Browsing FGV EPGE - Teses, Doutorado em Economia by Subject "Econometria"

Now showing items 1-10 of 10

    • Ensaios em econometria aplicada 

      Souza, Rafael Martins de
      2009-10-26
      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 ...

    • Ensaios em econometria aplicada 

      Dias, Victor Pina
      2013-11-19
      Housing 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 ...

    • Ensaios em macroeconometria 

      Salvato, Márcio Antônio
      2003
      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 ...

    • Ensaios em macroeconometria e finanças 

      Gaglianone, Wagner Piazza
      2007
      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, ...

    • Essays in applied econometrics 

      Duarte, Rafael Burjack Farias
      2015-11-27
      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 ...

    • Essays in applied econometrics and monetary policy 

      Santos, Ana Flávia Soares dos
      2018-06-19
      This thesis contains three independent chapters. The first one is about central bank credibility, where we measure people’s beliefs using survey data on inflation expectations and focus on the 12-month-ahead horizon since ...

    • Essays in macroeconometrics 

      Saraiva, Diogo Vinícius Menezes
      2015-11-27
      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 ...

    • Essays on asymmetric information problems without the single-crossing property: applications to corporate finance 

      Tsuchida, Marcos H.
      2003
      The objective of this dissertation is to re-examine classical issues in corporate finance, applying a new analytical tool. The single-crossing property, also called Spence-irrlees condition, is not required in the models ...

    • Essays on Spatial Econometrics 

      Grahl, Paulo Gustavo de Sampaio
      2012-12-22
      Esta dissertação concentra-se nos processos estocásticos espaciais definidos em um reticulado, os chamados modelos do tipo Cliff & Ord. Minha contribuição nesta tese consiste em utilizar aproximações de Edgeworth e saddlepoint ...

    • Tópicos em Econometria Aplicada 

      Rodrigues, Claudia Oliveira da Fontoura
      2009-12-14
      This paper has three original contributions. The first is the reconstruction of employment and income series to allow the creation of a new coincident index for the Brazilian economic activity. The second is the construction ...