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Teses / dissertações sobre o tema "Macroeconometric"

Autor: Grafiati

Publicado: 4 de junho de 2021

Última modificação: 1 de fevereiro de 2022

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1

Sgherri, Silvia. "Policy evaluation with macroeconometric models." Thesis, University of Warwick, 2000. http://wrap.warwick.ac.uk/4154/.

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This thesis presents a number of examples where macroeconometric models are employed as useful tools for evaluation of contemporary policy problems. A range of approaches is proposed to shed light on how macromodels can actually contribute to the policy debate. In particular, the thesis emphasises how different models maybe augmented or modified and stresses the need for care in the experimental design of policy simulations. Small stylised models of the UK economy are estimated in the first part of this thesis. They are used to assess the performance of simple monetary policy rules under the c

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2

Donyina-Ameyaw, Samuel. "Macroeconometric modelling of the Ghanaian economy." Thesis, University of Warwick, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.416142.

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3

Al-Jebory, Asam Mohamed A. "Macroeconometric model of Iraq : estimation and forecast." Thesis, Keele University, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.314673.

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4

Ngoie, Jacques Kibambe. "A disaggregated Marshallian macroeconometric model of South Africa." Pretoria : [s.n.], 2008. http://upetd.up.ac.za/thesis/available/etd-09242009-231908.

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5

Acurio, Vasconez Verónica. "A macroeconometric model of energy for public policy." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010032.

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Depuis la stagflation observée suite à la forte hausse du prix du pétrole en 1973 et 1979, les chocs pétroliers sont considérés comme l’une des sources de fluctuations les plus importantes aux États-Unis comme dans de nombreux pays industrialisés. De nombreux articles ont alors étudié le rôle des chocs pétroliers dans la fluctuation des principales variables macro-économiques à savoir, la croissance, le chômage, l’inflation et les salaires. Cependant, ces travaux n’ont pas encore permis d’aboutir à un consensus. Le débat s’est même intensifié au cours de cette dernière décennie, suite à l’abse

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6

Wang, Yiru. "Essays in macroeconometrics." Doctoral thesis, Universitat Pompeu Fabra, 2020. http://hdl.handle.net/10803/669927.

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This thesis consists of three chapters on topics in Macroeconometrics. Chapter 1 proposes a method to analyze the relationship between models’ in-sample fit and their out-of-sample density forecasting performance. To this end, I further develop a formal test to capture density forecast breakdowns (DFBs); situations in which the out-of-sample density forecast performance is significantly worse than its anticipated performance. Chapter 2 proposes a novel methodology for identifying and estimating structural breaks in the factor loadings of a high dimensional approximate factor model with

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7

Laabas, Belkacem. "A macroeconometric model for Algeria : a medium term macroeconometric model for Algeria 1963-1984, a policy simulation approach to Algerian development problems." Thesis, University of Bradford, 1989. http://hdl.handle.net/10454/5024.

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This thesis is concerned with the development and use of a macroeconometric model for the Algerian economy between 1963 and 1984. The model was built because of a systematic lack of applied econometric studies pertaining to Algeria at both the macroeconomic and microeconomic level. It is hoped that the model will fill a gap in this area and will contribute to the much neglected field of applied econometric research with regard to Algeria. This lack of applied econometric studies for Algeria meant that the modelling exercise described here has had to rely on an extensive specification search ba

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8

Cook, Stephen. "Essays on macroeconometric modelling with reference to consumer's expenditure." Thesis, University of Oxford, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.361958.

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9

COSTA, PAULO WERNECK DE ANDRADE. "ADAPTIVE CONTROL OF A MACROECONOMETRIC MODEL WITH MEASUREMENT ERROR." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 1991. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9400@1.

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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>O Planejamento econômico, abordado como um problema de controle, tem por objetivo estabelecer trajetórias ótimas (ou sub-ótimas) para as variáveis que estão sujeitas ao controle do Governo. Isto significa dizer que as varáveis de política (controle) não mais serão arbitrariamente determinadas pelos seus planejadores, sendo agora resultantes de um processo de otimização , tendo em vista o cumprimento de metas previamente estabelecidas. Neste artigo aplicamos um controlador adaptativo de certeza equivalente a um modelo ma

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10

Lohani, S. R. "Estimation of missing observations in economic time series, with special reference to macro-econometric modelbuilding for Nepal." Thesis, University of Manchester, 1987. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.377725.

