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A class of antipersistent processes
(WILEY, 2007)
We introduce a class of stationary processes characterized by the behaviour of their infinite moving average parameters. We establish the asymptotic behaviour of the covariance function and the behaviour around zero of the ...
Autoregressive vectors and the identification of monetary policy shocks in ArgentinaVectores autoregresivos e identificación de shocks de política monetaria en Argentina
(Instituto de Economía y Finanzas. Facultad de Ciencias Económicas. Universidada Nacional de Córdoba., 2004)
Stock market bubbles and monetary policy effectiveness
In this paper, we provide evidence on the role of conventional monetary policy in the dynamics of stock market bubbles. We analyze the response of stock market returns to monetary policy shocks but condition the analysis ...
Comparing time-varying autoregressive structures of locally stationary processes
(WORLD SCIENTIFIC PUBL CO PTE LTD, 2008)
In this paper, a novel statistical test is introduced to compare two locally stationary time series. The proposed approach is a Wald test considering time-varying autoregressive modeling and function projections in adequate ...
The economic impact of the creation of universities: evidence linked to the expansion of the education system in Argentina 1993-2018Impacto económico de la creación de universidades: evidencia vinculada con la expansión del sistema de educación en Argentina 1993-2018
(Facultad de Ciencias Económicas. Instituto de Economía y Finanzas, 2022)
Uma análise do comportamento e dos efeitos da carga tributária na economia brasileira no período de 1980 a 2012
(Universidade Federal de Santa MariaBRAdministraçãoUFSMPrograma de Pós-Graduação em Administração, 2014-05-26)
Since the tax burden has been mensured at the first time in Brazil, in 1947, it has been
showing an upward trend behavior, excepted in 1963/64 and 1985, when it has presented a
decline in its tendence. In this sense, this ...
Essays on the great recession
(2017-08-11)
The objective of this paper is to seek insights into the Great Recession, which started after the Financial Shock of 2008 and still casts a shadow on the growth of Developed Economies. Common features such as near zero ...
Crédito e desemprego no Brasil: 2002 a 2015
(2018-11)
Este artigo investiga como expansões de crédito impactam a dinâmica do desemprego. Nós estimamos modelos multivariados de séries de tempo (VAR e TVAR (Threshold Vector Autoregression)) para investigar os efeitos da diminuição ...
Internationalization and performance: the role of depth and breadth
(EMERALD GROUP PUBLISHING LIMITED, 2018-01-01)
Purpose: The purpose of this paper is to analyze the relationship between multinationality and firm performance (M-P) in Latin American companies, commonly referred to as multilatinas. The study conceptualizes the depth ...
Relações entre crédito e crescimento econômico no Brasil, 2000 a 2006Relationships between credit and economic growth in Brazil from 2000 to 2006
(Universidade Federal de ViçosaBREconomia e Gerenciamento do Agronegócio; Economia das Relações Internacionais; Economia dos RecursosDoutorado em Economia AplicadaUFV, 2015)