Listagem FGV EPGE - Escola Brasileira de Economia e Finanças por Assunto "Equilíbrio econômico"
Itens para a visualização no momento 21-40 of 52
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Endogenous debt constraints in collateralized economies with default penalties
2011-06-30In infinite horizon financial markets economies, competitive equilibria fail to exist if one does not impose restrictions on agents' trades that rule out Ponzi schemes. When there is limited commitment and collateral ... -
Essays in recursive equilibrium and market selection hypothesis
2011-02-28Este trabalho consiste em estudar modelos incluindo agentes com informação completa e incompleta sobre o ambiente econômico. Prova-se a existência de equilíbrio em que esses dois agentes coexistem e sob, algumas condições, ... -
Essays on health care reform, wealth inequality, and demography
2016-01-13This thesis contains three chapters. The first chapter uses a general equilibrium framework to simulate and compare the long run effects of the Patient Protection and Affordable Care Act (PPACA) and of health care costs ... -
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 taxa de juros real neutra brasileira via modelo DSGE
2012-05-28This study aims to estimate a natural real rate of interest quarterly series for Brazil through a Dynamic Stochastic General Equilibrium (DSGE) model, from 2000´s first quarter to 2011´s fourth. The model represents a ... -
Um estudo do processo estocástico de preços de commodities e seus determinantes
2008-05-23São dois os objetivos deste trabalho. O primeiro é apresentar o resultado da aplicação de dois modelo de preços de commodities (Reversão à média e Short-Term Variations / Long-Term Dynamics) a série de preços de três metais ... -
Existence of nash equilibrium in competitive nonlinear pricing games with adverse selection
2003-10-09We show that for a large class of competitive nonlinear pricing games with adverse selection, the property of better-reply security is naturally satisfied - thus, resolving via a result due to Reny (1999) the issue of ... -
Exogenous expectations on endogenous uncertainty: recursive equilibrium and survival
2011-04-18This paper analyses general equilibrium models with finite heterogeneous agents having exogenous expectations on endogenous uncertainty. It is shown that there exists a recursive equilibrium with the state space consisting ... -
Fracking, China and the Global Economy
2016-05-04We develop an intertemporal model of the international economy, where tradeable intermediate goods are produced with capital, labor and hydrocarbons, and used in the production of non-tradeable consumption and investment ... -
General equilibrium model with restricted participation in financial markets
1995-07-20The paper analyses a general equilibrium model with financiaI markets in which households may face restrictions in trading financiaI assets such as borrowing constraints and collateral (restricted participation model). ... -
Health Care Reform or More Affordable Health Care?
2016-06-17This article investigates the impact on the U.S. economy of making health care more affordable. We compare health care cost reductions with the Patient Protection and Affordable Care Act (PPACA) using a rich life cycle ... -
Inadimplência de dívida soberana em modelo de equilíbrio geral com credores heterogêneos
2012-09-19This paper provides a general equilibrium model of sovereign default with agents' heterogeneity, but without banking or foreign sectors. The heterogeneity is due to different kinds of consumers in the economy with distinct ... -
Local concavifiability of preferences and determinacy of equilibrium
1991-05In this paper we consider strictly convex monotone continuous complete preorderings on R+n that are locally representable by a concave utility function. By Alexandroff 's (1939) theorem, this function is twice dífferentiable ... -
Modelos de equilíbrio geral dinâmico com custo de default
2013-06-20This work consists on a survey of some papers from the literature of general equilibrium with default costs. We focus on the study of Kehoe and Levine (1993) and Alvarez and Jermann (2000) models. We also describe some ... -
Moral hazard and nonlinear pricing in a general equilibrium model
1996-07-18The paper analyzes a two period general equilibrium model with individual risk and moral hazard. Each household faces two individual states of nature in the second period. These states solely differ in the household's ... -
Multiple equilibria and protectionism
1994-01-17In a nonnative approach, I analyze trade policies when the industrial sector genentes positive extemalities in production, and there are adjustments costs to changing production from one sector to the other. Protectionist ...