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Tan, K.-G. "Macroeconometric model of a developing economy : A case of Taiwan." Thesis, University of East Anglia, 1987. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.375064.

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12

Mehari, Tesfamariam. "Modelling monetary and fiscal policy in Ethiopia : a macroeconometric approach." Thesis, Liverpool John Moores University, 1998. http://researchonline.ljmu.ac.uk/4911/.

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13

De, Wet Albertus Hendrik. "A macroeconometric framework for credit portfolio modelling in South Africa." Thesis, University of Pretoria, 2009. http://hdl.handle.net/2263/30363.

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Driven by intense competition for market share, banks across the globe have allowed credit portfolios to become less diversified (across all dimensions  country, industry, sector and size) and have become willing to accept lesser quality assets on their books. As a result, even well capitalised banks could come under severe solvency pressure when global economic conditions turn. The banking industry has realised the need for more sophisticated loan origination and credit and capital management practices. To this end the reforms introduced by the Bank of International Settlement through the Ne

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14

INSISIENMAY, Sthabandith. "A Macroeconometric Model for Policy Planning of the Lao Economy." Kyoto University, 2008. http://hdl.handle.net/2433/124086.

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Mohamed, Essa H. "Macroeconometric model of an oil based economy : case study of Libya." Thesis, University of Sheffield, 1997. http://etheses.whiterose.ac.uk/2999/.

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Macroecometric models are extremely important for developing countries as well as for developed countries. They can help and guide planners, policy makers and government leaders to establish priorities in their activities and to chose those policies which permit the most the rapid advance of economic development. The aim of this thesis is to construct a macroeconometric model for the Libyan economy and to use the model to forecast future economic activities under different scenarios. The Background of the Libyan economy is outlined first. Brief reviews of the theory of the background to the mo

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16

Al-Teraiki, Ahmed B. M. "A macroeconometric model of Saudi Arabia for economic stabilisation and forecasting." Thesis, Loughborough University, 1999. https://dspace.lboro.ac.uk/2134/7286.

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The purpose of this study is to construct a macroeconometric model for the Saudi Arabian economy in order to assess the effects of external shocks through such variables as the price of (oil) exports, real (oil) exports, and the price of imports. This model follows the methodology of the aggregate demand and supply. Due to the absence of interest rates, the formulation of the aggregate demand, following the monetary approach to the income determination, is done by combining the equations from the monetary sector in addition to the government and foreign sectors of the economy. The aggregate su

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Gossel, Sean J. "A macroeconometric analysis of South Africa’s post-liberalisation capital inflow components." Doctoral thesis, University of Cape Town, 2011. http://hdl.handle.net/11427/9892.

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Includes bibliographical references.<br>In common with emerging countries in Asia and Latin America, South Africa received substantial capital inflows following socio-political and financial liberalisation in the mid-1990s. However, unlike many other emerging countries, the bulk of South Africa’s post-liberalisation inflows have been in the traditionally short-term forms of portfolio and other investment. Hence, in this thesis, a macroeconometric analysis of South Africa’s post-liberalisation capital flow components is conducted to investigate the extent to which their divergent impacts have c

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Taye, Haile Kebret. "A macroeconometric model of a subsistence economy: The case of Ethiopia." Thesis, University of Ottawa (Canada), 1996. http://hdl.handle.net/10393/9469.

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The objective of this study is to analyze the structural and behavioral attributes of a small and open subsistence economy. Using a medium-sized macroeconometric policy model, the study analyses specific structural factors and internal rigidities facing the Ethiopian economy and examines the impacts of various past and recent policies implemented by successive governments. The study addresses the question of the applicability of macroeconometric models for developing countries and uses such a model to examine the structural and institutional peculiarities of a subsistence economy. This study a

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Matlanyane, Retselisitsoe Adelaide. "A macroeconometric model for the economy of Lesotho policy analysis and implications /." Pretoria : [s.n.], 2005. http://upetd.up.ac.za/thesis/available/etd-04182005-091509.

