Unit Root Tests
Mostrando 13-22 de 22 artigos, teses e dissertações.
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13. 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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14. Função de reação da política fiscal e intolerância da dívida: o caso brasileiro no período pós-real / Reaction Function of the Fiscal Policy and Debt Intolerance: The Brazilian Case in the Post-Real Period
Analyses of the sustainability of public debt across time in emerging countries are increasingly gaining in importance in the international economic debate, due to their importance for the evaluation of the macroeconomic policies of these countries. Following the June 1994 monetary reform that did away with hyperinflation, a major fiscal imbalance came to li
Publicado em: 2007
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15. Estimando o impacto do estoque de capital publico sobre o PIB per capita na presenÃa de mudanÃa estrutural. / Esteem the impact of the capital supply I publish on the GIP for head in the presence of structural change
Aiming to estimate the elasticity product-public expenditure to the Brazilian economy, during the period 1950-2003, it was used a vector error correction model (VECM) to control for possible structural changes in the series. When structural changes were observed, many of the Dickey-Fuller statistic tests are biased towards the non-rejection of the existence
Publicado em: 2006
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16. Efeito das notícias pré-divulgadas no lucro : uma análise no setor de metalurgia e siderurgia brasileiro
This study examines the influence of the public disclosure information on market in the press on the companies in the period understood between the date of closing of the trimester and the spreading of its quarterly profit in the element of surprise that the spreading of the profit provokes in the market. The considered premise is of that the effect of the s
Publicado em: 2006
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17. A dinÃmica inflacionÃria brasileira: resultados de auto-regressÃo quantÃilica
The object of study of this thesis is the Brazilian inflationary dynamics after the implementation of the Real Plan in 1994. We use quantile autoregressive models and unit root tests derived from quantile autoregressive representations to characterize such dynamics. It is shown that the inflationary dynamics is not uniform across different conditional quanti
Publicado em: 2005
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18. Purchasing power parity and the unit root tests: A robust analysis
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Fundação Getulio Vargas. Publicado em: 01/07/2004
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19. Comparing two multivariate unit root tests
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Publicado em: 24/01/2003
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20. 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
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21. The Cytosolic Ca2+ Concentration Gradient of Sinapis alba Root Hairs as Revealed by Ca2+-Selective Microelectrode Tests and Fura-Dextran Ratio Imaging.
Using Ca2+-selective microelectrodes and fura 2-dextran ratio imaging, the cytosolic free [Ca2+] was measured in Sinapis alba root hair cells. Both methods yielded comparable results, i.e. values between 158 to 251 nM for the basal [Ca2+] of the cells and an elevated [Ca2+] of 446 to 707 nM in the tip region. The zone of elevated [Ca2+] reaches 40 to 60 [mu]
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22. Design and Evaluation of a Novel Matrix Type Multiple Units as Biphasic Gastroretentive Drug Delivery Systems
A biphasic gastroretentive floating drug delivery system with multiple-unit mini-tablets based on gas formation technique was developed to maintain constant plasma level of a drug concentration within the therapeutic window. The system consists of loading dose as uncoated core units, and prolonged-release core units are prepared by direct compression process
Springer US.