Results 81 to 90 of about 69,687 (156)
Evidências de desindustrialização no Brasil: uma análise com dados em painel
Economia Aplicada, 2010 Esse trabalho objetiva analisar as evidências de um processo de desindustrialização na economia brasileira, utilizando dados em painel e, por se tratar de uma série longa, foram aplicados testes de raiz unitária.
Cláudia Maria Sonaglio +3 more
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Characterizing the Brazilian Term Structure of Interest Rates [PDF]
This paper studies the Brazilian term structure of interest rates and characterizes how the term premia has changed over time. We employ a Kalman filter approach, which is extended to take into account regime switches and overlapping forecasts errors ...
Benjamin M. Tabak, Osmani T. Guillen
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Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002 [PDF]
The goal of this paper is to identify the determinants of the risk premium on Brazilian government debt traded in the emerging markets bonds. The empirical evidence presented does not reject the hypotheses that fiscal solvency and the size of the public ...
André Soares Loureiro +1 more
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Forecasting Interest Rates: an application for Brazil [PDF]
Understanding the links between long and short-term interest rates is crucial for monetary policy makers, since Central Banks decide and set short-term interest rates in order to affect indirectly long-term interest rates, which affects aggregate ...
Benjamin M. Tabak +2 more
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Os determinantes da inflação brasileira recente: estimações utilizando redes neurais
Nova Economia, 2014 O presente artigo busca avaliar os determinantes da inflação brasileira recente, mais especificamente a partir de 1999, quando é instituído o Sistema de Metas de Inflação (SMI).
Ricardo Summa, Leonardo Macrini
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Contratos de Futuros sobre Taxas de Juro
, 2012 The global changes in the economic conditions, caused by certain important events, increase the uncertainty related to the development of some variables in the market. These uncertainty situations promote the need to create tools to hedge risks that are exhibited in the economic development of their activities.
openaire +1 more source
Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy [PDF]
This paper presents empirical evidence suggesting that the degree of long-range dependence in interest rates depends on the conduct of monetary policy. We study the term structure of interest rates for the US and find evidence that global Hurst exponents
Benjamin M. Tabak +1 more
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The Stability-Concentration Relationship in the Brazilian Banking System [PDF]
In this article the relation between non-performing loans (NPL) of the Brazilian banking system and macroeconomic factors, systemic risk and banking concentration is empirically tested.
Benjamin Miranda Tabak +3 more
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