Portuguese Abstract: Neste artigo investiga-se o que determina o fluxo de recursos para fundos de investimentos brasileiros. Constata-se que investidores são mais atentos ao risco de mercado (beta) ao avaliar fundos, enquanto tendem a atribuir o retorno de fatores como tamanho, valor, momentum,...

English Abstract: The long-horizon event study methodology is used to document the severe impact of the US subprime mortgage crisis on the Colombian economy. The estimated parameter of a constant mean return model is used to derive the “abnormal return” on the market portfolios of Colombia...

In this study we analyze some methods that can be used to perform grouping of unit that make up a public service delivery system (e.g., schools, health centers and police stations). The methods discussed here are: i) one based on some spatial partition of the units (for example, grouping by...

Our objective is to analyze the gravity of panel attrition in the Brazilian Monthly Employment Survey (PME). There are three types of panel attrition: a) random, that does not produce any selection bias; b) function of observables, whose bias can be corrected through an appropriate re-weighing...

This study estimates demand elasticities for staple foods in Brazil taking into account the differences in demand behaviour across urban and rural areas. We analyze microdata from 2002/2003 household expenditure survey (POF), conducted by IBGE. The methodology adopted in demand estimation is...

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...

The purpose of this article is to explain how to use the Pesquisa Mensal de Emprego (PME) and in particular to explain in detail how to set up the household panel. The PME household panel is an extremely useful analytical instrument that has been sadly underused due to several practical...

This paper uses data from PNAD to detail the construction and analyze a multidimensional index of families' vulnerabilities within a spectrum of dimensions. In order to do so, this text interprets and adapts the methodology put forward by Barros, Carvalho and Franco (2006) and applies it to 83...

The objective of this paper is to make available information - precisely and spatially detailed - about families' vulnerabilities derived from questionnaires' answers of census data for 2000 and 2010. In doing so this paper fulfills the task of providing reference data - occasionally complex -...

The Ministry of Health's Mortality Information System (SIM) is one of the main sources of information for measuring violent deaths and, in particular, homicides in Brazil. However, between 1996 and 2021, there were 294,752 violent deaths in which the cause was not defined (or 8,7% of the...