Browsing by Subject "Equilíbrio econômico"
Now showing items 41-60 of 109
-
Equilibrium interest rates under inflation targeting: evidence from Brazil
2020-05-22The real equilibrium interest rate (r*) is a fundamental concept for monetary policy in inflation targeting economies, since it is the real interest rate consistent with constant inflation, absent any shocks. This study ... -
Equilibrium with default and endogenous collateral
2000-01We study a two-period general equilibrium model with incomplete asset markets and default. We make collateral endogenous by allowing each seller of assets to fix the level of collateral. Sellers are required to provide ... -
Equilíbrio econômico contínuo: endogeneizando as fricções dinâmicas
1995-04-28Discute os métodos dinâmicos em Economia, apontando a fragilidade a que ficam sujeitos quando se abstraem da análise dos fatores que, a partir do comportamento ótimo dos agentes, determinam a existência de processos ... -
Equilíbrio econômico e financeiro em contratos coligados
2019-10-10A presente dissertação tem como propósito o exame do conceito de equilíbrio econômico e financeiro em uma estrutura de agrupamento contratual de notória complexidade. Espécie do gênero grupos de contratos, os contratos ... -
Ergodic Markov equilibrium with incomplete markets and short sales
2013This paper studies recursive exchange economies with short sales. Agents maximize discounted expected utility. The asset structure is general and includes real securities, infinite-lived stocks, options, and other derivatives. ... -
Uma escolha difícil
2011-05-16 -
Essays in economic theory: pricing and information design
2020-04-28Essa tese é composta por dois ensaios em teoria econômica. No primeiro capítulo estudo um problema de screening dinâmico onde o principal tenta influenciar um agente com informação privada através de Persuasão Bayesiana, ... -
Essays in recursive equilibrium and market selection hypothesis
2011-02-28Este trabalho consiste em estudar modelos incluindo agentes com informação completa e incompleta sobre o ambiente econômico. Prova-se a existência de equilíbrio em que esses dois agentes coexistem e sob, algumas condições, ... -
Essays on health care reform, wealth inequality, and demography
2016-01-13This thesis contains three chapters. The first chapter uses a general equilibrium framework to simulate and compare the long run effects of the Patient Protection and Affordable Care Act (PPACA) and of health care costs ... -
Essays on the general equilibrium effects of barriers to trade on economic growth, foreign trade and the location of economic activity in Brazil
2010-04-16This work presents a fully operational interstate CGE model implemented for the Brazilian economy that tries to quantify both the role of barriers to trade on economic growth and foreign trade performance and how the ... -
Estimando a taxa de juros real neutra brasileira via modelo DSGE
2012-05-28This study aims to estimate a natural real rate of interest quarterly series for Brazil through a Dynamic Stochastic General Equilibrium (DSGE) model, from 2000´s first quarter to 2011´s fourth. The model represents a ... -
Um estudo do processo estocástico de preços de commodities e seus determinantes
2008-05-23São dois os objetivos deste trabalho. O primeiro é apresentar o resultado da aplicação de dois modelo de preços de commodities (Reversão à média e Short-Term Variations / Long-Term Dynamics) a série de preços de três metais ... -
Existence of an equilibrium for infinite horizon economies with and without complete information
2012-08This work proves the existence of an equilibrium for an infinite horizon economy where trade takes place sequentially over time. There exist two types of agents: the first correctly anticipates all future contingent ... -
Existence of nash equilibrium in competitive nonlinear pricing games with adverse selection
2003-10-09We show that for a large class of competitive nonlinear pricing games with adverse selection, the property of better-reply security is naturally satisfied - thus, resolving via a result due to Reny (1999) the issue of ... -
Exogenous expectations on endogenous uncertainty: recursive equilibrium and survival
2011-04-18This paper analyses general equilibrium models with finite heterogeneous agents having exogenous expectations on endogenous uncertainty. It is shown that there exists a recursive equilibrium with the state space consisting ... -
Financial markets with endogenous transaction costs
2010-10The paper proposes an alternative general equilibrium formulation of financial asset economies with transaction costs. Transaction costs emerge endogenously at equilibrium and reflect agents' decisions of intermediating ... -
Fracking, China and the Global Economy
2016-05-04We develop an intertemporal model of the international economy, where tradeable intermediate goods are produced with capital, labor and hydrocarbons, and used in the production of non-tradeable consumption and investment ... -
General equilibrium model with restricted participation in financial markets
1995-07-20The paper analyses a general equilibrium model with financiaI markets in which households may face restrictions in trading financiaI assets such as borrowing constraints and collateral (restricted participation model). ... -
General equilibrium with endogenous securities and moral hazard
2005-07This paper studies a class of general equilibrium economies in which the individuals' endowments depend on privately observed effort choices and the financial markets are endogenous. The environment is modeled as a two-stage ...
