RSS 1.0FGV EPGE - Dissertações, Mestrado em Economia
FGV EPGE - Dissertações, Mestrado em Economia
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Nature's choice? a study of the displacement of incumbents in elections
2013-06-05How do economic shocks affect the behaviour of elections in democracies? Using U.S. Congress electoral data, I test whether sudden shocks affect unequally incumbent par- ties and opponents. This is identified through, among ... -
Impactos de incentivos financeiros sobre o desempenho escolar: evidências do Programa Cartão Família Carioca
2013Este estudo avalia o programa Cartão Família Carioca (CFC), do município do Rio de Janeiro. Através de dados administrativos, estimamos o impacto dos incentivos introduzidos pelo CFC sobre a frequência e desempenho dos ... -
Decomposição da desigualdade salarial no Brasil
2012-06-29This paper investigates what happened with wage inequality in Brazil from 1981 to 2009. We used four observable characteristics: edcuation, experience, the economic activity that the individual works and the region where ... -
From commitment to non-commitment: allowing type dynamic in Laffont and Tirole's regulation model
2013This paper investigates the introduction of type dynamic in the La ont and Tirole's regulation model. The regulator and the rm are engaged in a two period relationship governed by short-term contracts, where, the regulator ... -
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 ... -
Intervenção do banco central no mercado interbancário
2012-06-25In this work, we studied the literature of the interbank market and how a central bank can improve its functioning. We developed a framework that could accommodate the different models of the interbank market and central ... -
O Impacto das UPPs sobre a Performance Escolar no RJ
2012-09-17Este trabalho tem como objetivo analisar mudanças de curto prazo na performance escolar relacionadas à implantação das UPPs na cidade do Rio de Janeiro. Avaliamos o efeito da ocupação policial pré-UPP nas notas de exames ... -
Canal de crédito para o Brasil : uma avaliação empírica
2011The identification problem of supply and demand equations for testing the bank lending channel has been discussed in recent decades. This work evaluates the identification strategy carried out in a VECM setting to determine ... -
CAPM estendido para momentos superiores : um teste empírico
2011The inclusion of higher moments in CAPM has been discussed in recent decades. This work performs an empirical test of the model extended to the third and fourth moments, in which the skewness and kurtosis are also priced. ... -
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 ... -
Indústria carbonífera do Vale do Jacuí: uma análise de custos e benefícios sociais
1977A análise limita-se a medir os custos e benefícios sociais decorrentes da mineração no vale do rio Jacuí, um dos pontos de concentração de jazidas carboníferas do Rio Grande do Sul, embora ao sul do Estado, no município ... -
Inadimplência de dívida soberana em modelo de equilíbrio geral com credores heterogêneos
2012-09-19This paper provides a general equilibrium model of sovereign default with agents' heterogeneity, but without banking or foreign sectors. The heterogeneity is due to different kinds of consumers in the economy with distinct ... -
Uma resenha sobre modelos de apreçamento de derivativos
2012-06-29I present here an approach that unify a variety of derivative pricing models that consists of attaining a Partial Differential Equation(PDE) by intuitive arguments and give its solution by Feynman-Kac method as a conditinal ... -
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 ... -
Taxação diferenciada sobre firmas, má alocação dos recursos e produto de longo prazo
2011-07-29How can the tax structure of a country affect its long term product? Trying to answer this question we consider a neoclassical growth model with heteregeneous production plants as in Restuccia and Rogerson (2008). Scparating ... -
The Olympic impact on hosting candidate countries
2011In this paper, we analyze the impact of hosting the Summer Olympics on macroeconomic aggregates such as GDP, consumption, government consumption and investments per capita. The data is in panel structure and includes the ... -
As teorias de criação e desvio de comércio: Brasil e Argentina: um estudo de caso
1968O presente 'paper' tem por objetivo dar uma visão global das principais formulações, elaboradas no campo teórico, a respeito de uniões aduaneiras. Conquanto seja bastante extensa a literatura existente, acha-se ela espalhada ...
