This 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 ...

Interest rates are key economic variables to much of finance and macroeconomics, and an enormous amount of work is found in both fields about the topic. Curiously, in spite of their common interest, finance and macro ...

Esta tese tem como objetivo principal aproximar a evidencia empirica existente sobre os agregados macroeconomicos com as novas evidencias empiricas baseadas nos micro dados de precos ao consumidor, tendo como base os modelos ...

This thesis is a collection of essays in empirical finance mainly focused on term structure models. In the first three chapters, we developed methods to extract the yield curve from government and corporate bonds. We measure ...

Esta tese é composta por 3 estudos empíricos sobre macroeconomia. O primeiro ensaio discute a persistência da inflação no Brasil. O segundo estudo analisa o produto potencial e, principalmente, a questão taxa neutra de ...

Essa tese é composta por dois capítulos. No primeiro, desenvolvo um modelo para quantificar o papel da heterogeneidade setorial, em relação ao acesso a crédito, na determinação dos efeitos da integração financeira. Fricções ...

The issue of stabilization policies has been widely studied; however, temporary stabilization policies stochastic have been discussed little by the complexity of the models, even and when they are essential to stabilize a ...

Devido à crescente evolução tecnológica das últimas décadas, eventos locais, econômicos ou não, são divulgados de forma praticamente instantânea de forma global. Muitos destes eventos têm o poder de influenciar os preços ...

This 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 ...

The purpose of this thesis is to investigate the price-setting behavior in Brazil and, in particular, the effects on inflation and good-level real exchange rate persistence. This thesis is composed by three Chapters. In ...