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Ibironke, Adesola Bamidele. "The international linkages of Nigeria as an oil-dependent economy : macroeconometric analysis." Thesis, University of Newcastle upon Tyne, 2018. http://hdl.handle.net/10443/4079.

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Nigeria is an oil-driven economy with a high level of global integration. This thesis considers how oil- related fluctuations impact the economy by exploring three important aspects of the nexus between oil dependency and global integration. First, by modelling global integration through cross-country trade linkages, the thesis examines the impact of external (oil-related) shocks on Nigeria, and compares this with the impact of domestically generated shocks. The findings show that although oil price shocks cause real exchange rate appreciation and a consequent reduction of real GDP, these effe

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Banasik, John Leszek. "The feasibility of multisectoral dynamic macroeconometric modelling of the British interwar economy." Thesis, University of Edinburgh, 1992. http://hdl.handle.net/1842/19871.

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This thesis proposes and describes construction of an industrially disaggregated macroeconomic model of the interwar British economy. It then demonstrates aspects of its feasibility in terms of available and potentially available data. The proposed model is both dynamic (incorporating delayed reaction) and multisectorial (based on an input-output model). To date there is only one other such model for the United Kingdom, and no such model is available for a historical period. Such a model would accommodate historical analysis, economic experimentation, and various types of model optimisation. B

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22

Akusuwan, Mutita. "A small quarterly macroeconometric model for the Thai economy : a structural cointegrating VAR approach." Thesis, University of Cambridge, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.614921.

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McHugh, Zoe D. "A Small, Macroeconometric Model Of The Australian Economy : With An Emphasis On Modelling Wages And Prices." Queensland University of Technology, 2004. http://eprints.qut.edu.au/15937/.

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Traditional macroeconometric models of the Australian economy estimate the behaviour of wage and price inflation separately, thereby ignoring the possibility that there is a contemporaneous relationship between these two variables. This thesis follows a recent trend emerging in other small open economies, such as the UK and Norway, which is to estimate the behaviour of wage and price inflation in a simultaneous-equations model. In order to capture the behaviour of the major variables which drive wages and prices, a complete model is constructed which embeds these important transmission channel

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Khajeh-Hosseiny, Hosein. "The determination of medium term macroeconometric policy rules in a dynamic stochastic economic and monetary union." Thesis, University of Cambridge, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.264128.

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Pinzón, Fuchs Erich. "Economics as a "tooled" discipline : Lawrence R. Klein and the making of macroeconometric modeling : 1939-1959." Thesis, Paris 1, 2017. http://www.theses.fr/2017PA01E052/document.

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Cette thèse, dont l'objectif est de faire prévaloir l'importance de la macro-économétrie dans l'histoire de la macro-économie, s'articule autour de deux questions centrales : (1) Quelles ont été les forces et les objectif qui ont motivé le développement de la modélisation macro-économétrique et quelle est la nature des outils et des institutions que les macro-économistes ont construit pour observer, comprendre et contrôler l'économie d'après-guerre aux États-Unis , (2) Quels ont été les effets de la construction et de l'utilisation de tels outils dans la production du savoir macro-économique ?

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Acosta, Juan. "Essays on the history of macroeconometric modeling and the evolution of economic analysis at the Federal Reserve." Thesis, Lille 1, 2019. http://www.theses.fr/2019LIL1A005/document.

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Cette thèse est composée de quatre articles qui analysent l’évolution de l’analyse économique au sein de la Réserve fédérale et le développement des modèles macroéconométriques aux Etats Unis pendant les années cinquante et soixante. Le premier article, « Roosa et Samuelson sur l'efficacité de la politique monétaire », porte sur les différents types d'arguments utilisés par Robert Roosa (Banque de la Réserve Fédérale de New York) et Paul Samuelson (Massachussetts Institute of Technology) au sujet du rôle des banques dans l'efficacité de la politique monétaire au début des années cinquante. Roo

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27

Assali, Mehdi. "A macroeconomic model for a developing country : estimation and simulation of a macroeconometric model for Iran (1959-1993)." Thesis, Durham University, 1996. http://etheses.dur.ac.uk/1513/.

