Listagem FGV EESP - Textos para Discussão / Working Paper Series por Assunto "Economia"
Itens para a visualização no momento 81-100 of 173
-
Isolated capital cities and misgovernance: theory and evidence
2013-08-02Motivated by a novel stylized fact { countries with isolated capital cities display worse quality of governance { we provide a framework of endogenous institutional choice based on the idea that elites are constrained by ... -
Learning-by-employing: the value of commitment
2010-06-24We analyze a dynamic principal–agent model where an infinitely-lived principal faces a sequence of finitely-lived agents who differ in their ability to produce output. The ability of an agent is initially unknown to both ... -
Liberalização da conta de capital e fluxos de portfólio para o Brasil
2010-06-25The present work seeks to investigate the dynamics of capital account liberalization and its impact on short run capital flows to Brazil in the period of 1995-2002, considering different segments such as the monetary, ... -
Limited memory and the essentiality of money
2010-06-25This paper investigates the relationship between memory and the essentiality of money. We consider a random matching economy with a large finite population in which commitment is not possible and memory is limited in the ... -
Macroeconomia do Brasil pós-1994
2003-09-01O Modelo Macroeconômico Brasileiro tem como Características: Abertura Financeira, uma Estratégia de Crescimento Baseada em Poupança Externa, um Câmbio Sobrevalorizado, Déficit em Conta Corrente, um Alto Nível de Endividamento ... -
Macroeconomia estruturalista do desenvolvimento
2010-11-18Structuralist development macroeconomics. This paper presents some basic ideas and models of a structuralist development macroeconomics (the tendencies to the overvaluation of the exchange rate and the tendency of wages ... -
Um mestre da economia brasileira: Ignácio Rangel
1992-12-01 -
A model of the rule of law
2015-03-16Economic development requires some limits on what those in power can do | the rule of law | but how can restraints be imposed on the powerful when there is no-one above them? This paper studies equilibrium rules allocating ... -
Modelagem e previsão de volatilidade realizada: evidências para o Brasil
2012-09-12Usando dados intradiários dos ativos mais negociados do BOVESPA, este trabalho considerou dois modelos recentemente desenvolvidos na literatura de estimação e previsão de volatilidade realizada. São eles; Heterogeneous ... -
Modelando a volatilidade dos retornos de Petrobrás usando dados de alta frequência
2010-06-29The aim of this paper is to assess the empirical characteristics of a high-frequency return series of one of the main assets traded at the São Paulo Stock Exchange. We are interested in modeling the conditional volatility ... -
Modeling and predicting the CBOE market volatility index
2013-12-09This paper performs a thorough statistical examination of the time-series properties of the daily market volatility index (VIX) from the Chicago Board Options Exchange (CBOE). The motivation lies not only on the widespread ... -
Monetary equilibrium with decentralized trade and learning
2010-06-25This paper analyzes the stability of monetary regimes in an economy where fiat money is endogenously created by the government, information about its value is imperfect, and learning is decentralized. We show that monetary ... -
Monetary policy and country risk
2010-06-29This article develops an econometric model in order to study country risk behavior for six emerging economies (Argentina, Mexico, Russia, Thailand, Korea and Indonesia), by expanding the Country Beta Risk Model of Harvey ... -
Money versus memory
2010-06-25A well–established fact in monetary theory is that a key ingredient for the essentiality of money is its role as a form of memory. In this paper we study a notion of memory that includes information about an agent’s past ... -
Municipalities secession and uncertainty on public goods provision
2010-07-01This paper investigates the causes of municipalities secession in Brazil. The theoretical model proposes that the median voter is not fully informed about the efficiency effect of secession on public good provision and ... -
Nação, sociedade civil, estado e estado-nação: uma perspectiva histórica
2009-06-05Nation and civil society are forms of politically organized societies, the state, the central institution, and the nation-state the basic territorial-political unity that the Capitalist Revolution originates. Each country ... -
National development strategy: the key growth institution
2008-10-16O Crescimento Econômico é Quase que Invariavelmente o Resultado de uma Estratégia Nacional De Desenvolvimento. o Efetivo Desenvolvimento Econômico Ocorre Historicamente Quando a Nação é Uma Nação Forte, e as Diferentes ... -
Negociação com informação diferenciada em ADRs da América Latina
2014-05-05Usamos uma série de ADRs de países da América Latina para replicar o estudo de Easley, Hvidkjaer e O’Hara (2002) sobre o efeito da negociação com informação diferenciada nos retornos dos ativos financeiros. Estimamos a ... -
The new developmentalism and conventional orthodoxy
2008-10-16O Fracasso das Políticas e Reformas Propostas por Washington e Nova York, Aqui Denominadas Ortodoxia Convencional , em Promover a Estabilização e o Crescimento Econômico na América Latina Abriu Espaço para o Surgimento de ...
