Macroeconomic Factor
Mostrando 1-12 de 13 artigos, teses e dissertações.
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1. Determinantes da disponibilidade de crédito de longo prazo no Brasil: uma análise da linha Finem do BNDES / Determinants of long-term credit availability in Brazil: an analysis of the Finem line of credit from BNDES
The search for greater availability of long-term credit for productive investments in Brazil has been gaining importance since it enables companies to engage in medium and large-scale businesses, feeding the economic growth and development processes. The line of credit provided by BNDES, called Financing to Enterprises (Finem), is one of the few lines existi
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 30/05/2012
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2. Monetary policy and the cross-section of stock returns: a FAVAR approach
We use a factor-augmented vector autoregression (FAVAR) to estimate the impact of monetary policy shocks on the cross-section of stock returns. Our FAVAR combines unobserved factors extracted from a large set of nancial and macroeconomic indicators with the Federal Funds rate. We nd that monetary policy shocks have heterogeneous e ects on the crosssection
Publicado em: 28/05/2012
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3. Arbitrage pricing theory in international markets / Teoria de apreçamento arbitragem aplicada a mercados internacionais
This dissertation studies the impact of multiple pre-specified sources of risk in the return of three non-overlapping groups of countries, through an Arbitrage Pricing Theory (APT) model. The groups are composed of emerging and developed markets. Emerging markets have become important players in the world economy, especially as capital receptors, but they we
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 05/09/2011
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4. Default mercado de crédito parcelado para bens duráveis : veículos automotores
The present work aims to study the macroeconomic factors influence in credit risk for installment autoloans operations. The study is based on 4.887 credit operations surveyed in the Credit Risk Information System (SCR) hold by the Brazilian Central Bank. Using Survival Analysis applied to interval censured data, we achieved a model to estimate the hazard fun
Publicado em: 28/05/2010
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5. 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
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6. Determinantes de longo prazo do produto e da produtividade total dos fatores da agropecuária brasileira: 1974-2005 / Product and total factor productivity determinants of Brazilian agriculture, in the long run: 1974-2005
The agricultural sector is one of the most important in the Brazilian economy. In addition to the dynamism responsible for important chain effects on other sectors activities, it also contributes to obtain expressive positive credit balances in the recently verified commercial balance, and consequently to generate foreign exchange credits, essential for main
Publicado em: 2009
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7. Crescimento regional : proposta e análise aplicada ao Brasil
This thesis proposes a new approach for Brazilian regional analysis. This study develops a basic dynamic growth model with factors mobility and its extensions in order to endogenize the total factor productivity (TFP) based on recent studies of economic development. The first chapter develops the basic model for regional growth analysis. It is considered an
Publicado em: 2009
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8. Essays in Applied Econometrics
This thesis is divided in three essays. The first essay examines the reactions by incumbent airlines to the threat and actual entry of the low-cost carrier Gol in the Brazilian domestic air transport market. By estimating the reactions in prices, quantities and supply variables, it investigates the plausibility of theories of entry deterrence and accommodati
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 200810
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9. 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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10. Câmbio e integração regional: flutuação conjunta e otimização dinâmica para o mercosul
The commercial and economic integration between Brazil and Argentina has been frequently put under risk and uncertainty, so in MERCOSUR, essentially manifested in the tariff compensation. Accounting this concern, one can investigate the importance of exchange in the integration process, the possibility of establishing an harmonic exchange management and its
Publicado em: 2006
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11. Oral health and the Brazilian Unified Health System (SUS): selective comprehensiveness in a neoliberal conjuncture. / "A saúde bucal e o Sistema Único de Saúde: integralidade seletiva em uma conjuntura neoliberal"
In this research the current process of insertion of oral health care in the Brazilian Unified Health System (SUS) in a perspective of a neoliberal macroeconomic policy that has been adopted by Brazilian governments since the final decades of the 20 th Century was analyzed. The application of the principles of universal access and comprehensiveness in the sy
Publicado em: 2005
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12. Land prices evolution in Sao Paulo state: analysis of its determinants. / A evolução dos preços da terra no Estado de São Paulo: análise de seus determinantes.
This dissertation has the intention to determine the price of land (for both crop and pasture land), land rent (again for crop and pasture land), in Sao Paulo State, from 1969 to 2001. Besides that, it has the intention of showing that prices of different categories and of different States are related. According to the economic theory, land price should be t
Publicado em: 2003