Listagem por Assunto "Macroeconomia"
Itens para a visualização no momento 121-140 of 185
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Macroeconomic constraints to growth of Brazilian economy diagnosis and some policy proposals
2011-03The recent process of accelerated expansion of the Brazilian economy was driven by exports and fixed capital formation. Although the pace of growth was more robust than in the 1990´s, we can still witness the existence of ... -
The macroeconomic determinants of the term structure of inflation expectations in Brazil
2015-10-05This paper aims to analyze the dynamics of inflation expectations according to macroeconomics conditions. To this end, we extract the expected inflation curve implied by indexed bonds and then estimate a dynamic factor ... -
Macroeconomic indicators and systematic risk: is there a difference between emerging and developed markets?
2018-01-16This explorative study is about the influencing effects of US macroeconomic announcements on changes in systematic risk with the focus on the difference between emerging and developed markets. Seven different US macroeconomic ... -
The macroeconomics of price adjustments under information frictions and menu costs
2013-06-18This thesis studies price-setting models and analyzes their macroeconomic im- plications. In the rst two chapters I study general models in which rms pricing decisions are a¤ected by menu costs and information costs. In ... -
O mercado acionário brasileiro e a macroeconomia: um estudo sobre o impacto de indicadores macroeconômicos e da política monetária sobre diversos setores e índices de ações
2014-05-29The aim of the work was to study different types of correlation and predictability between the Brazilian stock market, such as the Ibovespa and SmallCaps indexes, and macroeconomic indicators, for example industrial ... -
Mixed causal-noncausal autoregressions with exogenous regressors
The mixed causal-noncausal autoregressive (MAR) model has been proposed to estimate time series processes involving explosive roots in the autoregressive part, as it allows for stationary forward and backward solutions. ... -
Um modelo agregado de consistência macroeconômica para o Brasil
2009-10-23É proposto aqui um modelo estrutural macroeconômico capaz de englobar os impactos das políticas fiscal e monetária do governo sobre os principais agregados macroeconômicos, assim como projetar seus efeitos no curto e médio ... -
Modelo dinâmico de Nelson Siegel e política econômica
2018-08-16Esse trabalho apresenta análise combinada entre a macroeconomia e a estrutura a termo das taxas de juros, através de duas modelagens distintas. Primeiramente, utiliza-se o modelo Novo Keynesiano de pequeno porte, que é ... -
Modelo Nelson-Siegel dinâmico da estrutura a termo da taxa de juros com fatores exógenos macroeconômicos: uma aplicação ao mercado brasileiro
2014-08-11The traditional representation of the term structure of interest rates in three latent factors (level, slope and curvature) had its original formulation developed by Charles R. Nelson and Andrew F. Siegel in 1987. Since ... -
A mudança de comportamento do setor público após o choque mundial de 1975 como resultado de conflitos sociais
2005-11-24The aim of this article is double: to verify if the changing of public sector behavior was affected by the adjustment process that the world economy passed after the 1975´s shock and to see if the same was explained by the ... -
New business dynamics and agressiveness between competitors
2015-02-12Recent work has focused on analysing whether competitive advantages can be sustainable in a hypercompetitive context. Extant literature, which analysed emerging economies, found that the development of the institutional ... -
Nonparametric tail risk, stock returns, and the macroeconomy
2016This paper introduces a new tail-risk measure based on the risk-neutral excess expected shortfall of a cross-section of stock returns. We propose a novel way to risk neutralize the returns without relying on option price ... -
Um novo teste empírico para modelos teóricos de precificação
2012-03-07Este artigo propõe um novo teste para distinção entre modelos macroeconômicos de precificação. Onde testes antigos concluíram haver uma relação negativa entre inflação corrente e duração de um preço, indicando estado-dependência, ... -
Nowcasting
2013-05Apresentação do palestrante Domenico Giannone - Université Libre de Bruxelles no contexto do evento "3rd Global Conference - Business Cycles". Mais informações em: <http://epge.fgv.br/conferencias/business-cycles/pt/index.php>. -
Nowcasting Brazilian GDP
2017-08-16Based on recent surveys on nowcasting methods, we apply the one-step estimation of dynamic factor models to the Brazilian case. Such methodology copes well with the problems of mixed-frequency series, ragged edges, timeliness ... -
On trends, cycles, and turning points of emerging economies: examples from China, India, Brazil
2013-05Apresentação do palestrante Ataman Ozyildirim - TCB no contexto do evento "3rd Global Conference - Business Cycles". Mais informações em: <http://epge.fgv.br/conferencias/business-cycles/pt/index.php>. -
The output cost of gender discrimination: a model-based macroeconomics estimate
2016-02We use a growth model in which saving, fertility and labour market participation are endogenous, to quantify the cost that barriers to female labour force participation impose in terms of an economy's output. The model is ... -
An overview of some historical Brazilian macroeconomic series and some open questions
2005-06-23This paper presents an overview of the Brazilian macroeconomy by analyzing the evolution of some specific time series. The presentation is made through a sequence of graphs. Several remarkable historical points and open ...
