Browsing FGV EESP - Escola de Economia de São Paulo by Author "Ribeiro, Priscila Fernandes"

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Consumo, poupança precaucionária, lei crédito consignado e impacto sobre alocação de ativos e distribuição de consumo

Ribeiro, Priscila Fernandes
2015-05-22

This 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

Ribeiro, Priscila Fernandes; Pereira, Pedro L. Valls
2010-06-29

The 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 ...
Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos

Ribeiro, Priscila Fernandes
2010-03-15

This 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 ...