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...

This article brings new inputs to debate outsourcing in Brazil, using a new methodology based on administrative records. With this methodology, it is possible to identify 4.02 million outsourced workers, corresponding to 11.7% of total employees in the urban private sector. Moreover, with this...

This article brings new inputs to debate outsourcing in Brazil, using a new methodology based on administrative records. With this methodology, it is possible to identify 4.02 million outsourced workers, corresponding to 11.7% of total employees in the urban private sector. Moreover, with this...

The forecasting of government revenues is extremely important for an adequate budget execution, since a good accuracy in the estimation allows the stipulation of an expenditure level that meets the demands of the population. Using data released by the National Council of Treasury Policy, the...

The forecasting of government revenues is extremely important for an adequate budget execution, since a good accuracy in the estimation allows the stipulation of an expenditure level that meets the demands of the population. Using data released by the National Council of Treasury Policy, the...

The technological and institutional environment influences the way of doing research and the relationships between its participants. Intellectual property is a strategic issue to build the institutional framework of the new technological regime and therefore the dynamics of innovation in...

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 technological and institutional environment influences the way of doing research and the relationships between its participants. Intellectual property is a strategic issue to build the institutional framework of the new technological regime and therefore the dynamics of innovation in...

In this article we investigate the capacity of antecedent variables, among them admissions for aggression, in the prediction of the number of homicides in Brazil. The main objective is to eliminate a gap regarding the large time lag in the dissemination of information about these deaths in the...