Now showing items 1-10 of 1755
Crescimento econômico e política monetária endógena: a ZIRP como consequência de um baixo crescimento
(Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Economia - PPGEc-SoCâmpus Sorocaba, 2017-12-06)
The discussion on monetary policies in the history of economic thought has shaped itself facing political and economic events throughout history. From the quantitative theory of money (QTM) and the Keynesian theory to the ...
Determinantes da taxa básica de juros no Brasil: uma análise empírica no período de 2000 a 2011
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Economia - PPGEc-So, 2013-04-26)
The existence and maintenance for long years of high domestic interest rate is a phenomenon sweeping the Brazilian economic environment. Although in recent years the domestic interest rate derated, Brazil still is characterized ...
Aplicabilidad de modelos estocásticos de tasas de interés para la gestión de riesgos en Argentina
(Universidad de San Andrés. Escuela de Administración y Negocios., 2016-05)
Este documento tiene como propósito evaluar la aplicabilidad del modelo de tasa de interés de Vasicek (1977) y Ho Lee (1986) para modelar el comportamiento dinámico de las tasas de interés de Argentina.
Para el desarrollo ...
Variações da estrutura a termo de taxa de juros e mudanças na imunização de carteiras com análise de componente principal
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Economia - PPGEc-So, 2014-06-06)
The purpose of this dissertation is investigating changes on the immunized portfolios by the analytic method of principal components analysis from an inversion movement of the term structure of interest rates. In 2012, the ...
Real exchange rate in forward-looking Rules : advantages and pitfalls
(Universidad de Chile, 2019)
In a small open economy model, we assess the advantages and cost of a systematic policy
response to the real exchange rate. In particular, in the context of the Gali and Monacelli (2005)
model, we use the method of ...