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...

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...

The Mortality Information System (Sistema de Informações sobre Mortalidade - SIM) is the only statistically reliable nationwide database that allows calculating the annual homicide rates for each Federative Unit (FU) since 1980. Concerning to data on violent deaths, two elements, however, may...

There was a decrease of 10.2% in the number of homicides in the State of Espírito Santo, between 2010 and 2014. During this period, substantial investments were allocated in a policy focused to reduce homicide, based on the organization of prison system and on the "Estado Presente em Defesa da...

Portuguese Abstract: Esse trabalho estuda os efeitos da introdução de uma nova legislação voltada para empresas estatais no Brasil. Particularmente, analisa se essa nova legislação, ao promover ganhos de governança corporativa, leva à redução da percepção de riscos na administração...

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...

There was a decrease of 10.2% in the number of homicides in the State of Espírito Santo, between 2010 and 2014. During this period, substantial investments were allocated in a policy focused to reduce homicide, based on the organization of prison system and on the "Estado Presente em Defesa da...

The Mortality Information System (Sistema de Informações sobre Mortalidade - SIM) is the only statistically reliable nationwide database that allows calculating the annual homicide rates for each Federative Unit (FU) since 1980. Concerning to data on violent deaths, two elements, however, may...

We use Propensity Score Matching in an novel way to classify Brazilian industrial firms according to their potential to export. Our four-level classification specifically identifies non-exporting firms which have a degree of international competitiveness similar to firms which export. This...