Exogeneity
Mostrando 1-7 de 7 artigos, teses e dissertações.
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1. 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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2. Uma abordagem da hipótese da neutralidade da moeda usando dados do Brasil pós-Real / An approach to the hypothesis of neutrality of money using data from Brazil after the Real Plan
The hypothesis of neutrality of money is the theoretical framework of the Quantity Theory of Money (QTM), which is based from the Fishers equation of exchange, assuming that the income-velocity of money is constant, the real output is exogenously determined by nonmonetary variables, such as technology, capital stock and labor supply. But the real output is t
Publicado em: 2010
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3. Ricardiana: testes de exogeneidade por meio de séries simuladas
In this work, I studied econometric consumption function tests and exogeneity tests to verify the Ricardian Equivalence Theorem through simulated economic series. The simulated series were generated by the Blanchard-Yaari (1985a, 1965) model. It is a finite horizon model and it was used to nest Ricardian Equivalence in the non-Ricardian alternative. Through
Publicado em: 2009
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4. Dinâmica econômica das flutuações na produção de cana-de-açúcar / Economic dynamics from fluctuations in the Brazilian sugar cane production
Since the mid 70s, the Brazilian sugar and ethanol markets have passed through noteworthy changes, leading the country back to the position of number one sugar cane producer in the world. The objective of this thesis is to evaluate the whole of shocks in supply (measured by area and yield unexpected variations), in demand (measured by domestic income and exp
Publicado em: 2008
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5. Effect of the trade opening and the external liquidity on the growth of the Brazilian agriculture sector / Efeitos da abertura comercial e da liquidez externa sobre o crescimento do setor agropecuário brasileiro
The process of Brazilian external opening, seen under the light of the trade opening and financial liberalization, has provoked deep changes in the world-wide economic political scene. In Latin America, this process began in 1990s and was implemented in order to get macroeconomic stability. In Brazil, after the external opening, the agriculture sector, which
Publicado em: 2008
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6. Sustainability of the U.S. Federal deficit: an updated analysis
This dissertation aims at checking the solvency of the U.S. public debt, using quarterly data ranging from 1947:1 to 2005:4. The long-term equilibrium between receipts and expenditures was evaluated using the Johansen Cointegration Test, and causality and exogeneity test were done to the two series. The dissertation shows that the debt is solvent; finding th
Publicado em: 2007
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7. Dívida pública, política fiscal e restrição externa no Brasil: 1994-2004
O presente trabalho tem por objetivo analisar a evolução do endividamento público brasileiro num contexto de restrição externa, reconhecimento de dívidas antigas e políticas fiscal e monetária restritivas. O estudo utiliza dados mensais extraídos do Banco Central do Brasil referentes ao período de agosto de 1994 a novembro de 2004. Diversos fatores
Publicado em: 2005