Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Subject "Incerteza"
Now showing items 1-16 of 16
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Aggregate uncertainty, disappointment aversion and the business cycle
2013-06-17We investigate the eff ect of aggregate uncertainty shocks on real variables. More speci fically, we introduce a shock in the volatility of productivity in an RBC model with long-run volatility risk and preferences that ... -
Análise comportamental de consumidores brasileiros: fatos estilizados por estratificação social e aplicações em modelos de projeção macro
2016-12-05Survey indicators produced by FGV are economic information published relatively quickly and used as a 'thermometer' of the Brazilian level of activity in the short term. The use of the Consumer Confidence Index (CCI), as ... -
Avaliação de empresas start-ups: abordagem tradicional x opções reais
2016-05-27The aim of this study is to compare the two methodologies of company’s valuation, discounted cash flow and real options for a start-up company. Due to the difficulties of estimating the value of a company through the ... -
Competição oligopolística em ambiente de incerteza knightiana
1996-03-28Este artigo aplica um teorema da existência de equilibrios de Nash sob incerteza (Dow & Werlang, 1994) à um problema clássico da Teoria da Competição Oligopolística. Particularmente, mostra como se pode mapear todos os ... -
Competição oligopolística em ambiente de incerteza knightiana
1995-12-22Este artigo aplica rn.n teori,ma de existência de equilibrios de Nash sob incerteza (Dow & Werlang, 1~4) a um problema clássico da Teoria da Competição Oligopolística. Particularmente, mostra como se pode mapear todos os ... -
Competitive equilibria in infinite-horizon collateralized economies with default penalties
2010-03-16Araújo, Páscoa and Torres-Martinez (2002) have shown that, without imposing either debt constraints or transversality conditions, Ponzi schemes are ruled out in infinite horizon economies with default when collateral is ... -
The effects of uncertainty about the timing of deals on consumer behavior
2007-11-30I examine the effects of uncertainty about the timing of de aIs (i.e. temporary price cuts or sales) on consumer behavior in a dynamic inventory model of consumer choice. I derive implications for purchase behavior and ... -
Equilíbrio em mercados de ativos com aversão a incerteza
1990-01-18Este trabalho procurará de início explicitar detalhadamente o comportamento do investidor avesso a incerteza quando atua isoladamente na economia. Dirigir-se-á, em seguida, no sentido de determinar o comportamento do preço ... -
Estimação do desconto de reequilíbrio ótimo em concessões rodoviárias através da metodologia das opções reais
2015-03-02These work proposes a methodology to evaluate in discrete time the 'reequilibrium discount', a mechanism of balance between govern and business interests, in highways contracts, by using Classical Theory Concepts and Real ... -
Inflação, incerteza e bem estar social na América Latina
1998-05-06Um levantamento da literatura teórica desde Tobin (65), revela que ainda não se dispõe de uma teoria abrangente que explique efeito da inflação sobre os agregados reais da economia e, principalmente, sobre crescimento do ... -
The long-run properties of a dynamic Mirrlees' model with aggregate shocks
2013-07-19We assess the existence of a long run stationary distribution of expected util- ities in a dynamic Mirrlees’s (1971) incentive structure when the government has only imperfect record keeping and the economy is subject to ... -
Relações entre capital humano, sistemas de previdência e aposentadoria
2012-06-25In this work, we will present a series of general and partial equilibrium models that deals with human capital accummulation, social security systems, labor supply and retirement. We willanalyse the relations between ... -
Robustness and stabilization properties of monetary policy rules in Brazil
2001-05Based on three versions of a small macroeconomic model for Brazil, this paper presents empirical evidence on the effects of parameter uncertainty on monetary policy rules and on the robustness of optimal and simple rules ... -
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 ... -
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 ...
