Econometric Modeling
Mostrando 1-12 de 12 artigos, teses e dissertações.
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1. EFFICIENCY EVALUATION OF PRIVATE HOSPITALS IN BRAZIL: A TWO-STAGE ANALYSIS
RESUMO Objetivo: Este estudo se propõe a descrever a eficiência de hospitais privados no Brasil, bem como compreender a influência da estrutura de propriedade, da especialização, da acreditação e da atividade de ensino sobre a eficiência de hospitais privados. Originalidade/valor: Os achados descrevem a eficiência de hospitais privados que se dest
RAM, Rev. Adm. Mackenzie. Publicado em: 24/10/2019
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2. Estimação e previsão da estrutura a termo das taxas de juros usando técnicas de inteligência computacional / Term structure of interest rate modeling and forecasting using computational intelligence techniques
This work proposes the term structure of interest rates modeling and forecasting using computational intelligence techniques, based on data from the US and Brazilian fixed income markets. The yield curve modeling includes the use of some evolutionary computation methods like Genetic Algorithms, Differential Evolution and Evolution Strategies in comparison wi
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 25/06/2012
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3. A Methodology to forecast air transportation demand with alternative econometric models
This thesis presents a methodology using a portfolio of time-series models, from conventional ARMA to a regime-changing framework. The objective is to develop an air transportation demand modeling to inspect potential structural breaks in the Brazilian market, due to solve underlying issues of new demand creation. Out-of-sample forecasting is used to generat
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 30/05/2012
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4. THE DEMAND FOR RESIDENTIAL ELECTRICITY IN BRAZIL: 2011-2020 / A DEMANDA POR ENERGIA ELÉTRICA RESIDENCIAL NO BRASIL: 2011-2020
This work aims to quantify the relations between the electricity demand and some of its determinants in the Residential sector of Brazil. To begin with a short discussion is carried out on the Residential energy consumption in the country throughout the last four decades so as to get to know the residential consumption within a wider context. After, we adopt
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 10/05/2012
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5. Price-setting policy determinants: micro-evidence from Brazil
The paper studies the frequency of price changes from a survey data on Brazilian companies. The data set has the advantage of including all of the economic sectors: agricultural and food products, trading, industry and services. Strong evidence of nominal price rigidities is found on the data with average and median price durations around 10.1 and 8.1 months
Economia Aplicada. Publicado em: 2010-06
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6. Modelagem econométrica do saldo da previdência social do Brasil / Econometric modeling of the balance of social security Brazil
This work aims to build models using econometrics techniques to explain the components of the balance of Social Security System, or in other words, the net value of tax revenues and the benefit values of the General Regime of Social Security. These models were subjected to statistic validations indicated in the theoretical reference of econometrics, to apply
Publicado em: 2009
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7. A relação entre as infraestruturas produtivas e o produto interno bruto (PIB) das regiões brasileiras: uma análise por envoltória de dados / The relationship between productive infrastructure and gross domestic product (GDP) of brazilian regions: a data envelopment analysis
The current context of open markets requires and, at the same time, provides many changes to the business world. Also relevant is the stance of the State before the global scenario. The opening of markets has required and requires a new attitude of the State, either as a mere regulator or as an interventionist. There are specific areas where, due to particul
Publicado em: 2009
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8. The impact of the special participation fee in offshore fields using meta-modeling approach / O impacto da participação especial em campos de petroleo maritimos utilizando a meta-modelagem
The special participation fee is an important taxation mechanism for the government to appropriate a portion of the income originated from the exploration and production of petroleum/oil and natural gas, from fields with a great production or of great profitability. It was created from the Petroleum Law no. 9.478/97 that it established the government levies,
Publicado em: 2008
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9. Tests applied in macroeconomics: exchange rate expectations and inflation / Ensaios aplicados de macroeconomia: taxa de câmbio e expectativas de inflação
This doctoral thesis consists of three essays in applied macroeconomics. The first essay retakes the classic result of the article by Meese and Rogoff (1983), in which the authors found strong evidence that no structural model for the exchange rate surpasses the projections of a random walk model. In this first essay we compare the error of the projections f
Publicado em: 2008
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10. Modelagem econométrico-financeira de uma empresa baseada em vetores auto-regressivos : uma aplicação à Petrobás S.A.
The paper reports efforts towards developing and estimating a Vector Autoregressive (VAR) econometric model representing the financial statements of a firm. Although the model can be generalized to represent the financial statements of any firm, the study was carried out as a case study, where the chosen firm is the largest Brazilian firm: Petrobrás S/A. Th
Publicado em: 2007
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11. Econometric analysis of the factor total productivity in Amazonia Legal, 1990-2004 / Análise econométrica da produtividade total dos fatores na Amazônia Legal, 1990-2004
The economic performance of Amazonia Legal and its states is evaluated based on total-factor productivity (TFP) measures obtained by the use of the exogenous growth model formulated by Solow (1956) and by the expanded human capital model proposed by Mankiw et al. (1992). The economic variables taken as proxy of the physical (synthetic quantitative index), hu
Publicado em: 2007
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12. An economic view on health and child labour in Brazil / Um olhar econômico sobre a saúde e o trabalho infantil no Brasil
The aim of this dissertation is to identify the causal relation between child labour and health. Understanding this relation can bring more resources to fight against child labour as well as to allow the responsible to readjust policies in order to recover childrens health stock where eradication of child labour was not abolished yet. The analysis utilized
Publicado em: 2006