Listagem por Assunto "Ciclos econômicos"
Itens para a visualização no momento 1-20 of 76
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Análise da existência de cointegração e de ciclos comuns entre o PIB brasileiro e o PIB americano
2009-06-08Nosso objetivo neste trabalho foi examinar a vulnerabilidade do Brasil a choques externos dada a constante afirmação dos bons fundamentos econômicos ora apresentados por nossa economia. Nossa metodologia consistiu em ... -
Are one-sided S,s rules useful proxies for optimal pricing rules?
2000-05-01This article is motivated by the prominence of one-sided S,s rules in the literature and by the unrealistic strict conditions necessary for their optimality. IT aims to assess whether one-sided pricing rules could be an ... -
Business cycles in emerging economies : the role of interest rates
2001-10-25This paper documents the empirical relation between the interest rates that emerging economies face in international capital markets and their business cycles. It shows that the patterns observed in the data can be interpreted ... -
Can a habit formation model really explain the forward premium anomaly?
2009-05-12Verdelhan (2009) shows that if one is to explain the foreign exchange forward premium behavior using Campbell and Cochrane (1999)’s habit formation model one must specify it in such a way to generate pro-cyclical short ... -
Ciclos e estratégia
2006-10-03Ciclos econômicos são períodos caracterizados por crescimento ou recesso da economia de um país ao longo de um determinado período do tempo. Representam, para as empresas, oportunidades ou grandes ameaças. Por esse motivo, ... -
Os ciclos econômicos eleitorais e o Programa Bolsa-Família
2015-12-02From the dissemination of knowledge about economic voting in the political environment, the increase in real income created by Bolsa Família could create incentives for governments to increase the value of transfers or a ... -
Common cycles and the importance of transitory shocks to macroeconomic aggregates
2001-06Although there has been substantial research using long-run co-movement (cointegration) restrictions in the empirical macroeconomics literature, little or no work has been done investigating the existence of short-run ... -
Common cycles in macroeconomic aggregates
1994-04Reduced form estimation of multivariate data sets currently takes into account long-run co-movement restrictions by using Vector Error Correction Models (VECM' s). However, short-run co-movement restrictions are completely ... -
Common cycles in macroeconomic aggregates (revised version)
1995-02Although there has been substantial research on long-run co-movement (common trends) in the empirical macroeconomics literature. little or no work has been done on short run co-movement (common cycles). Investigating common ... -
A Common-feature approach for testing present-value restrictions with financial data
2012-02-24It is well known that cointegration between the level of two variables (labeled Yt and yt in this paper) is a necessary condition to assess the empirical validity of a present-value model (PV and PVM, respectively, hereafter) ... -
Constructing coincident and leading indices of economic activity for the brazilian economy
2011-03-30This paper has three original contributions. The first is the reconstruction effort of the series of employment and income to allow the creation of a new coincident index for the Brazilian economic activity. The second is ... -
Constructing coincident and leading indices of economic activity for the Brazilian economy
2012-03-15This paper has three original contributions. The fi rst is the reconstruction effort of the series of employment and income to allow the creation of a new coincident index for the Brazilian economic activity. The second ... -
Constructing coincident and leading indices of economic activity for the brazilian economy
2009-06-26This paper has three original contributions. The first is the reconstruction effort of the series of employment and income to allow the creation of a new coincident index for the Brazilian economic activity. The second is ... -
Construção de indicador mensal de PIB e componentes para datação de ciclos econômicos: uma análise de janeiro de 1980 a setembro de 2016
2017-01-23Nos estudos dos ciclos econômicos de um país são analisadas diversas variáveis para a melhor compreensão do funcionamento da economia. Entretanto, o PIB é a principal variável a ser analisada dado que agrega importantes ... -
Coordination failures and slow recoveries in macroeconomics
2018-05-09Coordination failures are one of the possible reasons why economies suffer during a recession and why they take long time to recover. This work studies a macroeconomic model with endogenous hazard rates that captures in a ... -
Coordination failures in business cycles
2017-05-11Coordination failures are often said to play an important role in business cycles. If agents’ incentives of taking a given action depend on the amount of other agents expected to take the same action, coordination failures ... -
Credit to the private sector and financial crisis: survey of the literature and evidences from the 2015-16 Brazilian crisis
2018-08-31O presente trabalho analisa a influência do crédito ao setor privado no ciclo de crédito experimentado pela economia brasileira entre 2003 e 2017. A motivação advém das mais recentes contribuições teóricas e empíricas ...
