Among the aspects related to the quality of electric power supply, continuity stands out, evaluated based on the DEC and FEC indicators that express, respectively, the duration and frequency of supply interruptions. Regarding the continuity of supply, this study aims to present an alternative...

Among the aspects related to the quality of electric power supply, continuity stands out, evaluated based on the DEC and FEC indicators that express, respectively, the duration and frequency of supply interruptions. Regarding the continuity of supply, this study aims to present an alternative...

This study aims to analyze price discovery in the foreign exchange market in Brazil and indicate which market (spot or futures) adjusts more quickly to the arrival of new information. Using high frequency data from January/2008 to June/2013, we estimate the following price discovery metrics:...

This paper estimates the Brazilian NAILO (Nonaccelerating Inflation Level of Output), obtains (Bayesian) probability bands for the Nailo and for its growth rate, and investigates the relationship between deviations of output with respect to the Nailo and the acceleration of inflation. As...

This paper estimates the Brazilian NAILO (Nonaccelerating Inflation Level of Output), obtains (Bayesian) probability bands for the Nailo and for its growth rate, and investigates the relationship between deviations of output with respect to the Nailo and the acceleration of inflation. As...

This study aims to analyze price discovery in the foreign exchange market in Brazil and indicate which market (spot or futures) adjusts more quickly to the arrival of new information. Using high frequency data from January/2008 to June/2013, we estimate the following price discovery metrics:...