Browsing FGV EPGE - Teses, Doutorado em Economia by Issue Date
Now showing items 101-120 of 161
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Ensaios em Finanças
2013This thesis is dedicated to studies in finance. The topics are distributed in two subareas, microstructure and asset pricing. There is also an insertion of the study in corporate finance, since we deal with the corporate ... -
Ensaios sobre a estrutura a termo da taxa de juros
2013-02-25This thesis consists of three works that analyses the term structure of interest rates using different datasets and models. Chapter 1 proposes a parametric interest rate model that allows for segmentation and local shocks ... -
Essays in taxation and savings
2013-04-24This dissertation is composed of three articles. Two of them investigate taxation issues and the third is a paper on savings. Although the subject of analysis is different among them, they all share the com- mon feature ... -
The macroeconomics of price adjustments under information frictions and menu costs
2013-06-18This thesis studies price-setting models and analyzes their macroeconomic im- plications. In the rst two chapters I study general models in which rms pricing decisions are a¤ected by menu costs and information costs. In ... -
Ensaios em Finanças
2013-10-11Esta tese é composta de três artigos sobre finanças. O primeiro tem o título 'Nonparametric Option Pricing with Generalized Entropic Estimators ' e estuda um método de apreçamento de derivativos em mercados incompletos. ... -
Essays on incentives, procurement and regulation
2013-10-30This thesis is composed of three articles. The first article, 'Simple Contracts under Simultaneous Adverse Selection and Moral Hazard', considers a principal-agent problem under the simultaneous presence of both moral ... -
Ensaios em econometria aplicada
2013-11-19Housing is an important component of wealth for a typical household in many countries. The objective of this paper is to investigate the e§ect of real-estate price variation on welfare, trying to close a gap between the ... -
On testing the Phillips curves, the IS Curves, and the interaction between fiscal and monetary policies
2013-11-27Esta tese é composta por três ensaios sobre testes empíricos de curvas de Phillips, curvas IS e a interação entre as políticas fiscal e monetária. O primeiro ensaio ('Curvas de Phillips: um Teste Abrangente') testa curvas ... -
Essays on structural transformation, growth and education
2013-12-18This thesis aims to study the impact of structural change on the trajectory of development of emerging economies. More speci cally, we seek to understand how the reallocation of labor from less productive sectors of the ... -
Essays in Corporate Bankruptcy
2014This thesis contains three chapters, each bringing an essay on credit markets and on the institutions governing corporate bankruptcy. In chapter one, we bring some evidence to dispute the notion that increasing creditor ... -
Essays on household taxation and competition between heterogeneous firms
2014Essa tese é constituída por três artigos: 'Tax Filing Choices for the Household', 'Optimal Tax for the Household: Collective and Unitary Approaches' e 'Vertical Differentiation and Heterogeneous Firms'. -
Essays on banking theory and history of financial arrangements
2014-06-27This thesis contains two chapters, each one dealing with banking theory and the history of financiai arrangements. In Chapter 1, we extend a Diamond and Dybvig economy with imperfect monitoring of early withdrawals and ... -
Previdência, câmbio e macroeconomia de longo prazo
2014-09-29Há um debate clássico entre economistas brasileiros sobre o papel da taxa de câmbio no processo de crescimento econômico. Alguns argumentam que a boa performance econômica de certos países está diretamente associada às ... -
Share bidding auctions, sliding scale royalty rates and the new brazilian regulatory framework for the pre-salt areas
2014-12-11Brazilian government recently passed legislation instituting a new regulatory framework for the pre-salt reserves. These areas should be negotiated through a profit-share bidding auction. Motivated by this new rules, we ... -
Três ensaios em economia aplicada
2015-02-27A tese é constituída por três artigos: 'Regulação Ótima de Pescarias com Imperfeito Enforcement dos Direitos de Propriedade', 'Estimação de um Modelo Generalizado de Pesca' e 'Fatores Condicionantes da Reincidência Criminal ... -
Avaliação de impacto de políticas de segurança: o caso das Unidades de Polícia Pacificadora (UPPs) no Rio de Janeiro
2015-05-21This thesis aims on the impact evaluation of the Pacifying Police Units policy, incorporating the causality relations through differences-in-differences regressions with multiple specifications in order to measure the ... -
Profit-share bidding auctions: a theoretical approach
2015-07-02In this paper, we study by means of a theoretical approach the Brazilian production sharing regime for oil exploration approved in Law No 12.351. We develop a model for production sharing to capture certain aspects of the ... -
Essays in applied microeconomics
2015-07-13Esta tese é composta de três artigos. No primeiro artigo, ``Risk Taking in Tournaments', é considerado um torneio dinâmico no qual jogadores escolhem como alocar seu tempo em atividades que envolvem risco. No segundo artigo, ... -
Essays in macroeconometrics
2015-11-27The knowledge of the current state of the economy is crucial for policy makers, economists and analysts. However, a key economic variable, the gross domestic product (GDP), are typically colected on a quartely basis and ... -
Essays in applied econometrics
2015-11-27Using a unique dataset on Brazilian nominal and real yield curves combined with daily survey forecasts of macroeconomic variables such as GDP growth, inflation, and exchange rate movements, we identify the effect of surprises ...
