Browsing by Subject "Modelos econométricos"
Now showing items 61-80 of 213
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Dynamic D-Vine copula model with applications to Value-at-Risk (VaR)
2016-06-22Regular vine copulas are multivariate dependence models constructed from pair-copulas (bivariate copulas). In this paper, we allow the dependence parameters of the pair-copulas in a D-vine decomposition to be potentially ... -
Econometric challenges of commodity prices: implications on contracts and policy
2012-08Apresentação do palestrante Roberto Rigobon - Massachusetts Institute of Technology (MIT) no contexto do evento "The Economics and Econometrics of Commodity Prices". Mais informações em: <http://epge.fgv.br/conferencias/ ... -
Efeito crowding-out no Brasil
2020-06-30Este trabalho buscou identificar se os investimentos públicos são importantes para explicar os investimentos privados e, a partir daí, verificar a existência dos efeitos crowding-in ou crowding-out entre o investimento ... -
Efeitos de variáveis macroeconômicas no nível de liquidez de empresas brasileiras
2012-05-30Due to markets evolution and the possibility to access infonnation on real time, the companies are very exposed to variation on their liquidity. lt arises a necessity of studying what affects its operation and how they are ... -
Efeitos de variáveis macroeconômicas no preço do boi gordo no Estado de São Paulo
2016-08-04This work has the objective to analyze the influence of variations in the national and international income, the U.S. dollar and the rainfall on the prices received by producers of cattle in the state of São Paulo during ... -
The effect of default risk on trading book capital requirements for public equities: an irc application for the Brazilian market
2015-08-17Esse é um dos primeiros trabalhos a endereçar o problema de avaliar o efeito do default para fins de alocação de capital no trading book em ações listadas. E, mais especificamente, para o mercado brasileiro. Esse problema ... -
The effects of commodity dependence on the brazilian economy: a test of the dutch disease hypothesis
2013-03-14A doença holandesa tornou-se amplamente conhecida na década de 1960, quando a descoberta repentina de reservatórios de gás natural em território holandês, na região do mar do norte, transformou o país em uma economia rica ... -
Efficient semiparametric estimation of quantile treatment effects
2003-01This paper presents calculations of semiparametric efficiency bounds for quantile treatment effects parameters when se1ection to treatment is based on observable characteristics. The paper also presents three estimation ... -
Ensaio em economia da saúde: análise da demanda no mercado de saúde suplementar utilizando um modelo econométrico de dados de contagem
2012-08-31Este ensaio apresenta um estudo sobre a demanda por serviço de saúde no mercado de saúde suplementar utilizando, através de uma análise econométrica, modelos de regressão de dados de contagem para verificar os fatores ... -
Ensaios em econometria aplicada
2013-11-19Housing is an important component of wealth for a typical household in many countries. The objective of this paper is to investigate the e§ect of real-estate price variation on welfare, trying to close a gap between the ... -
Ensaios em macroeconometria e finanças
2008This thesis is composed of four essays referent to the subjects of macroeconometrics and nance. In each essay, which corresponds to one chapter, the objective is to investigate and analyze advanced econometric techniques, ... -
Ensaios sobre diferencial de salários e estimação de demanda no Brasil
2012This study investigates the wage gap between the public and private sectors in Brazil. The analysis is carried out with 2009 microdata from the Pesquisa Nacional por Amostra de Domicílios (PNAD) and it takes account its ... -
Essays in applied econometrics
2015-11-27Using a unique dataset on Brazilian nominal and real yield curves combined with daily survey forecasts of macroeconomic variables such as GDP growth, inflation, and exchange rate movements, we identify the effect of surprises ... -
Essays in econometric theory
2017-05-25The two papers in this work, chapters 2 and 3, regard hypothesis testing but address different issues. Chapter 2, entitled 'Improvements for external validity tests in fuzzy regression discontinuity designs', shows conditions ... -
Essays in FX and commodities: from Value at Risk to deep learning models
2021-07-01A previsão em commodities e FX são assuntos de extrema relevância para empresas e entidades governamentais, sobretudo em países como o Brasil, que dependem significativamente do setor agrícola, de mineração e das indústrias ... -
Essays in macroeconomy and dynamic term-structure models
2009-12-19This thesis is composed of three articles with the subjects of macroeconomics and - nance. Each article corresponds to a chapter and is done in paper format. In the rst article, which was done with Axel Simonsen, we model ... -
Essays on high dimensional financial econometrics
2019-07-15High dimensional models have gains relatively importance in several areas of economics due to advances in technology that has increased the set of information. They are useful to find and understand the relationship between ... -
Essays on low interest rates
2020-12-04Por que as taxas de juros estão tão baixas nas economias avançadas? E nas economias emergentes? Esta dissertação investiga o declínio das taxas de juros reais nas últimas décadas, focando em duas hipóteses para explicar ... -
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 retração recente no preço de minério de ferro
2015-05-28This study presents an analysis about the sharp fall in the price of iron ore observed during the year of 2014, using econometric methods to assess the impact of the strong increase in the volumes supplied to the seaborne ...
