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Previdência, câmbio e macroeconomia de longo prazo
(2014-09-29)
Há um debate clássico entre economistas brasileiros sobre o papel da taxa de câmbio no processo de crescimento econômico. Alguns argumentam que a boa performance econômica de certos países está diretamente associada às ...
Micro evidence on brazilian price stickiness and its consequences for sectoral real exchange rate and inflation persistence
(2010-11-08)
The purpose of this thesis is to investigate the price-setting behavior in Brazil and, in particular, the effects on inflation and good-level real exchange rate persistence. This thesis is composed by three Chapters. In ...
Ensaios em econometria aplicada
(2009-10-26)
This thesis has three chapters. Chapter 1 explores literature about exchange rate pass-through, approaching both empirical and theoretical issues. In Chapter 2, we formulate an estate space model for the estimation of the ...
Essays on the relationship between the equity and the forward premium puzzles
(2006)
Our research agenda consists in showing this strong relation between these puzzles based on evidences that both empirical failures are related to the incapacity of the canonical CCAPM to provide a high volatile intertemporal ...
Bandas de câmbio, expectativas de desvalorização, volatilidade crescimento econômico: uma análise comparativa entre o Brasil e outros países emergentes
(1998)
O trabalho se propõe a, de acordo com os testes de credibilidade existentes, avaliar se a crise do México em 94 e a crise asiática, tendo como proxy os casos da Tailândia e Hong Kong poderiam ter sido previstas com os ...