Os efeitos da licença maternidade sobre o salário e o emprego da mulher no Brasil
TD n. 534, 01/11/2006
publicado na Pesquisa e Planejamento Econômico, v. 36, n. 3, 2006
Sergio Firpo, Gustavo Gonzaga, Sandro Sacchet de Carvalho.
Textos para discussão
Navegue nas categorias para acessar o conteúdo de publicações acadêmicas, científicas e de opinião dos professores e alunos do Departamento de Economia da PUC-Rio.
Unconditional quantile regressions
TD n. 533, 01/11/2006
Nicole M. Fortin, Thomas Lemieux, Sergio Firpo.
Asymmetric effects and long memory in the volatility of Dow Jones stocks
TD n. 532, 01/11/2006
Does volatility reflect a continuous reaction to past shocks or do changes in the markets induce shifts in the volatility dynamics? In this paper, we provide empirical evidence that cumulated price variations convey meaningful information about multiple regimes in the realized volatility of stocks, where large falls (rises) in prices are linked to persistent regimes of high (low) variance in stock returns. Incorporating past cumulated daily returns as an explanatory variable in a flexible and systematic nonlinear framework, we estimate that falls of different magnitudes over less than two months are associated with volatility levels 20% and 60% higher than the average of periods with stable or rising prices. We show that this effect accounts for large empirical values of long memory parameter estimates. Finally, we show that, while introducing more realistic dynamics for volatility, the model is able to overall improve or at least retain out-of-sample performance in forecasting when compared to standard methods. Most importantly, the model is more robust to periods of financial crises, when it attains significantly better forecasts.
Publicado em International Journal of Forecasting, v.25, p. 304-327, 2009
Marcelo Medeiros, Marcel Scharth Figueiredo Pinto.
On the determinants of mortality reductions in the developing world
TD n. 529, 01/10/2006
publicado em Population and Development Review, v. 33, n.2, p.247-287, junho 2007
Rodrigo Reis Soares.
The demographic transition and the sexual division of labor
TD n. 528, 01/10/2006
publicado em Journal of Political Economy, v. 116, n.61, p. 1058-1104, 2008
Bruno Falcão, Rodrigo Reis Soares.
Wealth transfers and the role of collateral when lifetimes are uncertain
TD n. 527, 01/08/2006
publicado em Economic Theory, v. 36, n,3, setembro 2008
Abdelkrin Seghir, Juan Pablo Torres-Martínez.
Organizational structure and the hold-up problem
TD n. 521, 01/05/2006
Vinicius Nascimento Carrasco.
Does crime affect economic decisions? An empirical investigation of savings in a high-crime environment
TD n. 524, 01/05/2006
publicado em B.E. Journal of Economic Analysis & Policy, v. 8, p. 52, 2008 - http://www.bepress.com/bejeap/vol8/iss1/art52/
Eduardo Zilberman, João Manoel Pinho de Mello.
Syndication and robust collusion in financial markets
TD n. 522, 01/05/2006
Vinicius Nascimento Carrasco, Gustavo Manso.
Formação de preços de commodities: padrões de vinculação dos preços internos ao externos
TD n. 474, 01/05/2006
Marcelo Medeiros, Marcelo de Paiva Abreu, Rogério Werneck.
Relationship lending: Is it Incentives or hidden information?
TD n. 519, 01/05/2006
Vinicius Nascimento Carrasco, João Manoel Pinho de Mello.
Dry law and homicides: evidence from the São Paulo metropolitan area
TD n. 518, 01/05/2006
publicado em Economic Journal v.120, p. 157-182, 2010
João Manoel Pinho de Mello, Ciro Biderman.
Capital inflows into Brazil, 1992-98: the nature and effects of controls and restrictions
TD n. 517, 01/04/2006
Gustavo Henrique de Barroso Franco.
Ineffective controls on capital inflows under sophisticated financial markets: Brazil in the nineties
TD n. 516, 01/03/2006
publicado como National Bureau of Economic Research Working Paper no. 12283, 2006
Bernardo Soares de Miranda Carvalho, Márcio Garcia.
Alongamento dos títulos de renda fixa no Brasil
TD n. 515, 01/03/2006
publicado como capítulo de livro "Edmar Lisboa Bacha; Luiz Chrysostomo de Oliveira Filho. Mercado de capitas e dívida pública: tributação, indexação, alongamento. Rio de Janeiro: Contra Capa, ANBID, IEPE/CDG, 2006"
Márcio Garcia, Juliana Terreiro Salomão.
Além da estabilização: desafios da agenda fiscal
TD n. 514, 01/12/2005
publicado em Economia, Selecta, dezembro, 2005
Rogério Werneck.
Bubbles, collateral and monetary equilibrium
TD n. 513, 01/12/2005
Aloisio Araújo, Juan Pablo Torres-Martínez, Mario Pascoa.
A market game approach to differential information economies
TD n. 512, 01/12/2005
publicado em Economic Theory, v.38, p. 321-330, 2009
Guadalupe Fugarolas, Juan Pablo Torres-Martínez, Carlos Herves Beloso, Emma Moreno Garcia.
Structure and asymptotic theory for STAR(1)-GARCH(1,1) models
TD n. 506, 01/11/2005
Marcelo Medeiros, Michael McAleer.