Econometric Time Series
Mostrando 1-12 de 26 artigos, teses e dissertações.
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1. Epidemiological study of rabies in cattle in southern Brazil: spatial and temporal distribution from 2008 to 2017
RESUMO: A raiva afeta várias espécies domésticas, causando perdas econômicas significativas pela morte de animais em áreas bem características da região Sul do Rio Grande do Sul. Neste contexto, o objetivo deste trabalho foi estudar a epidemiologia dos surtos de raiva observados em bovinos de janeiro de 2008 a dezembro de 2017, por meio de sua distrib
Pesq. Vet. Bras.. Publicado em: 30/09/2019
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2. The impact of OFDI on economic growth countries. An econometric approach using panel data and time-series evidence
The thesis at hand adds to the existing literature by investigating the relationship between economic growth and outward foreign direct investments (OFDI) on a set of 16 emerging countries. Two different econometric techniques are employed: a panel data regression analysis and a time-series causality analysis. Results from the regression analysis indicate a
Publicado em: 20/12/2012
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3. On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century
Lucas(1987) has shown a surprising result in business-cycle research: the welfare cost of business cycles are very small. Our paper has several original contributions. First, in computing welfare costs, we propose a novel setup that separates the effects of uncertainty stemming from business-cycle uctuations and economic-growth variation. Second, we extend
Escola de Pós-Graduação em Economia da FGV. Publicado em: 17/10/2012
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4. 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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5. PRODUÃÃO INDUSTRIAL, ARRECADAÃÃO E GUERRA FISCAL ENTRE OS ESTADOS DO NORDESTE: UMA PROPOSTA DE INVESTIGAÃÃO / INDUSTRIAL PRODUCTION, AND WAR TAX REVENUE BETWEEN THE NORTHEAST: A PROPOSAL FOR RESEARCH
The study involves the application of time series techniques to investigate the phenomenon of the War Tax generated by the financial and tax benefits granted in a general way by the Federal District and municipalities seeking new investments for the development of their region in order to leverage through the collection of the Tax on Circulation of Goods and
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 03/06/2012
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6. 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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7. On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century
Lucas (1987) has shown a surprising result in business-cycle research: the welfare cost of business cycles are very small. Our paper has several original contributions. First, in computing welfare costs, we propose a novel setup that separates the effects of uncertainty stemming from business-cycle fluctuations and economic-growth variation. Second, we exten
Escola de Pós-Graduação em Economia da FGV. Publicado em: 28/02/2012
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8. An econometric study on purchasing-power parity
Neste trabalho abordamos alguns “puzzles” da Paridade do Poder de Compra (PPC) ainda não resolvidos; durante esse processo propomos um novo modelo não-linear e estudamos o papel da agregação temporal e de bases de dados abrangendo apenas um pequeno período histórico. A hipótese de que não existe uma força de convergência agindo sobre o câmbio
Publicado em: 08/04/2011
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9. Delimitação de mercado usando testes baseados em preço: uma análise econométrica
The competitive strategy of a firm is defined by choosing one alternative over the rivals, from differentiated activities set to deliver a product or service (strategic positioning). If firms cooperate or collude with each other, they dont have choices conflict and the strategy would not be necessary. To verify if several firms in the same market are in coll
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 17/02/2011
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10. IMPACTO DAS VARIAÃÃES DO PIB NA ARRECADAÃÃO DO ICMS NO ESTADO DO PIAUÃ POR SETORES ECONÃMICOS / IMPACT OF CHANGES IN GDP IN THE COLLECTION OF THE STATE OF GST BY ECONOMIC SECTORS PIAUÃ
This work aims at analyzing the impact of changes in Gross Domestic Product (GDP) on the collection of VAT in the State of PiauÃ, studying separately the fluctuations of the collections in the primary, secondary and tertiary. Used in developing this work ICMS and GDP data, which were analyzed using econometric regression model for time series with panel dat
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 30/03/2010
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11. Aplicação da equação de Shea na determinação dos comportamentos de consumo no Brasil / Applying Sheas formula to determine brazillians consumer behaviors
This study examines empirically the changes in consumption behaviors in Brazil, using the model of Shea. This model allows us to interpret the behavior of consumption through analysis of their coefficients and significance. The regressions were generated for different time intervals and determined the predominant behavior in each period. Were employed in agg
Publicado em: 2010
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12. Testing the Optimality of Aggregate Consumption Decisions: Is there Rule-of-Thumb Behavior?
Consumption is an important macroeconomic aggregate, being about 70% of GNP. Finding sub-optimal behavior in consumption decisions casts a serious doubt on whether optimizing behavior is applicable on an economy-wide scale, which, in turn, challenge whether it is applicable at all. This paper has several contributions to the literature on consumption optimal
Publicado em: 15/02/2009