Browsing FGV EESP - CMEE: Dissertações, Mestrado em Economia de Empresas by Issue Date
Now showing items 121-140 of 219
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Adverse selection with endogenous entry
2014-05-23Usando como base o ambiente descrito em Moreno e Wooders (2010), neste trabalho, analisamos trocas em um ambiente dinâmico, descentralizado e com seleção adversa. Ao contrário dos autores e da literatura, não consideramos ... -
Price discovery using a regime-sensitive cointegration approach
2015This work proposes a method to examine variations in the cointegration relation between preferred and common stocks in the Brazilian stock market via Markovian regime switches. It aims on contributing for future works in ... -
The risk-incentive trade-off in competitive search
2015-03-19I use the competitive search framework to model a job market with heterogeneous workers in which there is a moral hazard problem in the employer-worker relation. In this setting, I can predict how contracts react to changes ... -
Terms of trade, macroeconomic dynamics and default decisions
2015-03-27There is substantial evidence that terms of trade behavior are relevant to understand both the macroeconomic dynamics and the default risk of emerging markets. Nevertheless, the literature of sovereign debt that follows ... -
Implicações macroeconômicas do BNDES
2015-03-27Este trabalho se propõe a estudar as implicações macroeconômicas da existência do BNDES na economia. Construímos aqui um modelo DSGE contemplando as características do BNDES e realizamos exercícios sobre o mesmo. Este é o ... -
Automatic model selection for forecasting Brazilian stock returns
2015-03-27This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop ... -
Rural technology adoption and its impacts: direct planting system in Sao Paulo
2015-04-01Este trabalho investiga a adoção do Sistema de Plantio Direto (SPD) no Brasil, uma tecnologia rural bastante promovida devido aos benefícios, tanto privados como sociais, que alegadamente traz. O trabalho baseia-se em ... -
Forecast comparison with nonlinear methods for Brazilian industrial production
2015-04-07This work assesses the forecasts of three nonlinear methods — Markov Switching Autoregressive Model, Logistic Smooth Transition Autoregressive Model, and Autometrics with Dummy Saturation — for the Brazilian monthly ... -
Efeitos de interrupções na cadeia de impostos sobre valor adicionado: evidências em dados de declaração de ICMS no estado de São Paulo
2015-04-09Using data from the brazilian state of Sao Paulo on declarations regarding a VAT-like tax, the ICMS, I find that firms whose clients are enabled to use ICMS credits to offset their own tax liability – as in the standard ... -
Fiscal adjustment, conditionality and politics in IMF programs
2015-04-14A common feature in programs of the International Monetary Fund (IMF) is the use of conditionalities, macroeconomic and structural measures that a requesting country should adopt to obtain an assistance package. The objective ... -
Peer effects on locus of control
2015-04-29Eu analiso o papel que a interação entre pares tem na determinação do Locus de Controle, uma medida de quão pessoalmente responsável as pessoas se sentem com relação a diferentes aspectos de suas vidas. Eu estabeleço ... -
Consistência das expectativas sobre política monetária
2015-05-07Utilizando microdados da Sondagem do Consumidor do FGV/IBRE, investigamos se os consumidores brasileiros formam expectativas consistentes sobre a regra de Taylor e se essa consistência se altera de acordo com a condução ... -
A new playing field: retrospective voting and soccer in Brazil
2015-05-18O propósito deste estudo é analisar o possível impacto que um viés emocional possa ter nos julgamentos dos eleitores. Nesse sentido utilizamos o futebol como fonte exógena de um choque. O nosso modelo de efeitos fixos ... -
Tail risk in the hedge fund industry
2015-05-28The dissertation goal is to quantify the tail risk premium embedded into hedge funds' returns. Tail risk is the probability of extreme large losses. Although it is a rare event, asset pricing theory suggests that investors ... -
Bounds on policy relevant parameters with discrete policy variation
2015-06-25When estimating policy parameters, also known as treatment effects, the assignment to treatment mechanism almost always causes endogeneity and thus bias many of these policy parameters estimates. Additionally, heterogeneity ... -
Pricing the cost of an election: the impact of the 2014 elections on stock markets
2016What is the effect of elections on real assets? Can we measure the effect on price only observing one outcome? This dissertation attempts to estimate these effects using a methodology based in stock options. The model ... -
Theoretical and empirical essays on microeconometrics
2016-02-17This Master Thesis consists of one theoretical article and one empirical article on the field of Microeconometrics. The first chapter\footnote{We also thank useful suggestions by Marinho Bertanha, Gabriel Cepaluni, Brigham ... -
Computerization, occupational tasks and the labor market: evidence from a natural experiment in Brazil
2016-02-18The 'routinization' or 'routine-biased technological change' hypothesis states that computers substitute for routine tasks - those that follow procedures that can be codified into computer software - and complement nonroutine ... -
The not so generalized effects of nonreciprocal trade agreements
2016-03-21Esta dissertação estuda a relação entre acordos comerciais não recíprocos e fluxos de comércio entre seus membros. Com o auxílio de equações de gravidade e uma base de dados bastante extensa, estimam-se regressões que ... -
Should we worry about the observer effect? Evidence from Pelotas
2016-04-12Most social sciences and medical studies assume that being observed does not affect subjects' behavior. However, interviews may cause changes in individuals' behavior or may inhibit changes which would occur if they were ...
