Unit Root Tests
Mostrando 1-12 de 22 artigos, teses e dissertações.
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1. On the purchasing power parity for latin-american countries
The purpose of this paper is to test the hypothesis of long-run purchasing power parity (PPP) for all Latin American countries. These countries share similar economic history and contagious effects from currency crises, which might lead to comovements in their real exchange rates. New time series unit root tests found evidence of PPP for the vast majority of
Publicado em: 01/06/2010
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2. Apreçamento racional de mercadorias utilizando modelo de valor presente para o boi gordo no período de 2001 a 2008
Campbell and Schiller (1987) proposed, within the scope of econometric analysis and cointegration, a powerful tool that enabled the present value model tests to also test market rationality and efficiency. The opportunity offered by the present value model of a substantial and settled fundamental value theory together with a powerful tool kit of empiricaleco
Publicado em: 2010
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3. Uma abordagem da hipótese da neutralidade da moeda usando dados do Brasil pós-Real / An approach to the hypothesis of neutrality of money using data from Brazil after the Real Plan
The hypothesis of neutrality of money is the theoretical framework of the Quantity Theory of Money (QTM), which is based from the Fishers equation of exchange, assuming that the income-velocity of money is constant, the real output is exogenously determined by nonmonetary variables, such as technology, capital stock and labor supply. But the real output is t
Publicado em: 2010
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4. Hysteresis in brazilian manufactured exports: a panel cointegration analysis / Hysteresis nas exportações manufaturadas brasileiras: uma análise de cointegração com dados em painel
In spite of the recent fall of the growth rate of Brazilian exports, the response of external sales to the appreciation of the exchange rate has been slower than what was predicted by economic theory. These evidences suggest that deviations from a long-run relationship between exchange rate and exports may take longer to be corrected, motivating the investig
Publicado em: 2010
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5. The solvency of the municipal government of Ceará in the period 2002-2008 / A solvência das administrações públicas municipais cearenses no período 2002-2008
Considering that the intertemporal budget constraint of the government is fulfilled, this work examines the long-run solvency of the public accounts of the municipalities of Ceara following Hamilton and Flavin (1986), Levin et al. (2002) and Im, Pesaran, and Shin (2003). If an administration does not use a Ponzi game it is considered solvent if the budget de
Publicado em: 2009
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6. Sustentabilidade fiscal dos estados brasileiros no período de 1985 a 2005 / Fiscal sustainability of the Brazilian states in the period 1985 to 2005
Esta pesquisa se propõe a investigar a sustentabilidade fiscal dos Estados brasileiros, durante o período de 1985 a 2005, por meio de um exercício empírico. Para isso, utiliza-se da razão entre a Despesa Corrente e Receita Corrente e a Despesa Corrente e o PIB e de testes de raiz unitária para dados em painel. Os resultados dos testes de Lin, Levin &Ch
Publicado em: 2009
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7. Default rate SERASA: a study of series / Índice de inadimplência SERASA: um estudo de séries temporais
With the improvement in income class C in Brazil since 2000 and a growing consumption of goods and services, there was a large increase in the number of people who had access to credit and thus the need for family financial planning. In this framework the evolution of default of individuals is central to the decisions of the credit business and economic deve
Publicado em: 2009
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8. Analysis of the integrated market from the main producers and consumers of coffee / AnÃlise de integraÃÃo de mercado dos principais paÃses produtores e consumidores de cafÃ
This study analyses the space integration among the prices of coffee from the main producing countries (Brazil, Vietnam, Colombia, Mexico and Ethiopia) and consuming ones (United States, German, Japan, Italy and France) of the world. As data were used monthly series of paying prices to producing countries and paying prices from consuming countries in US$ cen
Publicado em: 2009
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9. Identificação da microbiota das lesões endo-periodontais por cultura e PCR e sua suscetibilidade ao preparo quimico-mecanico e a medicações intracanais entre sessões de atendimento / Identification of endodontic-periodontal lesions microbiota by culture and PCR and their susceptibility to chemo-mechanical preparation and intracanal dressings between appointments
The aims of this study were to investigate the microbiota of root canals (RC) and periodontal pockets (PP) from teeth with pulp necrosis, periapical lesion, gingival bleeding and periodontal pockets by culture and PCR; to verify the ability of chemo-mechanical preparation (CMP) and intracanal dressings (2% chorhexidine, calcium hydroxide and association of b
Publicado em: 2009
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10. Curva de Phillips: uma aplicação para o Brasil no período de meta de inflação
Essa dissertação procura avaliar a dinâmica da inflação no Brasil no período de março de 2000 a dezembro de 2007, através de uma Curva de Phillips híbrida, na especificação que permite além do termo forward looking, representado pela expectativa de inflação, o termo backward looking através da inflação defasada. Inicialmente, procura-se faze
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 09/10/2008
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11. Dinâmica econômica das flutuações na produção de cana-de-açúcar / Economic dynamics from fluctuations in the Brazilian sugar cane production
Since the mid 70s, the Brazilian sugar and ethanol markets have passed through noteworthy changes, leading the country back to the position of number one sugar cane producer in the world. The objective of this thesis is to evaluate the whole of shocks in supply (measured by area and yield unexpected variations), in demand (measured by domestic income and exp
Publicado em: 2008
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12. Commercial release and breaks structural: empirical evidences for Latin America / LiberaÃÃo comercial e quebra estrutural: evidÃncias empÃricas para a AmÃrica Latina
The main purpose of this thesis is to verify statistical and analytically the economic openness impacts regarding their openness degree in comply with the economic politics results. In light of the substantial movement towards trade liberalization during 80â decade, statistical analysis aimed to identify structural breaks at international trade series (Expo
Publicado em: 2007