Listagem FGV EPGE - Ensaios Econômicos por autor "Moreira, Humberto Ataíde"
Itens para a visualização no momento 1-20 of 25
-
Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias
2000-11-01Este artigo busca justificar a evidência casual de que desin‡ações monetárias tendem a ser acompanhadas de queda no produto utilizando-se doarcabouç odaTeoriados Jogos Evolucioná rios. A aplicaç ã odeste arcabouç otem oseu ... -
Biased managers, organizational design, and incentive provision
2004-02-01We model the tradeoff between the balance and the strength of incentives implicit in the choice between hierarchical and matrix organizational structures. We show that managerial biases determine which structure is optimal: ... -
Common agency with informed principals
2004-06-01We analyze a common agency game under asymmetric information on the preferences of the non-cooperating principals in a public good context. Asymmetric information introduces incentive compatibility constraints which ... -
A contractive method for computing the stationary solution of the euler equation
2002-09-01A contractive method for computing stationary solutions of intertemporal equilibrium models is provide. The method is is implemented using a contraction mapping derived from the first-order conditions. The deterministic ... -
Contributions to the Theory of Optimal Tests
2013-10-28This paper considers tests which maximize the weighted average power (WAP). The focus is on determining WAP tests subject to an uncountable number of equalities and/or inequalities. The unifying theory allows us to obtain ... -
A critical value function approach, with an application to persistent time-series
2016-06-06Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This paper proposes a novel numerical method to ... -
Curso de matematica para economistas - Capitulo IV : otimização estatica
1996-07Os autores objetivam, com este trabalho preliminar, bem como com aqueles que lhe darão continuidade, na sequência de composição de um livro de matemática para economistas, registrar as suas experiências ao longo dos últimos ... -
Curso de matematica para economistas, Capitulo III: calculo no R
1996-08Os autores objetivam, com este trabalho preliminar, bem como com aqueles que lhe darão continuidade, na sequência de composição de um livro de matemática para economistas, registrar as suas experiências ao longo dos últimos ... -
Curso de matematica para economistas, Capitulos I e II: funções, algebra linear e aplicações
1996-06Os autores objetivam, com este trabalho preliminar, bem como com aqueles que lhe darão continuidade, na sequência de composição de um livro de matemática para economistas, registrar as suas experiências ao longo dos últimos ... -
Curso de matematica para economistas: capitulo V: otimização dinamica
1996-09Os autores objetivam, com este trabalho, bem como com aqueles que lhe precederam (capítulos l, 2, 3 e 4) registrar as suas experiências ao longo dos últimos anos ministrando cadeiras de matemática nos cursos de pós-graduação ... -
Do dividends signal more earnings?
2004-02-01Signaling models have contributed to the corporate finance literature by formalizing 'the informational content of dividends' hypothesis. However, these models are under criticism of empirical literature, as weak evidences ... -
A general lagrangian approach for non-concave moral hazard problems
2000-07-01We establish a general Lagrangian for the moral hazard problem which generalizes the well known first order approach (FOA). It requires that besides the multiplier of the first order condition, there exist multipliers for ... -
A general lagrangian approach for non-concave moral hazard problems
2001-06-01We establish a general Lagrangian for the moral hazard problem which generalizes the well known first order approach (FOA). It requires that besides the multiplier of the first order condition, there exist multipliers for ... -
Intrahousehold inequality and the joint taxation of household earnings
We study the optimal design of nonlinear labor income tax for multiperson households. Each household consists of two workers with different productivity levels and unequal access to the family’s economic resources. We show ... -
Land taxes in a Latin American context
2004-02-01Since Henry George (1839-1897) economists have been arguing that a tax on unimproved land is an ideal tax on efficiency grounds. Output taxes, on the other hand, have distortionary effects on the economy. This paper shows ... -
A model of mixed signals with applications to countersignaling an the GED
2004-07-01We develop a job-market signaling model where signals may convey two pieces of information. This model is employed to study the GED exam and countersignaling (signals non-monotonic in ability). A result of the model is ... -
Non-monotone insurance contracts and their empirical consequences
2003-11The goal of this paper is to show the possibility of a non-monotone relation between coverage ans risk which has been considered in the literature of insurance models since the work of Rothschild and Stiglitz (1976). We ... -
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
2015-05-21This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the nite-sample theory of weighted-average ...
