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Multi-area decentralized optimal VAr planning using the Dantzig-Wolfe decomposition principle
(2011-05-31)
This paper presents a new methodology for solving the optimal VAr planning problem in multi-area electric power systems, using the Dantzig-Wolfe decomposition. The original multi-area problem is decomposed into subproblems ...
Multi-area decentralized optimal VAr planning using the Dantzig-Wolfe decomposition principle
(2011-05-31)
This paper presents a new methodology for solving the optimal VAr planning problem in multi-area electric power systems, using the Dantzig-Wolfe decomposition. The original multi-area problem is decomposed into subproblems ...
Assessing global economic activity linkages: an empirical exercise based on global autoregressive regression
(2016-05-05)
Economic performance increasingly relies on global economic environment due to the growing importance of trade and nancial links among countries. Literature on growth spillovers shows various gains obtained by this ...
Crescimento e comportamento multissetorial: uma abordagem global VAR para o Brasil
(2018-02-05)
O objetivo deste trabalho é analisar o comportamento dos setores da economia brasileira, por meio do nível de atividade e do nível de emprego, observando a inter-relação entre eles, a propagação de choques e seus impactos ...
How to disentangle exchange rate misalignment using a Global approach and economic identifying restrictions
(2016)
Exchange rates are important macroeconomic prices and changes in these rates affect economic activ- ity, prices, interest rates, and trade flows. Methodologies have been developed in empirical exchange rate misalignment ...
Measuring the effect of monetary shocks on European sovereign country risk: an application of GVAR models
(Centro de Estudios Macroeconómicos de Argentina, 2019-01)
This paper investigates the effect of European monetary policies on Eurozone countries’ sovereign risks. We control for interdependencies across individual variables within and across countries using a global VAR specification ...
Estimando o desalinhamento cambial brasileiro: uma análise de robustez a partir do Modelo Global com Mecanismo de Correção de ErrosTexto para Discussão (TD) 1865: Estimando o desalinhamento cambial brasileiro: uma análise de robustez a partir do Modelo Global com Mecanismo de Correção de ErrosEstimating the Brazilian exchange rate misalignment: an analysis of robustness from the Global Model with Error Correction Mechanism
(Instituto de Pesquisa Econômica Aplicada (Ipea), 2013)
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 ...