Listagem por autor "Flôres Junior, Renato Galvão"
Itens para a visualização no momento 41-60 of 66
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O método generalizado dos momentos (MGM): conceitos básicos
2003-11-01This text presents the basic properties of the Generalised Method of Moments (GMM). It makes for a chapter of a work (textbook) in progress. -
Monetary union and productivity differences in mercosur countries
2004-04-01This paper investigates cross-country productivity convergence among Mercosur members plus associates (Chile and Bolivia) and Peru, during the period 1960-1999. The testing strategy is based on the definitions of time-series ... -
Monitoring the return to normality in six European countries I: a standstill with positive signs
2020-05-20The beginning of a normal life, duly anchored by cautionary measures regarding displacements and social behaviour in public places, in most of the six European countries at stake -Belgium, France, Germany, Italy, Portugal ... -
Monitoring the return to normality in six European countries II: the standstill persists
2020-05In the six European countries at stake -Belgium, France, Germany, Italy, Portugal and Spain- though no negative outcomes up to the last week considered in this Note took place, none or rather very slow progress has been ... -
Monitoring the return to normality in six European countries III: data problems continue, progress slow-walks
2020-06It seems that, with a milder behaviour of the epidemic, and a generalised perception that things are getting better, governments in all six countries at stake -Belgium, France, Germany, Italy, Portugal and Spain- have ... -
Monitoring the return to normality in six European countries IV: the persistence of a fat tail
2020-06During the end-week of this Note, France, once again, changed completely its original data, especially the daily new cases information. As a result, analysis of the new cases’ ratios has been completely disturbed, while ... -
Multivariate unit root tests
1995-12-07A new multivariate test for the detection ofunit roots is proposed. Use is made ofthe possible correlations between the disturbances of difIerent series, and constrained and unconstrained SURE estimators are employed. The ... -
On certain geometric aspects of portfolio optimisation with higher moments
2002-08-05We discuss geometric properties related to the minimisation of a portfolio kurtosis given its first two odd moments, considering a risk-less asset and allowing for short sales. The findings are generalised for the minimisation ... -
On the use (fulness) of CGE modelling in trade negotiations and policy
2004-08This paper discusses a series of issues related to the use and different possible applications of CGE modelling in trade negotiations. The points addressed range from practical to methodological questions: when to use the ... -
Output convergence in Mercosur: multivariate time series evidence
2003-10-28The aim of this paper is to provide evidence on output convergence among the Mercosur countries and associates, using multivariate time-series tests. The methodology is based on a combination of tests and estimation ... -
Processus stochastiques en finance (1ère partie)
1996-11Ce document est un texte didactique destiné aux étudiants et aux chercheurs en économétrie et en finance. 11 est basé sur l'expérience des auteurs en cours de maitrise et troisieme cycle dans les deux côtés de I' Atlantique: ... -
Processus stochastiques en finance (2ème partie)
1996-11Ce document est un texte didactique destiné aux étudiants et aux chercheurs en économétrie et en finance. Il est basé sur l'expérience des auteurs en cours de troisieme cycle à l'ULB, Bruxelles et à la FGVIEPGE, Rio. Il ... -
Stochastic growth and monetary policy: the impacts on the term structure of interest rates
2001-04-01This paper builds a simple, empirically-verifiable rational expectations model for term structure of nominal interest rates analysis. It solves an stochastic growth model with investment costs and sticky inflation, susceptible ... -
A sustainable CSR instrument for the Brazilian mining sector
2017We develop a double proposal: a shift in the COP* efforts and output coupled with a deeper and more effective incorporation of the sustainability dimension in CSR. The mining sector in Brazil is the testing field for this ... -
To cointegrate or not to cointegrate? That's a topological question
1997-10-16We show that for any multivariate I( 1) process which does not cointegrate, it is possible to find another process sufficient1y elose to it where cointegration applies. Closeness is defined in terms of the spectral density ... -
Trade and commercial interactions in the Atlantic Basin: present and future issues
2019-08Este livro é o segundo de uma série realizada pela rede de pesquisas "Jean Monnet Network on Atlantic Studies", um consórcio de 10 institutos de pesquisa e universidades dos quatro continentes da Bacia Atlântica, coordenado ...
