01This paper generalises previous results on the identification of rational expectations (r.e.) models, establishing necessary and sufficient conditions on the structural form of static and dynamic models, without specific ... -
A distribuição de probabilidade dos retornos das ações no Brasil: uma abordagem não-paramétrica
1995-04-01In this paper we estimate the probability distribution function of the daily return on stock of four Brazilian companies, using a non-parametric method, namely, the kernel estimator. Besides, as a comparison, we have ...
