Showing 1 - 10 of 15
The panel data of the Brazilian Monthly Employment Survey - Pesquisa Mensal de Emprego (PME/IBGE) is actually one of the richest datasets for analysis of labor market in Brazil. The reason is its longitudinal design. Since it is only addressed to labor market investigations, its questionnaire...
Persistent link: https://www.econbiz.de/10010330439
Persistent link: https://www.econbiz.de/10012941419
Portuguese Abstract: Este artigo visa analisar a relação entre a adoção de práticas de governança corporativa e desempenho esportivo nos clubes de futebol de Caxias do Sul: Esporte Clube Juventude e Sociedade Esportiva e Recreativa Caxias do Sul, entre 2012 e 2016. Os dados foram coletados...
Persistent link: https://www.econbiz.de/10012896861
Portuguese Abstract: O objetivo deste estudo é investigar a existência de persistência e assimetria na estrutura da volatilidade dos retornos dos índices Mid-Large Cap e Small Cap a partir de modelos de séries de tempo da classe GARCH simétricos e assimétricos com distribuição de...
Persistent link: https://www.econbiz.de/10013024979
The technological and institutional environment influences the way of doing research and the relationships between its participants. Intellectual property is a strategic issue to build the institutional framework of the new technological regime and therefore the dynamics of innovation in...
Persistent link: https://www.econbiz.de/10010330698
The paper estimates a panel-VAR using data on total expenditures, tax receipts and overall grants received for 5.544 Brazilian municipalities observed from 2002 through 2010. A sequence of hypotheses was investigated by the means of overidentification test statistics. Among our main findings, we...
Persistent link: https://www.econbiz.de/10010330760
In this work we consider modeling the past volatilities through a Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model using the Bayesian approach. Asymmetries in the shocks are accommodated by smooth transition models for the variance. We discuss problems related to the...
Persistent link: https://www.econbiz.de/10010330802
This paper investigates the price elasticity of Brazilian residential electricity demand for 2012-2016. The estimations use random and fixed effects panel data and impulse response function in a VAR/VECM model for time series analysis. Furthermore, we analyze the consumers in two categories, Low...
Persistent link: https://www.econbiz.de/10012802820
The paper estimates a panel-VAR using data on total expenditures, tax receipts and overall grants received for 5.544 Brazilian municipalities observed from 2002 through 2010. A sequence of hypotheses was investigated by the means of overidentification test statistics. Among our main findings, we...
Persistent link: https://www.econbiz.de/10009553086
In this work we consider modeling the past volatilities through a Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model using the Bayesian approach. Asymmetries in the shocks are accommodated by smooth transition models for the variance. We discuss problems related to the...
Persistent link: https://www.econbiz.de/10010230715