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Propagação assimétrica de choques monetários na economia brasileira : evidências com base em um modelo vetorial não linear de transição suave
Cerqueira, Vinícius dos Santos; Ribeiro, Márcio Bruno; … - 2011
This paper attempts to extend empirical investigations about the asymmetric effects of monetary shocks in the Brazilian economy. We specify and estimate a nonlinear smooth transition vector autoregressive model including output, price level, exchange rate and a monetary policy indicator (Selic...
Persistent link: https://www.econbiz.de/10009268869
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Propagação assimétrica de choques monetários na economia brasileira: Evidências com base em um modelo vetorial não linear de transição suave
Cerqueira, Vinícius dos Santos; Ribeiro, Márcio Bruno; … - 2011
This paper attempts to extend empirical investigations about the asymmetric effects of monetary shocks in the Brazilian economy. We specify and estimate a nonlinear smooth transition vector autoregressive model including output, price level, exchange rate and a monetary policy indicator (Selic...
Persistent link: https://www.econbiz.de/10010330562
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Inflação, desemprego e choques cambiais : estimativas var para a economia brasileira
Schettini, Bernardo Patta; Gouvêa, Raphael Rocha; … - 2012
We estimate a VAR model of the Phillips curve with an exchange rate shock to the Brazilian economy. Several different ….p. over the annualized inflation); ii) a shock on the unemployment rate lasts for 18 months; iii) a shock on the expectations … are carried to the next month inflation (0.58 p.p. over the annualized inflation); and iv) a shock on the inflation rate …
Persistent link: https://www.econbiz.de/10009553780
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Covid-19: análise com um modelo estatístico para dados em painel
Campos, Eduardo Lima; Cysne, Rubens Penha; Madureira, … - 2020
Persistent link: https://www.econbiz.de/10012392010
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Raízes unitárias, flutuações econômicas e a "persistência" dos choques
Nunes, João Marcus Marinho - In: Brazilian journal of political economy 15 (1995) 2, pp. 50-75
Persistent link: https://www.econbiz.de/10001183895
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Avaliando os efeitos da política fiscal no Brasil : resultados de um procedimento de identificação agnóstica
Mendonça, Mário Jorge Cardoso de; Medrano, Luis Alberto; … - 2009
This article investigates the effects of fiscal policy shock in the Brazilian economy using quarterly data during the …. We find that in response of an expansionary shock of public expenditures the private consumption increases surely. It can … shock of the public net revenues. But in long run the probability of this response to be positive rises strongly.With 76 …
Persistent link: https://www.econbiz.de/10003823368
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Inflação e nível de atividade no Brasil: Estimativas via curva de Phillips
Brito, Leandro N.; Lima, Elcyon C. R. - 2008
This paper estimates the Brazilian NAILO (Nonaccelerating Inflation Level of Output), obtains (Bayesian) probability bands for the Nailo and for its growth rate, and investigates the relationship between deviations of output with respect to the Nailo and the acceleration of inflation. As...
Persistent link: https://www.econbiz.de/10010330689
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Inflação e nível de atividade no Brasil : estimativas via curva de Phillips
Brito, Leandro N. (contributor);  … - 2008
This paper estimates the Brazilian NAILO (Nonaccelerating Inflation Level of Output), obtains (Bayesian) probability bands for the Nailo and for its growth rate, and investigates the relationship between deviations of output with respect to the Nailo and the acceleration of inflation. As...
Persistent link: https://www.econbiz.de/10003772458
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The European Business Cycle
Artis, Mike; Krolzig, Hans-Martin; Toro, Juan - Centro de Estudios Andaluces, Government of Andalusia - 2002
This paper deals with the existence and identification of a common European growth cycle. Univariate Markov switching autoregressions (MS-AR) are used for individual countries in order to detect changes in the mean growth rate of industrial production. A Markov switching vector autoregression...
Persistent link: https://www.econbiz.de/10005063214
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Efeitos de mudanças regulatórias no microcrédito sobre os desempenhos financeiro e social das cooperativas de crédito
Santos, Ana Lucia Carvalho; Barros, Lucas A. B. C.; … - 2019
Persistent link: https://www.econbiz.de/10012167404