Listagem por Assunto "Macroeconomia"
Itens para a visualização no momento 161-180 of 185
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Risk externalities
2018-09-26Current analysis of macro-prudential policy has largely focused on excessive leverage and fire sales, while abstracting from firm-level risk and portfolio decisions. We show that these matter for the design of optimal ... -
Sistema monetário: versão revisada
1993-08 -
Skewness in expected macro fundamentals and the predictability of equity returns: evidence and theory
2012-12Trabalho apresentado por Ricardo Colacito - University of North Carolina at Chapel Hill no contexto do evento "Asset Pricing and Portfolio Allocation in the Long Run". Mais informações em: http://epge.fgv.br/conferencias ... -
Sovereign debt and default: does it matter who they think you are?
2019-02-15Embora sanções sejam relevantes para explicar decisões de default e variáveis econômicas relacionadas, reputação também importa nesse contexto. Nesse trabalho nós propomos uma extensão do modelo quantitativo de default ... -
Spanish pharmacies valuation: what determines their price-to-sales ratio?
2016-09-26This paper explores the relationship between the regional macroeconomic, demographic and business specific factors with the 'price-to-sales ratio' multiple used when pricing a pharmacy in Spain. Past pharmacies market ... -
Stationarity without degeneracy in a model of commodity money
2010-05We develop a model of macroeconomic heterogeneity inspired by the Kiyotaki-Wright (J Polit Econ 97:924-954, 1989) formulation of commodity money, with the addition of linear utility and idiosyncratic shocks to savings. We ... -
Structuralist macroeconomics and new developmentalism
2011-08-04This paper, first, presents some basic ideas and models of a structuralist development macroeconomics that complements and actualizes the thought of structuralist development economics that was dominant between the 1940s ... -
Structuralist macroeconomics and the new developmentalism
2012This paper first presents some basic ideas and models of a structuralist development macroeconomics that complements and actualizes the ideas of the structuralist development economics that was dominant between the 1940s ... -
A structuralist Philips curve
2011-10This paper presents a structuralist model of the Philips curve and applies it to the US and Brazilian economies. The theoretical model starts from a simple markup rule to build a Philips curve based on the assumptions that ... -
A taxa de câmbio no centro da teoria do desenvolvimento
2011-08-04This paper presents the main ideas of structuralist development macroeconomics – the theory behind new developmentalism. Its focus is on the exchange rate that is positioned for the first time in the core of development ... -
Taxa de câmbio real e desempenho macroeconômico: investigação empírica para economia brasileira
2021Este trabalho investiga, empiricamente, a relação entre taxa de câmbio real e crescimento econômico do Brasil no período de 1999 a 2019. Para tanto, o presente estudo estima um modelo de vetor autorregressivo estrutural ... -
Terms of trade, macroeconomic dynamics and default decisions
2015-03-27There is substantial evidence that terms of trade behavior are relevant to understand both the macroeconomic dynamics and the default risk of emerging markets. Nevertheless, the literature of sovereign debt that follows ... -
Testando a superioridade preditiva do passeio aleatório em modelos de taxa de câmbio real efetiva
2016-02-02O estudo busca identificar quais variáveis são as mais relevantes para previsão da taxa de câmbio real efetiva e analisar a robustez dessas previsões. Foram realizados testes de cointegração de Johansen em 13 variáveis ... -
Testando a validade da paridade de poder de compra entre regiões metropolitanas do Brasil através do IPCA
2014-08-08Este trabalho procurar analisar a validade da Paridade do Poder de Compra entre regiões metropolitanas do Brasil através do Índice de Preços do Consumidor Amplo (IPCA). Para isso foram realizados testes de raiz unitária ... -
A theoretical framework for a structuralist development macroeconomics
2012-03-23Structuralist development economics was formulated between 1940 and 1960, in the context of great hopes after the II World War, by a group of economists associated to the transition of the League of Nations to the United ... -
Three Essays in macro-finance
2019-12-20This dissertation consists of three essays in Macro-Finance. The first two papers study tail risk in the hedge fund industry, and the last paper investigates the effects of fiscal irresponsibility in a monetary union under ... -
Three essays on foreign direct investment
2017-06-27This doctoral thesis is composed by three articles about the influence of the external factors shaping the foreign direct investment (FDI). I propose three discussions specifically about the institutional environment and ... -
Three essays on macroeconomics
2013-03-04Esta tese é composta por 3 estudos empíricos sobre macroeconomia. O primeiro ensaio discute a persistência da inflação no Brasil. O segundo estudo analisa o produto potencial e, principalmente, a questão taxa neutra de ... -
Transmissão da variação cambial para as taxas de inflação no Brasil: estimação do pass-through através de modelos de vetores autorregressivos estruturais com correção de erros
2012-02-03Este trabalho estima a transmissão da variação cambial aos índices de preços brasileiros, utilizando a metodologia de vetores autorregressivos estruturais (SVAR) com vetores de correção de erros (VEC). O período estudado ...
