Listagem Produção Intelectual em Bases Externas por autor "Cysne, Rubens Penha"
Itens para a visualização no momento 1-7 of 7
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Brasil: o custo do atraso no equacionamento da questão fiscal
2017In the present situation, the debt/GDP ratio in Brazil is increasing both due to the payment of interests and to a positive primary deficit. The later the fiscal adjustment is done, the higher must be the reduction of the ... -
Equilibrium unemployment-inequality correlation
2012-06A vast empirical literature implies that increases in unemployment have an aggravating impact on income inequality, whence international and intertemporal inequality comparisons might be sometimes biased. We show how ... -
Inflation and income inequality: a shopping-time approach
2005-12Our work is based on a heterogenous agent shopping-time economy in which economic agents present distinct productivities in the production of the consumption good, and differentiated access to transacting assets. The purpose ... -
A note on 'Inflation and Welfare'
2008This note provides an analytical confirmation and a refinement of [Lucas Jr., R.E., 2000. Inflation and welfare. Econometrica 68 (62), 247-274 (March)] numerical findings regarding the characterization of optimality in the ... -
A note on the non-convexity problem in some shopping-time and human-capital models
2006Several works in the shopping-time and in the human-capital literature, due to the non-concavity of the underlying Hamiltonian, use first-order conditions in dynamic optimization to characterize necessity, but not sufficiency, ... -
On the integrability of money-demand functions by the Sidrauski and the shopping-time models
2009-09This paper investigates which properties money-demand functions must satisfy so that they are consistent with Lucas's [Lucas Jr., R.E., 2000. Inflation and welfare. Econometrica 68, 247-274] versions of the Sidrauski and ... -
On the statistical estimation of diffusion processes: a partial survey
2004-11-02Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical ...
