Browsing FGV EPGE - Ensaios Econômicos by Subject "Taxas de juros"
Now showing items 1-12 of 12
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Divisia indexes, money and welfare
2000-07-01We suggest the use of a particular Divisia index for measuring welfare losses due to interest rate wedges and in‡ation. Compared to the existing options in the literature: i) when the demands for the monetary assets are ... -
Fiscal vulnerability in Brazil: a simulated method of moments approach
2018-08-01This article estimates a structural macroeconomic model of the Brazilian economy, with emphasis on the exchange rate, interest rate, inflation and public debt risk premium. The aim is to assess the effect of different ... -
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions
2014-06-02This paper has two original contributions. First, we show that the present value model (PVM hereafter), which has a wide application in macroeconomics and fi nance, entails common cyclical feature restrictions in the ... -
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
2013-07-01It is well known that cointegration between the level of two variables (e.g. prices and dividends) is a necessary condition to assess the empirical validity of a present-value model (PVM) linking them. The work on ... -
Futuros de juros
1996-09 -
A inércia da taxa de juros na política monetária
2004-03-01 -
Juros simples (?) e suas complicações
Como sumariado na segunda seção deste trabalho, que contempla um breve sumário de práticas arraigadas em diversas culturas, a cobrança de juros tem, de há muito, sido sempre presente. Todavia, os procedimentos para a ...
