This thesis has three chapters. Chapter 1 explores literature about exchange rate pass-through, approaching both empirical and theoretical issues. In Chapter 2, we formulate an estate space model for the estimation of the ...

Este trabalho, no capítulo um, investiga amplamente a evolução do consumo de bens duráveis no Brasil a partir da decisão de consumo individual e da possibilidade de existir restrição ao crédito. A contribuição mais relevante ...

This thesis is composed of three essays referent to the subjects of macroeconometrics and Önance. In each essay, which corresponds to one chapter, the objective is to investigate and analyze advanced econometric techniques, ...

The purpose of this article is to propose and evaluate forecasting models for the Brazilian industrial GDP. Most models are based on vector auto-regressions (VARs) or on restricted VARs, but models on the ARMA class are ...

Using 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 ...

The 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 ...

Esta tese é composta por três artigos, cada um deles correspondendo a um capítulo. Embora cada capítulo verse sobre assuntos distintos, existe a mesma preocupação em todos eles com a correta construção de modelos econométricos ...