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Recuperação econômica e fechamento gradual do hiato: Um exercício de consistência de médio e longo prazos
de Castro Souza, José Ronaldo; Giambiagi, Fabio - 2021
explain why the pattern of potential GDP recovery expected in the coming years differs from that seen on previous occasions …. The fi gures suggest that Brazil will have a modest expansion of potential GDP at the beginning of the projection, however … productivity growth. Despite the low potential GDP initial growth, the degree of idleness would allow an average GDP growth of …
Persistent link: https://www.econbiz.de/10012628685
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Recuperação econômica e fechamento gradual do hiato: um exercício de consistência de médio e longo prazos
Souza Júnior, José Ronaldo de Castro; Giambiagi, Fabio - 2021
explain why the pattern of potential GDP recovery expected in the coming years differs from that seen on previous occasions …. The fi gures suggest that Brazil will have a modest expansion of potential GDP at the beginning of the projection, however … productivity growth. Despite the low potential GDP initial growth, the degree of idleness would allow an average GDP growth of …
Persistent link: https://www.econbiz.de/10012625528
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Modelo de previsão para o PIB da agropecuária utilizando um método bottom-up
Souza Júnior, José Ronaldo de Castro - 2024
sector (agricultural GDP). This approach integrates econometric methods with early crop forecasts, which are released one …, demonstrating its superior accuracy in forecasting agricultural GDP compared to market expectations outlined in the Focus Bulletin …
Persistent link: https://www.econbiz.de/10015062402
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Inflação e o padrão de crescimento brasileiro : considerações a partir da desagregação do IPCA
Martinez, Thiago Sevilhano - 2012
Persistent link: https://www.econbiz.de/10009730202
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Polítca monetária e câmbio: Efeitos sobre preços desagregados em um modelo favar para o Brasil
Lima, Elcyon Caiado; Martinez, Thiago Sevilhano; … - 2015
This paper investigates the effect of monetary and exchange rate shocks on disaggregated prices of the Brazilian Consumer Price Index (IPCA), from 1999 to 2011. We analyze the results of a factor-augmented vector autoregressive model (Favar), which are presented by different levels of...
Persistent link: https://www.econbiz.de/10011372201
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Impactos macroeconômicos do choque fiscal de 2015: A regularização de despesas públicas não contabilizadas
Cavalcanti, Marco Antônio Freitas de Hollanda; … - 2018
This paper analyzes the macroeconomic impacts derived from the recognition of previously unreported fiscal liabilities during 2015 in Brazil. This is done within a DSGE model with a detailed public sector developed and calibrated for the Brazilian economy. The gradual recognition of these fiscal...
Persistent link: https://www.econbiz.de/10012146724
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Polítca monetária e câmbio : efeitos sobre preços desagregados em um modelo favar para o Brasil
Lima, Elcyon Caiado Rocha; Martinez, Thiago Sevilhano; … - 2015
This paper investigates the effect of monetary and exchange rate shocks on disaggregated prices of the Brazilian Consumer Price Index (IPCA), from 1999 to 2011. We analyze the results of a factor-augmented vector autoregressive model (Favar), which are presented by different levels of...
Persistent link: https://www.econbiz.de/10010509578
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Impactos macroeconômicos do choque fiscal de 2015 : a regularização de despesas públicas não contabilizadas
Cavalcanti, Marco Antônio Freitas de Hollanda; Vereda, … - 2018
This paper analyzes the macroeconomic impacts derived from the recognition of previously unreported fiscal liabilities during 2015 in Brazil. This is done within a DSGE model with a detailed public sector developed and calibrated for the Brazilian economy. The gradual recognition of these fiscal...
Persistent link: https://www.econbiz.de/10011873387
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Modelos de previsão de preços aplicados aos contratos futuros de boi gordo na BM&F [Models of price forecasting applied to futures contracts of live cattle at the Brazilian Futures...
Bressan, Aureliano Angel; Lima, João Eustáquio de - In: Nova Economia 12 (2002) 1, pp. 117-140
This paper studies the applicability of time series models as a decision tool of buy and sell orders of live cattle futures contracts in the Brazilian Futures Market (BM&F), on dates close to expiration. The models considered are: ARIMA, Neural Networks and Dynamic Linear Models - DLM (this in...
Persistent link: https://www.econbiz.de/10005685265
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Um modelo macrodinâmico pós-keynesiano de simulação para uma economia aberta
Passos, Marcelo de Oliveira; Oreiro, José Luís - Departamento de Economia, Universidade Federal do Paraná - 2007
O objetivo deste artigo é apresentar um modelo macrodinâmico pós-keynesiano de simulação para uma economia aberta com câmbio flutuante e mobilidade imperfeita de capitais. Após a apresentação da estrutura básica do modelo, procede-se a simulação computacional do mesmo, a partir da...
Persistent link: https://www.econbiz.de/10005429894