Listagem FGV EPGE - Escola Brasileira de Economia e Finanças por Assunto "Ciclos econômicos"
Itens para a visualização no momento 21-39 of 39
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The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version)
1999-09-01Despite the belief, supported byrecentapplied research, thataggregate datadisplay short-run comovement, there has been little discussion about the econometric consequences ofthese data 'features.' W e use exhaustive M ... -
Indicadores antecedentes de atividade industrial no Brasil
2008-10-01Esta dissertação apresenta diferentes metodologias de construção de indicadores antecedentes compostos de atividade econômica comparando os resultados obtidos por cada de acordo com seu poder de antecipação dos movimentos ... -
Índices antecedentes e coincidentes da atividade econômica brasileira:uma aplicação da análise de correlação canônica
2001-01-12This paper uses canonical correlation analisys to identify leading and coincident indicators of economic activity in Brazil. ln contrast with the traditional literature on the subject, no restrictions are made regarding ... -
Job destruction and propagation of shocks
1997-09-11We develop and quantitatively implement a dynamic general equilibrium model with labor market matching and endogenous deterllÚnation of the job destruction rate. The mo deI produces a elose match with data on job creation ... -
Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária
2017-03-31This paper aims to create an econometric model capable of anticipating recessions in the United States economy, one year in advance, using not only monetary market variables that are already used by economists, but also ... -
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity
2003-08-01We use the information content in the decisions of the NBER Business Cycle Dating Committee to construct coincident and leading indices of economic activity for the United States. We identify the coincident index by assuming ... -
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity
2002-06-01We use the information content in the decisions of the NBER Business Cycle Dating Committee to construct coincident and leading indices of economic activity for the United States. We identify the coincident index by assuming ... -
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity
2002-05-01We use the information content in the decisions of the NBER Business Cycle Dating Committee to construct coincident and leading indices of economic activity for the United States. We identify the coincident index by assuming ... -
Modelos de projeção da atividade econômica brasileira com dados em frequência mista
2021-08-31Entender a situação corrente da economia tem sido um grande desafio para os formuladores de políticas públicas e demais agentes de mercado, uma vez que tais informações de modo geral são divulgadas com certa defasagem. Ou ... -
Política fiscal anticíclica
2013-06-19 -
The private memory of aggregate shocks
2010-07-10We study constrained efficient aggregate risk sharing and its consequence for the behavior of macro-aggregates in a dynamic Mirrlees’s (1971) setting. Privately observed idiosyncratic productivity shocks are assumed to be ... -
The private memory of aggregate shocks
2009-08-07In economies characterized by both aggregate and privately observed idiosyn- cratic risks we show that constrained e¢cient allocations may display non-trivial dependence on aggregate shocks. Using two period versions of ... -
Resultado fiscal estrutural: visões metodológicas e aplicações para o Brasil
2018After the beginning of the economic stabilization process, initiated just before and established by the Real Plan in 1994, there was a notable advance in 2000 with the introduction of the Fiscal Responsibility Law (LRF). ... -
Signaling in political budget cycles: How far are you willing to go?
2002-02-07This paper analyzes how heterogeneity in two dimensions, competency and character, a¤ects political budget cycles. Competency is the e¢ciency in running the government. Character is the degree of opportunism. In this ... -
This year is different
2013-05Apresentação do palestrante Bruce Kasman - JP Morgan no contexto do evento "3rd Global Conference - Business Cycles". Mais informações em: <http://epge.fgv.br/conferencias/business-cycles/pt/index.php>. -
Unit roots and the welfare gains of cycle smoothing
1996-05-30li consumption is log-Normal and is decomposed into a linear deterministic trend and a stationary cycle, a surprising result in business-cycle research is that the welfare gains of eliminating uncertainty are relatively ... -
Using common features to investigate common growth cycles for BRICS Countries
2017-05-30Emerging market economies have historically shown high cyclical volatility when compared to developed economies. Common factor models have been largely used in economics as economic theory suggests that there strong linkages ... -
The welfare cost of macroeconomic uncertainty in the post-war period
2006-09-01With standard assumptions on preferences and a fully-fledged econometric model we computed the welfare costs of macroeconomic uncertainty for post-war U.S. using the BeveridgeNelson decomposition. Welfare costs are about ...
