Listagem FGV EPGE - Dissertações, Mestrado em Economia por Orientador "Cavalcanti, Ricardo de Oliveira"

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    • The Aiyagari model with liquidity shoch 

      Teixeira, Bruno Sultanum
      2010-06-24
      A version of the Aiyagari (1994) model with a liquidity shock is developed in this work. The model has Huggett (1993) and Aiyagari (1994) as particular cases, but the general one allows for two assets in the economy, a ...

    • Aplicações de modelos de procura para bens duráveis de baixa liquidez 

      Studart, Marcus Eduardo Mathias
      2009-08-19
      I use Search models to study decentralized markets of durable goods. I explore the concept of market liquidity of Lippman and McCall (1986) and show that the theory of optimal search is useful to address the following ...

    • Contágio no modelo de Allen e Gale com infraestrutura bancária endógena 

      Silva, Diego Martins
      2015-03-12
      In this work, we analyze network formation with wary agents. The model consists of two regions with (n/2) banks in each, where the connection between them occurs through interbank deposits. A bank run is possible to occur ...

    • Dinâmica monetária eficiente sob encontros aleatórios: uma classe de métodos numéricos que exploram concavidade 

      Bertolai, Jefferson Donizeti Pereira
      2009-12-08
      The dificulty in characterizing non-stationary allocations or equilibria is one of the main explanations for the use of concepts and assumptions that trivialize the dynamics of the economy. This di¢ culty is especially ...

    • Duração da venda de imóveis em lançamento no Brasil 

      Abreu, Luiz Octavio Mendes de
      2002-12-06
      No trabalho 'Equilibrium Valuation of Illiquid Assets' John Krainer e Stephen F. LeRoy desenvolvem um modelo baseado em pesquisa e apropriação e classificam os imóveis como ativos ilíquidos, ou seja, para a efetivação das ...

    • The Eaton-Gersovitz-Arellano environment with collateral 

      Guinsburg, Pedro Vaissman
      2014-04-30
      In this article I introduce collateralization in the Eaton-Gersovitz-Arellano environment. In my paper, collateral can be understood as Foreign Direct Investment. I find that collateral increases the equilibrium levels of ...

    • Inflation when the planner wants less spending 

      Barros Junior, Fernando Antonio de
      2014-03-12
      I study optima in a random-matching model of outside money. The examples in this paper show a conflict between private and collective interests. While the planner worry about the extensive and intensive margin effects of ...

    • Money distribution with intermediation 

      Teles, Caio Augusto Colnago
      2013-06-28
      This paper analyzes the distribution of money holdings in a commo dity money search-based mo del with intermediation. Intro ducing heterogeneity of costs to the Kiyotaki e Wright ( 1989 ) mo del, Cavalcanti e Puzzello ( ...