Listagem FGV EPGE - Ensaios Econômicos por autor "Cysne, Rubens Penha"
Itens para a visualização no momento 61-80 of 104
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The n-dimensional bailey-divisia measure as a general-equilibrium measure of the welfare costs of inflation
2011-07-26This paper shows that in economies with several monies the Bailey-Divisia multidimensional consumers surplus formula may emerge as an exact general-equilibrium measure of the welfare costs of in ation, provided that ... -
A note on an application of Arrow's theorem: sufficient conditions for Lucas' inflation and welfare
2000-08Bellman's methods for dynamic optimization constitute the present mainstream in economics. However, some results associated with optimal controI can be particularly usefuI in certain problems. The purpose of this note is ... -
Nove pontos sobre o plano Collor II
1991-03 -
On the consistency of arbitrary money-demand functions with the Sidrauski and the shopping-time models
2008-01-01This paper investigates which properties money-demand functions have to satisfy to be consistent with multidimensional extensions of Lucasí(2000) versions of the Sidrauski (1967) and the shopping-time models. We also ... -
On the positive correlation between income inequality and unemployment
2004-08-01Several empirical studies in the literature have documented the existence of a positive correlation between income inequalitiy and unemployment. I provide a theoretical framework under which this correlation can be better ... -
On the statistical estimation of diffusion processes - a partial survey
2004-10-16Data 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 ... -
On the statistical estimation of diffusion processes: a survey
2004-04-01Data available on continuos-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 methods ... -
An ordering of measures of the welfare cost of inflation in economies with interest-bearing deposits
2007-12-01This paper builds on Lucas (2000) and on Cysne (2003) to derive and order six alternative measures of the welfare costs of inflation (five of which already existing in the literature) for any vector of opportunity costs. ... -
An overview of Brazil's balance of payment
2008-01-01 -
An overview of some historical brazilian macroeconomic series and some open questions
2005-06-10This paper presents an overview of the Brazilian macroeconomy by analyzing the evolution of some specific time series. The presentation is made through a sequence of graphs. Several remarkable historical points and open ... -
Plano Collor: contra factualidade e sugestões sobre a condução da política monetária-fiscal
1990-05O Plano Collor foi teoricamente imprevisível, pois representou a opção por uma alternativa de alto risco e reduzidas chances de compatibilizar crescimento sustentado com preços estáveis. Da forma como implementado, o Plano ... -
Previsões de M1 com dados mensais
1993-09 -
Prêmio do dólar no mercado paralelo, o subfaturamento de exportações e o superfaturamento de importações
1987Esse trabalho divide-se em duas partes. Na primeira, desenvolve-se teoricamente a questão de sub ou superfaturamento das exportações e importações no contexto da escolha envolvendo risco. Para isso, utiliza-se uma adaptação ...
