Browsing by Author "Ribeiro, Priscila Fernandes"
Now showing items 1-4 of 4
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Consumo, poupança precaucionária, lei crédito consignado e impacto sobre alocação de ativos e distribuição de consumo
2015-05-22This thesis consists of three essays on consumption and savings. The first brings a precautionary saving application to the United States. The second and third items make applications to Brazil using the POF 1995-96, 2002- ... -
Economic cycles and term structure: application to Brazil
2010-06-29The objective of this work is to describe the behavior of the economic cycle in Brazil through Markov processes which can jointly model the slope factor of the yield curve, obtained by the estimation of the Nelson-Siegel ... -
Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive
2015-09This paper estimates the elasticity of intertemporal substitution for U.S. aggregate time series data, taking into account the precautionary savings motive. By making use of a recursive utility function, we estimate an ... -
Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos
2010-03-15This work proposes characterize Yield Curve for Brazil by three factors, comparing two types of estimation methods: using State Space model, estimate it by Kalman Filter and Two Steps Least Squares. The factors are the ...
