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Modelando o emprego regional a partir do modelo GVAR: uma análise dos dados brasileiros
(2016-08-12)
The goal of this work will be to contribute to the study of spatial econometric by using the concept of modeling for regional interdependence. Regional interdependence is a field of study whose research also has many fronts ...
Analyzing Brazilian markets using the Global VAR & IIS Approach
(2022-07-08)
This thesis consists of three chapters. The chapters can be read separately, ie there is no predetermined reading order. However, the suggested order follows a linear evolution of the theme. This work expands the work of ...
Uma abordagem GVAR de previsões de taxas de câmbio
(2016-02-03)
O presente trabalho propõe um modelo de previsão simultânea de taxas de câmbio de vários países utilizando a abordagem GVAR e analisa a qualidade destas previsões. Para isso foram utilizados dados de 10 países ou regiões ...
Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR
(2015-03-25)
Exchange rates are important macroeconomic prices and changes in these rates a ect economic activity, prices, interest rates, and trade ows. Methodologies have been developed in empirical exchange rate misalignment studies ...
Modeling how macroeconomic shocks a ect regional employment: analyzing the Brazilian formal labor market using the global VAR approach
(2018-02)
Assessing linkages across different regions and how macroeconomic shocks spread out across regions is not an easy task. In this study we address this problem using a global vector autoregressive methodology that deals with ...
Transmisión de choques financieros de Estados Unidos sobre América Latina : un enfoque GVAR
(Pontificia Universidad Católica del PerúPE, 2016)
Transmisión de choques financieros de Estados Unidos sobre América Latina : un enfoque GVAR
(Pontificia Universidad Católica del PerúPE, 2016)
Transmisión de choques financieros de Estados Unidos sobre América Latina : un enfoque GVAR
(Pontificia Universidad Católica del PerúPE, 2016)