FGV EESP - CMEE: Dissertações, Mestrado em Economia de Empresas

 
 

Dissertações apresentadas e aprovadas no curso de Mestrado em Economia de Empresas da Escola de Economia de São Paulo.

FGV EESP - CMEE: Dissertações, Mestrado em Economia de Empresas

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    • Should we worry about the observer effect? Evidence from Pelotas 

      Silva, Marcela Mello
      2016-04-12
      Most 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 ...

    • The not so generalized effects of nonreciprocal trade agreements 

      Franco Junior, Marcos Ritel
      2016-03-21
      Esta 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 ...

    • Computerization, occupational tasks and the labor market: evidence from a natural experiment in Brazil 

      Riva, Flavio Luiz Russo
      2016-02-18
      The '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 ...

    • Theoretical and empirical essays on microeconometrics 

      Possebom, Vítor Augusto
      2016-02-17
      This 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 ...

    • Price discovery using a regime-sensitive cointegration approach 

      Hinterholz, Eduardo Mathias
      2015
      This 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 ...

    • Bounds on policy relevant parameters with discrete policy variation 

      Modenesi, Bernardo Andrade Lyrio
      2015-06-25
      When 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 ...

    • Tail risk in the hedge fund industry 

      Santos, Eduardo Alonso Marza dos
      2015-05-28
      The 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 ...

    • A new playing field: retrospective voting and soccer in Brazil 

      Coelho, Thiago de Lucena
      2015-05-18
      O 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 ...

    • Consistência das expectativas sobre política monetária 

      Dutra, Bernardo Tenreiro
      2015-05-07
      Utilizando 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 ...

    • Efeitos de interrupções na cadeia de impostos sobre valor adicionado: evidências em dados de declaração de ICMS no estado de São Paulo 

      Zulian, Bruno Lopau
      2015-04-09
      Using 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 ...

    • Peer effects on locus of control 

      Chikitani, Maurício
      2015-04-29
      Eu 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 ...

    • Forecast comparison with nonlinear methods for Brazilian industrial production 

      Rocha, Jordano Vieira
      2015-04-07
      This 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 ...

    • Terms of trade, macroeconomic dynamics and default decisions 

      Curado, Thiago Luiz
      2015-03-27
      There 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 ...

    • Fiscal adjustment, conditionality and politics in IMF programs 

      Ladeira, Carlos Eduardo de Almeida
      2015-04-14
      A 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 ...

    • Implicações macroeconômicas do BNDES 

      Rosa, Rafael Mouallem
      2015-03-27
      Este 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 ...

    • The risk-incentive trade-off in competitive search 

      Onuchic, Paula Ferreira
      2015-03-19
      I 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 ...

    • Automatic model selection for forecasting Brazilian stock returns 

      Cunha, Ronan
      2015-03-27
      This 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 

      Cenci, Eduardo
      2015-04-01
      Este 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 ...

    • Adverse selection with endogenous entry 

      Forlin, Amanda
      2014-05-23
      Usando 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 ...

    • Uma nova estratégia de negociação em pares 

      Brito, Igor Arantes
      2014-04-28
      One of the main advantages of pairs trading strategies is that it should normally entail low correlation with market returns. By taking both long and short positions, they are able to control the magnitude of the market ...