Listagem por autor "Mendonça, Diogo de Prince"
Itens para a visualização no momento 1-15 of 15
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Addressing important econometric issues on how to construct theoretical based exchange rate misalignment estimates
2015-10-26Exchange rate misalignment assessment is becoming more relevant in recent period particularly after the nancial crisis of 2008. There are di erent methodologies to address real exchange rate misalignment. The real exchange ... -
Assessing global economic activity linkages: an empirical exercise based on global autoregressive regression
2016-05-05Economic performance increasingly relies on global economic environment due to the growing importance of trade and nancial links among countries. Literature on growth spillovers shows various gains obtained by this ... -
Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR
2015-03-25Exchange rates are important macroeconomic prices and changes in these rates a ect economic activity, prices, interest rates, and trade ows. Methodologies have been developed in empirical exchange rate misalignment studies ... -
Crise e desaceleração da economia brasileira: efeitos sobre os países do Mercosul
2015-10O Brasil é uma das maiores economias do continente sul-americano e sua integração com os países da região, especialmente com os participantes do acordo do Mercosul, tem se intensi ficado ao longo dos anos. Nesse contexto, ... -
Crise e desaceleração nas economias desenvolvidas: quais os possíveis efeitos para o Brasil?
2015-12A possibilidade de uma nova crise externa ou uma forte desaceleração das grandes economias do mundo é um temor constante para os países mais vulneráveis. Com base na estimação de um modelo autoregressivo global (GAR), esse ... -
Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? Evidence for United States
2015-03-25Real exchange rate is an important macroeconomic price in the economy and a ects economic activity, interest rates, domestic prices, trade and investiments ows among other variables. Methodologies have been developed in ... -
Does the private database help to explain Brazilian inflation?
2019-01The large dimension of variables as regressors requires a reduction in the number of variables, which we do in this paper through the factorial model. This method is useful if the variables are collinear, as is our case. ... -
Ensaios sobre política monetária
2015-05-05This thesis includes three essays about monetary policy. The first essay covers the channel that financial crises increase the allocative inefficiency in emerging countries. The second essay addresses the degree of ... -
Forecasting Industrial Production Index by its aggregated or disaggregated data? Evidence from one important emerging market
2019Our work aims to address if the use of disaggregate data helps to forecasting industrial production index. We use Brazilian industrial production data and we investigate if disaggregate information improves the accuracy ... -
How to disentangle exchange rate misalignment using a Global approach and economic identifying restrictions
2016Exchange rates are important macroeconomic prices and changes in these rates affect economic activ- ity, prices, interest rates, and trade flows. Methodologies have been developed in empirical exchange rate misalignment ... -
Hysteresis e o comércio exterior de produtos industrializados brasileiros
2010-06-29This article investigates the hypothesis of hysteresis for the Brazilian manufactured exports and imports in recent years. For that it was used an empirical measure of strong hysteresis (macroeconomic) developed by Piscitelli ... -
Is fiscal policy effective in Brazil? An empirical analysis
2016The main goal of this paper is to determine the effectiveness of fiscal policy in Brazil. With a sample from 1997 to 2014, we are not able to obtain the relevant impact of fiscal stimuli on output, even when altering both ... -
Política monetária em tempos de crise
2013-10-10O presente artigo busca investigar como choques externos, como sudden stops e choques nos termos de troca, afetaram a economia brasileira. Para tanto propomos um modelo teórico simples de cash-in-advance com fricções ... -
Restrição financeira e financiamento público à inovação no Brasil: uma análise com base em microdados da PINTEC
2015With the purpose of evaluating recent advances in innovation policy in Brazil, this article proposes to characterize firms with financial constraints to innovate. The characteristics of financially constrained firms are ... -
Time-dependent or state-dependent pricing? Evidence from firms’ response to inflation shocks
2015-03-25This paper proposes a test for distinguishing between time-dependent and state-dependent pricing based on whether the timing of pricing changes is affected by realized or expeted inflation. Using Brazilian data and exploring ...
