Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Flávio Augusto Ziegelmann"'
Autor:
Wallace Patrick Santos de Farias Souza, Flávio Augusto Ziegelmann, Erik Alencar de Figueiredo
Publikováno v:
Economia Aplicada, Vol 22, Iss 4 (2020)
O estudo busca mensurar o efeito das condições de saúde sobre o rendimento dos trabalhadores brasileiros, usando dados da PNAD de 2008. Para tanto, foram estimados o efeito de tratamento médio e quantílico com correção para o viés de seleçã
Externí odkaz:
https://doaj.org/article/800a4152922d4cceb7776aea3549c87a
Publikováno v:
Economia Aplicada, Vol 18, Iss 2, Pp 295-318 (2014)
A previsão do PIB é um dos principais balizadores para as decisões produtivas de agentes econômicos. Com o objetivo de realizar previsões para o crescimento do PIB trimestral brasileiro, são utilizadas 16 séries mensais financeiras e econômic
Externí odkaz:
https://doaj.org/article/a881821492394e048be8a5ef1325dbb4
Publikováno v:
Revista Brasileira de Finanças, Vol 10, Iss 1, Pp 49-70 (2012)
In this paper, we compare semiparametric additive models with GARCH models in terms of their capability to estimate and forecast volatility during crisis periods. Our Monte Carlo studies indicate a better performance for GARCH models when their funct
Externí odkaz:
https://doaj.org/article/9844c90e6bf441d28f6351fe834cf9b8
Publikováno v:
Economia Aplicada, Vol 13, Iss 2, Pp 257-277 (2009)
Este estudo busca verificar a significância estatística da mudança na distribuição de renda brasileira no período de 1987 a 2005. Para tanto, adotou-se uma série de instrumentais estatísticos, destacando-se o cálculo dos desvios padrões das
Externí odkaz:
https://doaj.org/article/65f4fdc522b949e788f307817721a07e
Autor:
Erik Alencar de Figueiredo, Wallace Patrick Santos de Farias Souza, Flávio Augusto Ziegelmann
Publikováno v:
Economia Aplicada; v. 22 n. 4 (2018); 113-150
Economia Aplicada; Vol. 22 No. 4 (2018); 113-150
Economia Aplicada; Vol. 22 Núm. 4 (2018); 113-150
Economia Aplicada
Universidade de São Paulo (USP)
instacron:USP
Economia Aplicada, Vol 22, Iss 4 (2020)
Economia Aplicada; Vol. 22 No. 4 (2018); 113-150
Economia Aplicada; Vol. 22 Núm. 4 (2018); 113-150
Economia Aplicada
Universidade de São Paulo (USP)
instacron:USP
Economia Aplicada, Vol 22, Iss 4 (2020)
The study aims to measure the effect of health conditions on the Brazilian workers income, using PNAD data from 2008. For that, we estimated: the average and quantile treatment effect with correction for the selection bias; the method of Lewbel (2012
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::052d6d0dd8154d76dbcac2bf4c585328
https://doi.org/10.11606/1980-5330/ea132569
https://doi.org/10.11606/1980-5330/ea132569
Autor:
Erik Alencar de Figueiredo, Flávio Augusto Ziegelmann, Wallace Patrick Santos de Farias Souza
Publikováno v:
Revista Brasileira de Economia, Volume: 74, Issue: 2, Pages: 221-232, Published: 22 JUL 2020
Revista Brasileira de Economia, Vol 74, Iss 2, Pp 221-232 (2020)
Revista Brasileira de Economia v.74 n.2 2020
Revista Brasileira de Economia
Fundação Getulio Vargas (FGV)
instacron:FGV
Revista Brasileira de Economia, Vol 74, Iss 2, Pp 221-232 (2020)
Revista Brasileira de Economia v.74 n.2 2020
Revista Brasileira de Economia
Fundação Getulio Vargas (FGV)
instacron:FGV
Este estudo apresenta dois objetivos complementares. O primeiro consiste em investigar a relacao entre o status de exportacao das empresas e o salario pago aos trabalhadores. Mais especificamente sera testado se a exportacao leva a um premio salarial
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::29455e6e504b996d451d18093da6e3cd
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402020000200221&lng=en&tlng=en
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402020000200221&lng=en&tlng=en
Autor:
Glaura C. Franco, Adriano Marcio Sgrancio, Flávio Augusto Ziegelmann, Pascal Bondon, Fabio Fajardo Molinares, Bovas Abraham, Valdério Anselmo Reisen, Edson Zambon Monte
Publikováno v:
Mathematics and Computers in Simulation
Mathematics and Computers in Simulation, Elsevier, 2018, 146, pp.27-43. ⟨10.1016/j.matcom.2017.10.004⟩
Mathematics and Computers in Simulation, Elsevier, 2018, 146, pp.27-43. ⟨10.1016/j.matcom.2017.10.004⟩
This paper deals with the estimation of seasonal long-memory time series models in the presence of ‘outliers’. It is long known that the presence of outliers can lead to undesirable effects on the statistical estimation methods, for example, subs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d06754c1ceeae86573ec599cf5fad666
https://doi.org/10.1016/j.matcom.2017.10.004
https://doi.org/10.1016/j.matcom.2017.10.004
Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index
Publikováno v:
International Journal of Forecasting. 34:75-88
We model the stochastic evolution of the probability density functions (PDFs) of Ibovespa intraday returns over business days, in a functional time series framework. We find evidence that the dynamic structure of the PDFs reduces to a vector process
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99b4a340efc658ff12dc46b318149625
https://doi.org/10.1016/j.ijforecast.2017.08.001
https://doi.org/10.1016/j.ijforecast.2017.08.001
Publikováno v:
Journal of Time Series Econometrics. 11
Vine copulas are multivariate dependence models constructed from pair-copulas (bivariate copulas). In this paper, we allow the dependence parameters of the pair-copulas in a D-vine decomposition to be potentially time-varying, following a restricted
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c449c17a343b59a7e926e30aaa115069
https://doi.org/10.1515/jtse-2017-0016
https://doi.org/10.1515/jtse-2017-0016
Autor:
Adriano Marcio Sgrancio, Edson Zambon Monte, Flávio Augusto Ziegelmann, Pascal Bondon, Valdério Anselmo Reisen, Céline Lévy-Leduc, Higor Henrique Aranda Cotta
Publikováno v:
Applied Mathematics and Computation
Applied Mathematics and Computation, Elsevier, 2019, 346 (1), pp.842-852. ⟨10.1016/j.amc.2018.09.062⟩
Applied Mathematics and Computation, Elsevier, 2019, 346, pp.842-852. ⟨10.1016/j.amc.2018.09.062⟩
Applied Mathematics and Computation, Elsevier, 2019, 346 (1), pp.842-852. ⟨10.1016/j.amc.2018.09.062⟩
Applied Mathematics and Computation, Elsevier, 2019, 346, pp.842-852. ⟨10.1016/j.amc.2018.09.062⟩
International audience; AbstractThis paper considers the factor modelling for high-dimensional time series contaminated by additive outliers. We propose a robust variant of the estimation method given in Lam and Yao [10]. The estimator of the number
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fcd584b4f188e132fbfd2a14fb229d71
https://hal.archives-ouvertes.fr/hal-02183227
https://hal.archives-ouvertes.fr/hal-02183227