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Bauknecht, Klaus Dieter. "A macroeconometric policy model of the South African economy based on weak rational expectations with an application to monetary policy." Thesis, Stellenbosch : Stellenbosch University, 2000. http://hdl.handle.net/10019.1/51575.

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Dissertation (PhD) -- University of Stellenbosch, 2000.<br>ENGLISH ABSTRACT: The Lucas critique states that if expectations are not explicitly dealt with, conventional econometric models are inappropriate for policy analyses, as their coefficients are not policy invariant. The inclusion of rational expectations in ·conventional model building has been the most common response to this critique. The concept of rational expectations has received several interpretations. In numerous studies, these expectations are associated with model consistent expectations in the sense that expectations

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Chatziantoniou, Ioannis. "Essays on macroeconometric modelling : housing and financial markets in the light of inflation targeting monetary policy : evidence from the United Kingdom." Thesis, University of Portsmouth, 2013. https://researchportal.port.ac.uk/portal/en/theses/essays-on-macroeconometric-modelling(56288b70-6135-4ad6-9ebe-6a13602bd747).html.

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The aim of this study is to present four essays related to the macroeconometric modelling of specific relations within the economy of the United Kingdom for the period 1992-2012. The focal point of these essays is the link between inflation targeting monetary policy decision making and housing or financial prices. In particular, we investigate whether traditional channels of monetary policy are still in effect under the adopted monetary policy regime. At the same time, findings associated with the specific relation between both asset markets or with the various working assumptions which facili

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Basiron, Y. B. "An investigation into the use of macroeconometric model simulation and optimal control for policy planning in the Malaysian rubber and oil palm industry." Thesis, University of Stirling, 1986. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.375413.

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Gallio, Francesco. "Essays on Macroeconometrics." Doctoral thesis, Universitat Autònoma de Barcelona, 2016. http://hdl.handle.net/10803/399342.

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Esta tesis es una colección de ensayos empíricos, con aplicación macroeconómica. En el primer capítulo, se investigan los efectos de política monetaria, previstos y no previstos. La idea básica es que los mercados forman expectativas sobre las futuras políticas que son relevantes para la inversión (y por lo tanto la producción) incluso antes de su implementación real. Exploramos teóricamente las dificultades en realizar la estimación, y discutimos alternativas de solución a tal problema. Resultados empíricos demuestran que las noticias explican una parte considerable del total de la transmisió

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Gánics, Gergely Ákos. "Essays in macroeconometrics." Doctoral thesis, Universitat Pompeu Fabra, 2017. http://hdl.handle.net/10803/420880.

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This thesis consists of three chapters on topics in macroeconometrics. Chapter 1 provides a novel estimator of combination weights which delivers well-calibrated density forecasts. In an empirical example of forecasting US industrial production, I show that my proposed methodology outperforms several benchmark combination schemes, and the weights indicate that financial variables proved to be useful predictors during the Great Recession. Chapter 2 investigates time-variation in the forecasting performance of structural Dynamic Stochastic General Equilibrium models and reduced-form stati

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Kishor, Narayan Kundan. "Essays in macroeconometrics /." Thesis, Connect to this title online; UW restricted, 2005. http://hdl.handle.net/1773/7491.

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Zhu, Chuanqi. "Essays on macroeconometrics." Thesis, Boston College, 2013. http://hdl.handle.net/2345/bc-ir:104398.

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Thesis advisor: Zhijie Xiao<br>This dissertation contains three chapters in theoretical Macroeconometrics and applied Macroeconometrics. This first chapter addresses the issues related to the estimation, testing and computation of ordered structural breaks in multivariate linear regressions. Unlike common breaks, ordered structural breaks are those breaks that are related across equations but not necessarily occurring at the same dates. A likelihood ratio test assuming normal errors is proposed in this chapter in order to detect the ordered structural breaks in multivariate linear regressions.

