Now showing items 1-2 of 2

    • Essays on forward-looking indicators and the yield curve 

      Vieira, Fausto José Araújo
      2017-04-19
      This thesis presents three chapters about forward-looking indicators. In the first two chapters, we propose a factor augmented VAR that combines Nelson and Siegel yield curve factors and principal components extracted from ...
    • Essays on imperfect common knowledge in macroeconomics 

      Ribeiro, Marcel Bertini
      2018-05-22
      This dissertation study the implications of strategic uncertainty induced by imperfect common knowledge for macroeconomic models and economic policy. In the first chapter, I evaluate whether central bank’s transparency ...