Listagem FGV EPGE - Escola Brasileira de Economia e Finanças por Assunto "Economia"
Itens para a visualização no momento 81-100 of 757
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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 -
Collateral avoids Ponzi schemes in incomplete markets
2001-05-01Without introducing neither debt constraints nor transversality conditions to avoid the possibility of Ponzi schemes, we show existence of equilibrium in an incomplete markets economy with a collateral structure. -
Collateral, default penalties and almost finite-time solvency
2008-03-04We argue that it is possible to adapt the approach of imposing restrictions on available plans through finitely effective debt constraints, introduced by Levine and Zame (1996), to encompass models with default and collateral. ... -
A comment on 'Rational learning lead to nash equilibrium' by professors Ehud Kalai and Ehud Lehrer
1995-02Kalai and Lebrer (93a, b) have recently show that for the case of infinitely repeated games, a coordination assumption on beliefs and optimal strategies ensures convergence to Nash equilibrium. In this paper, we show that ... -
Common agency with informed principals
2004-06-01We analyze a common agency game under asymmetric information on the preferences of the non-cooperating principals in a public good context. Asymmetric information introduces incentive compatibility constraints which ... -
Common cycles in macroeconomic aggregates
1994-04Reduced form estimation of multivariate data sets currently takes into account long-run co-movement restrictions by using Vector Error Correction Models (VECM' s). However, short-run co-movement restrictions are completely ... -
Common cycles in macroeconomic aggregates (revised version)
1995-02Although there has been substantial research on long-run co-movement (common trends) in the empirical macroeconomics literature. little or no work has been done on short run co-movement (common cycles). Investigating common ... -
Common knowledge
1988 -
A Common-feature approach for testing present-value restrictions with financial data
2012-02-24It is well known that cointegration between the level of two variables (labeled Yt and yt in this paper) is a necessary condition to assess the empirical validity of a present-value model (PV and PVM, respectively, hereafter) ... -
Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos?
1998-03Em teoria econômica costuma-se analisar o comportamento de longo prazo de um agente supondo que o mesmo está sujeito a um determinado tipo de restrição intertemporal. A restrição orçamentária intertemporal do governo revela ... -
Comparing value-at-risk methodologies
2006-11-01In this paper, we compare four different Value-at-Risk (V aR) methodologies through Monte Carlo experiments. Our results indicate that the method based on quantile regression with ARCH effect dominates other methods that ... -
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 ... -
Concorrência no Mercosul: para além do Protocolo de Fortaleza
2001-01-01We address specific problems to be considered once the Protocolo de Fortaleza becomes a fully recognised agreement. Elimination of anti-dumping measures a la WTO, services competition and the interrelationship between the ... -
Conservadorismo excessivo
2005-07-25 -
The consistency of welfare judgements with a representative consumer
1986This paper is about economies with a representative consumer. In general a representative consumer need not exist, although there are several well known sets of sufficient conditions under which Qne will. It is common ... -
A Constituição, os juros e a economia
1992-04
