Buscar
Mostrando ítems 1-10 de 354
Adaptive LASSO estimation for ARDL models with GARCH innovations
(Taylor & Francis Inc, 2017)
In this paper, we show the validity of the adaptive least absolute shrinkage and selection operator (LASSO) procedure in estimating stationary autoregressive distributed lag(p,q) models with innovations in a broad class ...
Os impactos fiscais indiretos das operações compromissadas: uma análise via ARDLThe indirect fiscal impacts of repo operations: an analysis via ARDL
(Universidade Federal de UberlândiaBrasilPrograma de Pós-graduação em Economia, 2022)
Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries Panel/GMM and ARDL analyses
(Universidad ESAN. ESAN EdicionesPE, 2020-12-01)
Purpose: This paper aims to investigate simultaneously the causality and the dynamic links between exchange rates and stock market indices. It attempts to identify the short- and long-term effect of the US dollar on major ...
Is gold a hedge or a safe haven? An application of ARDL approach
(Universidad ESAN. ESAN EdicionesPE, 2018-06-01)
Purpose – The argument whether gold is a hedge or haven is a debatable Issue. Mainly hedge is a class of asset that is negatively correlated with another asset or portfolio on average. On the other hand a safe haven is an ...
Is gold a hedge or a safe haven? An application of ARDL approach
(Universidad ESAN. ESAN EdicionesPE, 2018-06-01)
Purpose – The argument whether gold is a hedge or haven is a debatable Issue. Mainly hedge is a class of asset that is negatively correlated with another asset or portfolio on average. On the other hand a safe haven is an ...
Uma investigação dos determinantes do padrão de especialização comercial brasileiro no período 2000-2019An investigation about the determinants of brazilian trade specialization pattern in the period 2000-2019
(Universidade Federal de UberlândiaBrasilPrograma de Pós-graduação em Economia, 2021)
Determinantes da demanda do setor automobilístico brasileiro: uma análise empírica
(Universidade Federal de Juiz de Fora - Campus Avançado de Governador ValadaresBrasilICSA - Instituto Ciências Sociais AplicadasUFJF/GV, 2021)
Dinâmica da política monetária e operações compromissadas: uma análise do caso brasileiroDynamics of monetary policy and repo operations: an analysis of the Brazilian case
(Universidade Federal de UberlândiaBrasilPrograma de Pós-graduação em Economia, 2020)
A dinâmica de curto e longo prazo do comércio bilateral entre Brasil e ChinaThe short-term and long-term dynamics of bilateral trade between Brazil and China
(Universidade Federal de UberlândiaBrasilCiências Econômicas, 2018)
Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries Panel/GMM and ARDL analyses
(Universidad ESAN. ESAN EdicionesPE, 2020-12-01)
Purpose: This paper aims to investigate simultaneously the causality and the dynamic links between exchange rates and stock market indices. It attempts to identify the short- and long-term effect of the US dollar on major ...