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Risco cambial e estrutura a termo da taxa de juros: um estudo com vetores autorregressivos para o Brasil 2002-2014
(Universidade Federal de Minas GeraisUFMG, 2015-02-19)
The main objective of the present study was to evaluate the currency risk in the Brazilian term structure of interest rate structure by VAR models, between 2002 and 2014, aiming to identify observable, macroeconomic and ...
Essays in Macroeconometrics
(2020-10-23)
Esta tese consiste em três artigos independentes em macroeconometria. No primeiro artigo, nós propomos um modelo de rational-inattention, a fim de se analisar e estimar o comportamento de forecasters profissionais do Focus ...
Hybrid Inflation Targeting Regimes
(Universidad Alberto Hurtado. Facultad de Economía y Negocios, 2015)
Fiscal vulnerability in Brazil: a simulated method of moments approach
(Escola de Pós-Graduação em Economia da FGV, 2018-08-01)
This article estimates a structural macroeconomic model of the Brazilian economy, with emphasis on the exchange rate, interest rate, inflation and public debt risk premium. The aim is to assess the effect of different ...
Fiscal Imbalances, Inflation and Sovereign Default DynamicsFiscal Imbalances, Inflation and Sovereign Default Dynamics
(Pontificia Universidad Católica Argentina, 2019)
Inflation-betting effect and reach-for-yield behavior in Brazilian government bonds
(2018-12-17)
This thesis proposes to verify if there is evidence of an inflation-betting effect in the Brazilian government bonds market and if it interacts with the aggregate supply of government bonds. We propose an empirical study ...
Estimation of Implicit Short-Term InflationEstimação da Inflação Implícita de Curto Prazo
(Lociedade Brasileira de Finanças, 2018)
Exchange-rate variations and the rate of inflation in emerging economies
(2015-08)
This paper develops a structural general equilibrium model to analyse the reactions of the nominal exchange rate and the domestic price level to three types of external shock in emerging economies that have limited access ...
Harvesting equity premium in emerging markets: a currency hedge for country risk
(2021-09-29)
Propomos uma estratégia consistentemente comprada em índice de bolsa e comprada em dólar para investir em ações em mercados emergentes. A teoria econômica sugere que tanto as ações (prêmio de risco) quanto as moedas (PPC ...
Efeitos da condução da política monetária na economia brasileira pós-Plano Real
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Economia - PPGEc-So, 2012-03-30)
This paper aimed to analyze the dynamics of the evolution of interest rates in Brazil from the period after the Real Plan. It will take place throughout the dissertation a study on the adoption and operation of the system ...