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Bazinas, Vassilios. "Essays in macroeconometrics." Thesis, University of Oxford, 2017. http://ora.ox.ac.uk/objects/uuid:8f8f052d-51f5-48e9-a6e3-91beb375a7d9.

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This thesis consists of three self-contained chapters. The first chapter develops a method to explore the causal transmission of a catalyst variable through two endogenous variables of interest. The method is based on the reduced-form system formed from the conditional distribution of two endogenous variables given the catalyst and combines elements from instrumental variable analysis and recursive identification of structural vector autoregressions. Conditions for uniqueness of the causal transmission are provided. The second chapter identifies and characterises periods of financial fragility

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Salvato, Márcio Antônio. "Ensaios em macroeconometria." reponame:Repositório Institucional do FGV, 2003. http://hdl.handle.net/10438/1052.

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Made available in DSpace on 2008-05-13T15:52:52Z (GMT). No. of bitstreams: 0 Previous issue date: 2003-12-19<br>Este trabalho, no capítulo um, investiga amplamente a evolução do consumo de bens duráveis no Brasil a partir da decisão de consumo individual e da possibilidade de existir restrição ao crédito. A contribuição mais relevante consiste na não rejeição da hipótese de separabilidade nas decisões de consumo de bens duráveis e não duráveis, já que tal hipótese é implicitamente utilizada por vários artigos que trataram a questão do consumo agregado no Brasil. Os resultados, aqui encontra

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Saraiva, Diogo Vinícius Menezes. "Essays in macroeconometrics." reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/16660.

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Submitted by Diogo Saraiva (diogosaraivarj@gmail.com) on 2016-06-21T18:22:50Z No. of bitstreams: 1 Tese_Diogo_Saraiva.pdf: 1438960 bytes, checksum: 75bf0c000613e5b32c7480ba2c0a1f9b (MD5)<br>Approved for entry into archive by GILSON ROCHA MIRANDA (gilson.miranda@fgv.br) on 2016-06-30T14:47:59Z (GMT) No. of bitstreams: 1 Tese_Diogo_Saraiva.pdf: 1438960 bytes, checksum: 75bf0c000613e5b32c7480ba2c0a1f9b (MD5)<br>Approved for entry into archive by Maria Almeida (maria.socorro@fgv.br) on 2016-07-13T12:51:22Z (GMT) No. of bitstreams: 1 Tese_Diogo_Saraiva.pdf: 1438960 bytes, checksum: 75bf0c000613

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Plagborg-Moller, Mikkel. "Essays in Macroeconometrics." Thesis, Harvard University, 2016. http://nrs.harvard.edu/urn-3:HUL.InstRepos:33493287.

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This dissertation consists of three independent chapters on econometric methods for macroeconomic analysis. In the first chapter, I propose to estimate structural impulse response functions from macroeconomic time series by doing Bayesian inference on the Structural Vector Moving Average representation of the data. This approach has two advantages over Structural Vector Autoregression analysis: It imposes prior information directly on the impulse responses in a flexible and transparent manner, and it can handle noninvertible impulse response functions. The second chapter, which is coauthored w

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Dahlhaus, Tatjana. "Essays in Dynamic Macroeconometrics." Doctoral thesis, Universitat Autònoma de Barcelona, 2013. http://hdl.handle.net/10803/116080.

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Esta tesis, titulada “Ensayos en Macroeconometría dinámica” se compone de tres ensayos y estudia dinámicas macroeconómicas desde una perspectiva empírica. El primer capítulo, titulado “Choques Tecnológicos y Horas Trabajadas: Nueva Evidencia de un Modelo Estructural de Factores” estudia los efectos de los choques tecnológicos sobre las horas trabajadas. Hasta ahora, el análisis se ha llevado a cabo utilizando exclusivamente los modelos estructurales vectoriales autoregresivos (SVAR) y los resultados obtenidos varían en función de la especificación de las horas trabajadas. En niveles, las hora

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Pérez, Forero Fernando José. "Essays in structural macroeconometrics." Doctoral thesis, Universitat Pompeu Fabra, 2013. http://hdl.handle.net/10803/119323.

