Listagem FGV EPGE - Dissertações, Mestrado em Economia por Orientador "Berriel, Tiago Couto"
Itens para a visualização no momento 1-8 of 8
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Uma análise de políticas fiscais: modelo DSGE novo-keynesiano com armadilha da liquidez
2013-06-19Neste artigo, é analisado, por meio de um modelo DSGE novo-keynesiano, o efeito da redução do imposto sobre o consumo, tal como os impactos das elevações da tarifa incidente sobre a renda do trabalho e dos gastos do governo, ... -
Arrecadação governamental e sistema tributário como resultados políticos
2014-05-29This paper introduces simultaneous choices of the political, taxation and expenditure government systems in a dynamics macroeconomic model of political economy with incomplete markets where the size of government must be ... -
Central bank balance sheet concerns and credible optimal escape from the Liquidity trap
2013I show that when a central bank is financially independent from the treasury and has balance sheet concerns, an increase in the size or a change in the composition of the central bank's balance sheet (quantitative easing) ... -
Efeitos de política fiscal nos EUA em um modelo FAVAR
2011-07-07This paper aims to study the fiscal policy effects on a wide range of US macroeconomic variables. The empirical work is based upon a structural VAR with latent factors (FAVAR) and for which we develop a special identification ... -
Estimation of DSGE Models: A Monte Carlo Analysis
2013-06-18We investigate the small sample properties and robustness of the parameter estimates of DSGE models. Our test ground is the Smets and Wouters (2007)'s model and the estimation procedures we evaluate are the Simulated Method ... -
Fiscal multipliers in an incomplete markets economy
2012-09-19This paper studies the behavior of fiscal multipliers in two different economic environments: complete markets and incomplete markets. Based on steady state analysis, output multipliers are found within a range between ... -
Monetary policy and the cross-section of stock returns: a FAVAR approach
2012-05-28We use a factor-augmented vector autoregression (FAVAR) to estimate the impact of monetary policy shocks on the cross-section of stock returns. Our FAVAR combines unobserved factors extracted from a large set of nancial ... -
A study of the impacts of quantitative easing on the macroeconomics variables
2013-06-19Neste trabalho, propusemos um modelo DSGE que busca responder algumas questões sobre políticas de afrouxamento monetário (Quantitative Easing - QE) recentemente implementadas em resposta à crise de 2008. Desenvolvemos um ...
