RSS 1.0FGV EPGE - Teses, Doutorado em Economia
FGV EPGE - Teses, Doutorado em Economia
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Itens para a visualização no momento 101-120 of 161
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Essays on finance and macroeconomy
2009-01-01I study the asset-pricing implications in an cnviromncnt with feedback traders and rational arbitrageurs. Feedback traders are defined as possible naive investors who buy after a raise in prices and sell after a drop in ... -
Government policy and private investment in Brazil (1955/82)
1987-06The questlon of the crowding-out of private !nvestment by public expenditure, public investment in particular , ln the Brazilian economy has been discussed more in ideological terrns than on empirical grounds. The present ... -
On the contamination of confidence
2009-11-30Contaminação da confiança é um caso especial de incerteza Knightiana ou ambiguidade na qual o tomador de decisões está diante de não apenas uma única distribuição de probabilidades, mas sim de um conjunto de distribuições ... -
Tópicos em Econometria Aplicada
2009-12-14This 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 ... -
Crescimento pró-pobre no Brasil: impactos regionais
2007-11-09Esta pesquisa científica foi apresentada como trabalho de conclusão do curso de Doutorado em Economia e reúne três artigos na área de crescimento. O primeiro deles utiliza a metodologia desenvolvida por Kakwani, Khabdker ... -
Essays on the general equilibrium effects of barriers to trade on economic growth, foreign trade and the location of economic activity in Brazil
2010-04-16This work presents a fully operational interstate CGE model implemented for the Brazilian economy that tries to quantify both the role of barriers to trade on economic growth and foreign trade performance and how the ... -
Essays on international prices and the subjacent market structure
2010-02-05The thesis uses international price data to identify parameters of trade models with imperfect competition, therefore allowing inference on exchange rate behavior, gains from trade and variety of domestic goods. First, we ... -
Essays in macroeconomy and dynamic term-structure models
2009-12-19This thesis is composed of three articles with the subjects of macroeconomics and - nance. Each article corresponds to a chapter and is done in paper format. In the rst article, which was done with Axel Simonsen, we model ... -
Ensaios em finanças públicas municipais
2009-12-11This thesis aims to discuss municipal public finance issues. An improvement of the Brazilian fiscal federalism, with greater resources decentralization and the implementation of high-powered rules for the federative transfers ... -
Ensaios em demografia e criminalidade
2009-08-07Os três artigos que compõem esta tese usam técnicas de microeconometria para investigar questões relacionadas à demografia e à criminalidade. O principal objetivo é entender a dinâmica recente das taxas de criminalidade ... -
Ensaios em opções reais e investimento sob incerteza
2009-12-07The three essays in this thesis develop extensions and applications of Real Options Theory, related to very important policy issues in Brazil. The first one presents a pioneering analysis of bioprospecting, or the exploitation ... -
Ensaios em econometria aplicada
2009-10-26This 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 sobre ciclos de negócios
2009The 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 ... -
Ensaios sobre o fator estocástico de descontos
2009-08-10This work proposes alternative ways to consistently estimate an abstract measure, crucial to the study of intertemporal decisions, which is at the core of most macroeconomics and financial studies: the Stochastic Discount ... -
Price setting and macroeconomic variables: evidence from Brazilian CPI
2009-08-14This thesis investigates price-setting in a variable macroeconomic environment using a unique data set from the Brazilian CPI index of Fundação Getulio Vargas. The primary data consist of a panel of individual prices for ... -
Ensaios sobre o mercado de seguros de automóveis
2009A presente tese é composta de três ensaios sobre o mercado de seguros de automóveis, cada ensaio corresponde a um capítulo. No primeiro capítulo apresentamos uma extensão dinâmica ao modelo de Bertrand, no qual corretores ... -
On common agency with informed principals
2008This thesis consists of three chapters that have as unifying subject the frame-work of common agency with informed principals. The first two chapters analyze the economic effects of privately informed lobbying applied to ... -
Ensaios em economia bancária e transmissão monetária
2009Esta tese é composta por três ensaios que investigam os impactos das fricções no mercado financeiro sobre a transmissão da política monetária. Cada ensaio forma um capítulo da tese. O primeiro capítulo utiliza a posição ... -
Projetos de infraestrutura pública: risco, incerteza e incentivos
2008O delineamento na divisão ótima de trabalho entre a esfera pública e privada tem suscitado estudos na moderna organização industrial. Arranjos contratuais na modalidade de parcerias público-privadas (PPP) oferecem uma nova ...
