Listagem FGV EPGE - Escola Brasileira de Economia e Finanças por Assunto "Modelos econométricos"
Itens para a visualização no momento 1-20 of 70
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Between heaven and hell: scenarios for LAC’s relationship with China
2015-06Apresentação do palestrante Maurício Mesquita Moreira - Inter-American Development Bank (IDB) no contexto do evento "Brics: Desafios e Oportunidades". Mais informações em: <http://crescimento.fgv.br/evento/brics-desafios ... -
Brazilian international and inter-state trade flows: an exploratory analysis using the gravity model
2003-07-22Recent efforts toward a world with freer trade, like WTO/GATT or regional Preferential Trade Agreements(PTAs), were put in doubt after McCallum's(1995) finding of a large border effect between US and Canadian provinces. ... -
BRICS: testing for commonalities using common features
2015-06Apresentação do palestrante João Victor Issler - FGV EPGE no contexto do evento "Brics: Desafios e Oportunidades". Mais informações em: <http://crescimento.fgv.br/evento/brics-desafios-oportunidades>. -
Uma classe de preferências convexas sem representação côncava
2009-02-26Eu demonstro que preferências convexas com curvas de indiferença afins não tem representação côncava se existirem duas curvas de indiferença não-paralelas -
Comovements and contagion in emergent markets: stock indexes volatilities
2001-07The past decade has wítenessed a series of (well accepted and defined) financial crises periods in the world economy. Most of these events aI,'e country specific and eventually spreaded out across neighbor countries, with ... -
Competitive equilibrium hyperinflation under rational expectations
2005-01-01This paper shows that a competitive equilibrium model, where a representative agent maximizes welfare, expectations are rational and markets are in equilibrium can account for several hyperinflation stylized facts. The ... -
Custos de ajustamento e a dinâmica da estrutura de capital em empresas brasileiras
2009-05-26Several studies in Corporate Finance consider adjustment costs of companies’ capital structure irrelevant in its form and magnitude. This paper empirically examined adjustment costs influence on dynamic rebalancing behavior ... -
Determinantes do crescimento: uma comparação das regressões em sistemas de equações cross-section com regressões em painel
1999-05-05Essa tese se propõe fazer uma comparação entre duas técnicas alternativas para estudo de impactos marginais de variáveis sócio-econômicas sobre as taxas de crescimento per-capita de grupos de países durante período de 1965 ... -
Do higher moments really matter in portfolio choice?
2004-12-01We present explicit formulas for evaluating the difference between Markowitz weights and those from optimal portfolios, with the same given return, considering either asymmetry or kurtosis. We prove that, whenever the ... -
Econometric challenges of commodity prices: implications on contracts and policy
2012-08Apresentação do palestrante Roberto Rigobon - Massachusetts Institute of Technology (MIT) no contexto do evento "The Economics and Econometrics of Commodity Prices". Mais informações em: <http://epge.fgv.br/conferencias/ ... -
Efeitos de variáveis macroeconômicas no nível de liquidez de empresas brasileiras
2012-05-30Due to markets evolution and the possibility to access infonnation on real time, the companies are very exposed to variation on their liquidity. lt arises a necessity of studying what affects its operation and how they are ... -
Efficient semiparametric estimation of quantile treatment effects
2003-01This paper presents calculations of semiparametric efficiency bounds for quantile treatment effects parameters when se1ection to treatment is based on observable characteristics. The paper also presents three estimation ... -
Ensaios em econometria aplicada
2013-11-19Housing is an important component of wealth for a typical household in many countries. The objective of this paper is to investigate the e§ect of real-estate price variation on welfare, trying to close a gap between the ... -
Ensaios em macroeconometria e finanças
2008This thesis is composed of four essays referent to the subjects of macroeconometrics and nance. In each essay, which corresponds to one chapter, the objective is to investigate and analyze advanced econometric techniques, ... -
Ensaios sobre diferencial de salários e estimação de demanda no Brasil
2012This study investigates the wage gap between the public and private sectors in Brazil. The analysis is carried out with 2009 microdata from the Pesquisa Nacional por Amostra de Domicílios (PNAD) and it takes account its ... -
Essays in applied econometrics
2015-11-27Using a unique dataset on Brazilian nominal and real yield curves combined with daily survey forecasts of macroeconomic variables such as GDP growth, inflation, and exchange rate movements, we identify the effect of surprises ... -
Essays in macroeconomy and dynamic term-structure models
2009-12-19This thesis is composed of three articles with the subjects of macroeconomics and - nance. Each article corresponds to a chapter and is done in paper format. In the rst article, which was done with Axel Simonsen, we model ... -
Essays on the general equilibrium effects of barriers to trade on economic growth, foreign trade and the location of economic activity in Brazil
2010-04-16This work presents a fully operational interstate CGE model implemented for the Brazilian economy that tries to quantify both the role of barriers to trade on economic growth and foreign trade performance and how the ... -
Estimando a retração recente no preço de minério de ferro
2015-05-28This study presents an analysis about the sharp fall in the price of iron ore observed during the year of 2014, using econometric methods to assess the impact of the strong increase in the volumes supplied to the seaborne ...
