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Estimando o desalinhamento cambial brasileiro: Um análise de robustez a partir do modelo global com mecanismo de correção de erros

Marçal, Emerson Fernandes - 2013

This paper aims to compare two different methodologies to estimate exchange rate misalignment. The first methodology consists in using multivariate time series techniques and a model with domestic variables. The second methodology consists in Pesaran's Global Vector Error Correction Model with...

Persistent link: https://www.econbiz.de/10010330505

Estimando o desalinhamento cambial: Metodologia para cálculo de bandas de precisão

Marçal, Emerson Fernandes - 2013

and suggest a bootstrap approach to calculate error bands. The misalignment estimative is based on cointegration …

Persistent link: https://www.econbiz.de/10010330572

O misterério da taxa de câmbio real chinesa: Algumas razões que podem explicar a diversidade dos resultados

Marçal, Emerson Fernandes - 2012

This paper aims to evaluate what are the main long run determinants of Chinese real exchange rate that have depreciated substantially compared to a basket of currencies. The Chinese government started a process of accumulating foreign reserve in growing speed measured in absolute or relative...

Persistent link: https://www.econbiz.de/10010330917

Cointegration between spot and futures markets: evidence from live cattle markets and soybean

Abitante, Kleber Giovelli - 2008

live cattle, evidencesof co-integration on contracts with maturity month on March, April,September, October and November of … 2005 were found. As for the BM&Fsoybean future contract, co-integration was detected for contracts withmaturity at April …, May and November, 2005. Co-integration evidencewas identified for the CBOT soybean future with maturity at January …

Persistent link: https://www.econbiz.de/10009446929

Revisitando a sustentabilidade do endividamento público no Brasil

de Mendonça, Mário Jorge Cardoso; Moreira, Tito … - 2016

and gross displays a sensible reduction. We apply three different cointegration tests in the series of government revenue …

Persistent link: https://www.econbiz.de/10011516700

Determinantes dos investimentos diretos estrangeiros no Brasil, 1980 - 2004

Mattos, Leonardo Bornacki de; Da Cunha Cassuce, … - In: Revista de economia contemporânea : revista … 11 (2007) 1, pp. 39-60

Persistent link: https://www.econbiz.de/10003491006

Qual a sensibilidade dos investimentos privados a aumentos na carga tributária brasileira? : Uma investigação econométrica

Santos, Claudio Hamilton Matos dos - In: Brazilian journal of political economy 29 (2009) 3, pp. 213-231

How does Brazilian private investment respond to increases in the gross tax burden? An econometric investigation. This article aims to offer three contributions to the debate on the recent performance of the Brazilian economy. First, it presents approximate quarterly figures for the Brazilian...

Persistent link: https://www.econbiz.de/10003959597

Modelo de Cagan e quebras estruturais : evidências para o Brasil (1970 - 94)

Canêdo-Pinheiro, Mauricio - In: Economia aplicada : EA 15 (2011) 2, pp. 151-176

Persistent link: https://www.econbiz.de/10009628657

Estimando o desalinhamento cambial : metodologia para cálculo de bandas de precisão

Marçal, Emerson Fernandes - 2013

and suggest a bootstrap approach to calculate error bands. The misalignment estimative is based on cointegration …

Persistent link: https://www.econbiz.de/10010230629

Estimando o desalinhamento cambial brasileiro : um análise de robustez a partir do modelo global com mecanismo de correção de erros

Marçal, Emerson Fernandes - 2013

Persistent link: https://www.econbiz.de/10010127383