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Modelando a demanda de crédito para veículos no Brasil: Uma abordagem com mudança de regime

Mendonça, Mário Jorge; Sachsida, Adolfo - 2014

This study aims to analyse the demand for credit in Brazilian market for vehicles. Based on the Markov Switching model to dealing with regime change, we estimate a demand function using aggregated monthly data from Oct./2000 to Dec./2012. The results showed that the demand for credit was subject...

Persistent link: https://www.econbiz.de/10011372157

Ciclo econômico, emprego e desigualdade

Cavalcanti, Marco A. F. H.; Moreira, Ajax R. B. - 2014

This paper analyzes the Brazilian case, the transient conditions of employment levels and income distribution in the … country, using micro data from the Monthly Employment Survey (PME) produced by the Brazilian Institute of Geography and … Statistics (IBGE) to assess the effects of macroeconomic shocks on employment and income inequality in different social segments …

Persistent link: https://www.econbiz.de/10011372158

O crédito imobiliário no Brasil e sua relação com a política monetária

Mendonça, Mário Jorge - 2013

Switching model, we estimate the demand for mortgage using aggregate monthly data from January 2003 to September 2012. The results show that this variable has been subject to cycles of contraction and expansion since 2003. The boom starts at the end of 2005 is marked by the alternation of two...

Persistent link: https://www.econbiz.de/10011372202

Price discovery no mercado de câmbio Brasileiro: O preço é formado no mercado à vista ou futuro?

Santos, Francisco Eduardo de Luna Almeida; Garcia, … - 2014

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:...

Persistent link: https://www.econbiz.de/10011372252

Propagação assimétrica de choques monetários na economia brasileira: Evidências com base em um modelo vetorial não linear de transição suave

Cerqueira, Vinícius dos Santos; Ribeiro, Márcio Bruno; … - 2011

This paper attempts to extend empirical investigations about the asymmetric effects of monetary shocks in the Brazilian economy. We specify and estimate a nonlinear smooth transition vector autoregressive model including output, price level, exchange rate and a monetary policy indicator (Selic...

Persistent link: https://www.econbiz.de/10010330562

Propriedades dinâmicas de um modelo DSGE com parametrizações alternativas para o Brasil

Cavalcanti, Marco A. F. H.; Vereda, Luciano - 2011

This paper analyzes the dynamic properties of a DSGE model for Brazil, under alternative model parameterizations. First, we carefully review the literature in order to identify admissible ranges for the model's parameters. We then calculate selected impulse response functions (IRF) under various...

Persistent link: https://www.econbiz.de/10010330678

Inflação e nível de atividade no Brasil: Estimativas via curva de Phillips

Brito, Leandro N.; Lima, Elcyon C. R. - 2008

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...

Persistent link: https://www.econbiz.de/10010330689

Resultado fiscal estrutural: Um passo para a institucionalização de políticas anticíclicas no Brasil

Gobetti, Sérgio Wulff; Gouvêa, Raphael Rocha; … - 2010

This paper estimates the primary structural budget balance (eliminating the effects due to cyclical fluctuations in GDP and oil price) for the central government and public administrations from 1997 to the second quarter of 2010. Some adjustments were made on the IMF methodology to account for...

Persistent link: https://www.econbiz.de/10010330704

Modelo dinâmico estocástico de equilíbrio geral (DSGE) para a economia brasileira: Versão 1

Vereda, Luciano; Cavalcanti, Marco A. F. H. - 2010

This paper presents the first results of an ongoing project aimed at building and putting into operation a dynamic stochastic general equilibrium (DSGE) model for Brazil. The model is based on Smets and Wouters (2003) and Christiano ET AL.(2005), to which we add features that are typical of...

Persistent link: https://www.econbiz.de/10010330846

Resultado estrutural e impulso fiscal: Uma aplicaçãopara as administrações públicas no Brasil, 1997-2010

Schettini, Bernardo Patta; Gouvêa, Raphael Rocha; … - 2011

This paper estimates the primary structural balance and the fiscal impulse for the Brazilian public administrations from 1997 to 2010. We performed two adjustments: i) initially, one-off measures (including those resulting from creative accounting) were identified; and, ii) after this correction,...

Persistent link: https://www.econbiz.de/10010330890

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