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This thesis is concerned with the structural estimation of macroeconomic models via Bayesian methods and the economic implications derived from its empirical output. The first chapter provides a general method for estimating structural VAR models. The second chapter applies the method previously developed and provides a measure of the monetary stance of the Federal Reserve for the last forty years. It uses a pool of instruments and taking into account recent practices named Unconventional Monetary Policies. Then it is shown how the monetary transmission mechanism has changed over time, focusin

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Neto, Nicolino Trompieri. "TrÃs Ensaios em Macroeconometria." Universidade Federal do CearÃ, 2011. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=6609.

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nÃo hÃ<br>A tese intitulada âTrÃs Ensaios em Macroeconometriaâ Ã composta de trÃs capÃtulos. O primeiro capÃtulo aplica um modelo em painel dinÃmico para analisar a convergÃncia da taxa de crescimento do PIB per capita, numa abordagem nÃo linear atravÃs de um efeito threshold para os vinte e seis Estados brasileiros mais o Distrito Federal, durante o perÃodo 1985-2005. Os resultados indicam a existÃncia de dois clubes de convergÃncia, um formado pelos estados que se encontram no regime de baixa renda, formado pelos estados da regiÃo nordeste, norte (com exceÃÃo do estado do Amazonas) e o estad

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TrompierI, neto Nicolino. "Três ensaios em macroeconometria." reponame:Repositório Institucional da UFC, 2009. http://www.repositorio.ufc.br/handle/riufc/1041.

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TROMPIERI NETO, Nicolino. Três ensaios em macroeconometria. 2009. 95f. Tese (Doutorado em Economia) Programa de Pós Graduação em Economia, CAEN, Universidade Federal do Ceará, Fortaleza, 2009.<br>Submitted by Mônica Correia Aquino (monicacorreiaaquino@gmail.com) on 2011-11-04T18:39:31Z No. of bitstreams: 1 2009_tese_ntrompierineto.pdf: 863255 bytes, checksum: 1140e237fbb33b6b0caeab1cf9f03537 (MD5)<br>Approved for entry into archive by Mônica Correia Aquino(monicacorreiaaquino@gmail.com) on 2011-11-04T18:39:43Z (GMT) No. of bitstreams: 1 2009_tese_ntrompierineto.pdf: 863255 bytes, checksum: 114

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Bañbura, Marta. "Essays in dynamic macroeconometrics." Doctoral thesis, Universite Libre de Bruxelles, 2009. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210294.

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The thesis contains four essays covering topics in the field of macroeconomic forecasting.<p><p>The first two chapters consider factor models in the context of real-time forecasting with many indicators. Using a large number of predictors offers an opportunity to exploit a rich information set and is also considered to be a more robust approach in the presence of instabilities. On the other hand, it poses a challenge of how to extract the relevant information in a parsimonious way. Recent research shows that factor models provide an answer to this problem. The fundamental assumption underlying

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Plödt, Martin [Verfasser]. "Essays in Macroeconometrics / Martin Plödt." Kiel : Universitätsbibliothek Kiel, 2016. http://d-nb.info/110625015X/34.

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Lhuissier, Stéphane. "Three essays in applied macroeconometrics." Thesis, Paris 1, 2014. http://www.theses.fr/2014PA010085.

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Cette thèse présente trois essais en macroéconométrie appliquée. Leur dénominateur commun est l’emploi conjoint de méthodes non-linéaires et bayesiennes aﬁn de rendre compte de cycles économiques. Le choix de ces méthodes s’appuie sur deux constats fondamentaux. Premièrement, la plupart des séries temporelles macroéconomiques et ﬁnancières présentent de soudains changements dans leur comportement résultant d’évènements tels que les crises ﬁnancières, les changements brutaux de politiques ﬁscales et monétaires, l’alternance de phases d’expansion et de récession, etc. La prise en compte de ces c

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Santos, Fernando Genta dos. "Ensaios sobre macroeconometria bayesiana aplicada." Universidade de São Paulo, 2012. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-04042012-201945/.

