Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Octávio Augusto Fontes Tourinho"'
Publikováno v:
Emerging Markets Finance and Trade. 57:1103-1123
We test for the presence of four types of rational bubbles in the BRICS exchange rates against the US dollar. For the fundamental value of the exchange rate we use two structural specifications: th...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5eada48cf93d3d30e443d7ffddf0b526
https://doi.org/10.1080/1540496x.2019.1603542
https://doi.org/10.1080/1540496x.2019.1603542
Publikováno v:
Estudos Econômicos (São Paulo) v.50 n.1 2020
Estudos Econômicos (São Paulo)
Universidade de São Paulo (USP)
instacron:USP
Estudos Econômicos, Vol 50, Iss 1 (2020)
Estudos Econômicos (São Paulo), Volume: 50, Issue: 1, Pages: 42-5, Published: 17 APR 2020
Estudos Econômicos (São Paulo)
Universidade de São Paulo (USP)
instacron:USP
Estudos Econômicos, Vol 50, Iss 1 (2020)
Estudos Econômicos (São Paulo), Volume: 50, Issue: 1, Pages: 42-5, Published: 17 APR 2020
Resumo Usamos um modelo de equilíbrio geral aplicado dinâmico e determinístico com um agente representativo para avaliar alternativas de política fiscal para o Brasil. As alterações do mix fiscal que mais aumentam o produto per capita de longo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2fa89adcca40e9816388473deafa2ed6
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-41612020000100005
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-41612020000100005
Publikováno v:
Emerging Markets Finance and Trade. 54:54-70
We test the occurrence of periodically recurring rational bubbles in the exchange rate of each of the “BRICS” countries currency relative to the US dollar. The forward exchange rate is used...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::66be808ab0b875d156772a643156711d
https://doi.org/10.1080/1540496x.2016.1229179
https://doi.org/10.1080/1540496x.2016.1229179
Publikováno v:
Applied Economics Letters. 24:831-836
This article provides additional evidence that factor contents of different consumers’ consumption bundles computed from multiple households closed Computable General Equilibrium (CGE) models are approximately proportional. This empirical regularit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b0199782d4ba3805c5f8d9437fb95a98
https://doi.org/10.1080/13504851.2016.1231891
https://doi.org/10.1080/13504851.2016.1231891
Publikováno v:
Economic Theory Bulletin. 2:119-136
The factor contents of different consumers’ consumption bundles computed from a country’s CGE model with multiple households are seen to be proportional or almost proportional in the case of four different countries, namely USA, Brazil, Spain and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::21f5d0d856c7eee2a569f1d5bc84659e
https://doi.org/10.1007/s40505-014-0032-x
https://doi.org/10.1007/s40505-014-0032-x
Publikováno v:
The European Journal of Finance. 19:591-603
This article presents and extends the first known model in real options, proposed in Tourinho (1979), and provides thoughts on addressing issues that are still outstanding 30 years later. It discusses the need to ensure the existence of market equili
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::06173c8cb437477ba983999bec8eb06f
https://doi.org/10.1080/1351847x.2011.601686
https://doi.org/10.1080/1351847x.2011.601686
Publikováno v:
Journal of International Money and Finance. 31:1033-1059
We propose a model of periodically collapsing bubbles which extends the Van Norden (1996) model, and nests it, by considering a non-linear specification for the bubble size in the survival regime, and the endogenous determination of the level of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::badaf203e41ea170e69d1ae4bc012bc2
https://doi.org/10.1016/j.jimonfin.2011.12.009
https://doi.org/10.1016/j.jimonfin.2011.12.009
Publikováno v:
Revista Brasileira de Economia, Vol 61, Iss 2, Pp 245-267 (2007)
Revista Brasileira de Economia, Volume: 61, Issue: 2, Pages: 245-267, Published: JUN 2007
Revista Brasileira de Economia v.61 n.2 2007
Revista Brasileira de Economia
Fundação Getulio Vargas (FGV)
instacron:FGV
Revista Brasileira de Economia, Volume: 61, Issue: 2, Pages: 245-267, Published: JUN 2007
Revista Brasileira de Economia v.61 n.2 2007
Revista Brasileira de Economia
Fundação Getulio Vargas (FGV)
instacron:FGV
Estimamos a elasticidade de Armington para os 28 setores industriais da matriz insumo-produto brasileira, no período 1986-2002. A metodologia empregada leva em conta as propriedades estocásticas das séries de dados e os efeitos da liberalização
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::abb2b6c65f9df39afd5f8dfc3bbddeef
https://doi.org/10.1590/s0034-71402007000200006
https://doi.org/10.1590/s0034-71402007000200006
Publikováno v:
Journal of Policy Modeling. 29:259-276
In this paper, we model foreign capital flow to Brazil as stemming from an investment decision whose risk depends on the expected rate of loss of foreign reserves. This motivates the estimation of an empirical relationship between these two variables
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::936810e5720d7b9657cf3afa8212b4a1
https://doi.org/10.1016/j.jpolmod.2006.10.002
https://doi.org/10.1016/j.jpolmod.2006.10.002
The structure introduced by Armington (1969) has been used to analyze trade policy in partial and general equilibrium models. The Armington elasticities, the degree of substitution between domestic and import goods are known to be important, but are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2935b250849adf0dc7f5f72a8407e0ce
http://www.ipea.gov.br/portal/images/stories/PDFs/TDs/ingles/dp_124.pdf
http://www.ipea.gov.br/portal/images/stories/PDFs/TDs/ingles/dp_124.pdf