Error Correction Vector Model
Mostrando 1-12 de 20 artigos, teses e dissertações.
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1. ECONOMIC POLICIES AND TECHNOLOGY INNOVATION
Resumo Considerando importantes trabalhos sobre inovações como os de Schumpeter (1982), Dosi (1982) e sobremaneira Mazzucato e Penna (2016), no qual, analisaram o sistema de inovações do Brasil e apontaram como uma grande fraqueza o regime macroeconômico, este trabalho tem por objetivo analisar e discutir as relações entre variáveis macroeconômicas
Mercator (Fortaleza). Publicado em: 09/12/2019
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2. Digital Soil Mapping of Soil Properties in the “Mar de Morros” Environment Using Spectral Data
ABSTRACT Quantification of soil properties is essential for better understanding of the environment and better soil management. The conventional techniques of laboratory analysis are sometimes costly and detrimental to the environment. Thus, development of new techniques for soil analysis that do not generate residues, such as spectroscopy, is increasingly n
Rev. Bras. Ciênc. Solo. Publicado em: 07/01/2019
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3. Determinantes de la oferta de exportación de mango: estudio de caso para el Perú
Mango is one of the most consumed fruit in the world and the most exported by Peru. At present, Peru is the sixth largest exporter in the world. Therefore, the objective of this paper is to analyze the determinants of mango exports by Peru by making more focus to the main target markets, namely the United States and the European Union for the period from 200
Rev. Econ. Sociol. Rural. Publicado em: 2013
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4. The impact of OFDI on economic growth countries. An econometric approach using panel data and time-series evidence
The thesis at hand adds to the existing literature by investigating the relationship between economic growth and outward foreign direct investments (OFDI) on a set of 16 emerging countries. Two different econometric techniques are employed: a panel data regression analysis and a time-series causality analysis. Results from the regression analysis indicate a
Publicado em: 20/12/2012
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5. Evaluating the existence of structural change in the brazilian term structure of interest : evidence based on cointegration models with structural break
This paper investigates whether there is evidence of structural change in the Brazilian term structure of interest rates. Multivariate cointegration techniques are used to verify this evidence. Two econometrics models are estimated. The rst one is a Vector Autoregressive Model with Error Correction Mechanism (VECM) with smooth transition in the deterministi
Publicado em: 17/09/2012
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6. Evaluating the existence of structural change in the Brazilian term structure of interest: evidence based on cointegration models with structural break
This paper investigates whether there is evidence of structural change in the Brazilian term structure of interest rates. Multivariate cointegra- tion techniques are used to verify this evidence. Two econometrics models are estimated. The rst one is a Vector Autoregressive Model with Error Correction Mechanism (VECM) with smooth transition in the determin-
Publicado em: 05/07/2012
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7. Determinantes da disponibilidade de crédito de longo prazo no Brasil: uma análise da linha Finem do BNDES / Determinants of long-term credit availability in Brazil: an analysis of the Finem line of credit from BNDES
The search for greater availability of long-term credit for productive investments in Brazil has been gaining importance since it enables companies to engage in medium and large-scale businesses, feeding the economic growth and development processes. The line of credit provided by BNDES, called Financing to Enterprises (Finem), is one of the few lines existi
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 30/05/2012
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8. THE DEMAND FOR RESIDENTIAL ELECTRICITY IN BRAZIL: 2011-2020 / A DEMANDA POR ENERGIA ELÉTRICA RESIDENCIAL NO BRASIL: 2011-2020
This work aims to quantify the relations between the electricity demand and some of its determinants in the Residential sector of Brazil. To begin with a short discussion is carried out on the Residential energy consumption in the country throughout the last four decades so as to get to know the residential consumption within a wider context. After, we adopt
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 10/05/2012
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9. Um estudo econométrico do consumo e da renda agregados no Brasil
A dissertação analisa os dados de consumo e renda das famílias brasileiras entre os anos de 1947 e 2009. O trabalho visa avaliar em que medida o consumo agregado das famílias brasileiras pode ser bem aproximando a partir de um passeio aleatório puro. O trabalho utiliza técnicas de cointegração de Johansen (1988, 1991) e testes de super exogeneidade n
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 10/08/2011
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10. Integração entre os mercados de boi para o abate na Argentina e no Brasil / Market integration between the live cattle prices in Argentina and in Brazil
The main purpose of this study was to analyze the relationship between live cattle prices in Brazil and in Argentina so that both companies and government could have more accurate measures on the effects of Argentinas evolution of production and internal/external trade on Brazilian market. In order to achieve this goal a Vector Autoregression with Error Corr
Publicado em: 2010
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11. Effects of transaction costs on the spatial integration of the internal market for frozen whole chicken / Efeitos de custos de transação sobre a integração espacial de mercados regionais de carne de frango no Brasil
Non-negligible transaction costs restrict the transmission of price shock between markets spatially separated, reducing the possibilities that the markets may become economically integrated. The aim of this work was to analyze the effects of transaction costs on the spatial integration of the internal market for frozen whole chicken, from January 1998 to Jun
Publicado em: 2008
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12. Modelagem econométrico-financeira de uma empresa baseada em vetores auto-regressivos : uma aplicação à Petrobás S.A.
The paper reports efforts towards developing and estimating a Vector Autoregressive (VAR) econometric model representing the financial statements of a firm. Although the model can be generalized to represent the financial statements of any firm, the study was carried out as a case study, where the chosen firm is the largest Brazilian firm: Petrobrás S/A. Th
Publicado em: 2007