Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Subject "Ciclos econômicos - Modelos econométricos"
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Ensaios sobre ciclos de negócios
2009The purpose of this article is to propose and evaluate forecasting models for the Brazilian industrial GDP. Most models are based on vector auto-regressions (VARs) or on restricted VARs, but models on the ARMA class are ... -
Political budget cycles in a fiscal federation : the effect of partisan voluntary transfers
2006-04-27This article first presents an econometric study suggesting that intergovernmental transfers to Brazilian municipalities are strongly partisan motivated. In light of that stylized fact, it develops an extension to Rogoff ... -
Previsão de preços de ativos usando restrições do modelo de valor presente
2012-12-21Motivados pelo debate envolvendo modelos estruturais e na forma reduzida, propomos nesse artigo uma abordagem empírica com o objetivo de ver se a imposição de restrições estruturais melhoram o poder de previsibilade vis-a-vis ... -
The welfare cost of macroeconomic uncertainty in the post-war period
2005-12-01Lucas (1987) has shown the surprising result that the welfare cost of business cycles is quite small. Using standard assumptions on preferences and a fully-áedged econometric model we computed the welfare costs of macroeconomic ...