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Os três artigos que compõe esta Tese possuem em comum a utilização de técnicas macroeconométricas bayesianas, aplicadas a modelos dinâmicos e estocásticos de equilíbrio geral, para a investigação de problemas específicos. Desta forma, esta Tese busca preencher importantes lacunas presentes na literatura nacional e internacional. No primeiro artigo, estimou-se a importância do canal de custo da política monetária por meio de um modelo novo-keynesiano dinâmico e estocástico de equilíbrio geral. Para tanto, alteramos o modelo convencional, assumindo que uma parcela das firmas precise contrair emp

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Junior, Luiz Alberto Rabi. "Três ensaios sobre macroeconometria aplicada." Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-14012009-143752/.

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Os três artigos que compõem esta Tese possuem em comum a utilização de técnicas macroeconométricas para a investigação de problemas específicos. Embora no campo da macroeconometria os modelos do tipo Vetores Auto Regressivos (VAR) costumam ser uma das principais ferramentas utilizadas, muitas vezes precisamos complementar esta abordagem por outras técnicas para extrairmos conclusões mais apropriadas. É justamente isto que acontece com cada um dos artigos desta Tese. No primeir o artigo, foram construídas estimativas para a série do PIB mensal para o Brasil mediante aplicação de modelos de desa

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Guillen, Osmani Teixeira Carvalho. "Ensaios em macroeconometria e finanças." reponame:Repositório Institucional do FGV, 2003. http://hdl.handle.net/10438/1054.

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Made available in DSpace on 2008-05-13T15:53:01Z (GMT). No. of bitstreams: 0 Previous issue date: 2003-12-22<br>Esta tese de doutorado está composta por quatro ensaios em macroeconometria e finanças com aplicações nas áreas de abertura comercial, custo de bem estar do ciclo de negócios e taxas de juros. No primeiro ensaio analisamos o comportamento da indústria de transformação após as reformas implantadas na década de noventa. Verificamos se o processo de abertura gerou aumentos da produtividade média da indústria de transformação. Adicionalmente, estimamos o mark-up de diferentes setores

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Gaglianone, Wagner Piazza. "Ensaios em macroeconometria e finanças." reponame:Repositório Institucional do FGV, 2007. http://hdl.handle.net/10438/1066.

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Made available in DSpace on 2008-05-13T15:53:54Z (GMT). No. of bitstreams: 1 2246.pdf: 1665590 bytes, checksum: 7ebdf4399d48bf3864eec6210f70e909 (MD5) Previous issue date: 2007-11-22<br>This thesis is composed of three essays referent to the subjects of macroeconometrics and Önance. In each essay, which corresponds to one chapter, the objective is to investigate and analyze advanced econometric techniques, applied to relevant macroeconomic questions, such as the capital mobility hypothesis and the sustainability of public debt. A Önance topic regarding portfolio risk management is also inv

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Gutierrez, Enrique Carrasco. "Ensaios em macroeconometria e finanças." reponame:Repositório Institucional do FGV, 2008. http://hdl.handle.net/10438/2719.

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Submitted by Daniella Santos (daniella.santos@fgv.br) on 2009-08-07T12:53:14Z No. of bitstreams: 1 Tese_Carlos_Henrique_Carrasco_Gutierrez_Maio2009.pdf: 854282 bytes, checksum: 7a5eb6282f2eabe1622ea4560c1d585f (MD5)<br>Approved for entry into archive by Antoanne Pontes(antoanne.pontes@fgv.br) on 2009-08-07T17:43:55Z (GMT) No. of bitstreams: 1 Tese_Carlos_Henrique_Carrasco_Gutierrez_Maio2009.pdf: 854282 bytes, checksum: 7a5eb6282f2eabe1622ea4560c1d585f (MD5)<br>Made available in DSpace on 2009-08-07T17:43:55Z (GMT). No. of bitstreams: 1 Tese_Carlos_Henrique_Carrasco_Gutierrez_Maio2009.pdf:

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