Além da estabilização: desafios da agenda fiscal
N 514, 01/12/2005
publicado em Economia, Selecta, dezembro, 2005
Rogério Ladeira Furquim Werneck.
Working Paper Series
Browse the categories to access the content of academic, scientific and opinion publications of the professors and students of the Department of Economics PUC-Rio.
Bubbles, collateral and monetary equilibrium
N 513, 01/12/2005
Aloisio Araújo, Juan Pablo Torres-Martínez, Mario Pascoa.
A market game approach to differential information economies
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
N 506, 01/11/2005
Marcelo Medeiros, Michael McAleer.
Market Power and Commodity Prices: Brazil, Chile and the United States, 1820s-1930
N 511, 01/11/2005
Marcelo de Paiva Abreu, Felipe Tâmega Fernandes.
Cousin risks: the extent and the causes of positive correlation between country and currency risks
N 507, 01/09/2005
Márcio Gomes Pinto Garcia, Alexandre Lowenkron.
Trade liberalization and the evolution of skill earnings differentials in Brazil
N 503, 01/08/2005
publicado em Journal of International Economics, 68(2): 345-367, 2006
Gustavo Gonzaga, Cristina Terra, Naércio Aquino Menezes Filho.
The Brazilian economy from Cardoso to Lula: An interim view
N 504, 01/08/2005
publicado em em Leslie Bethell (ed) The Cambridge History of Latin America, vol. IX, Cambridge University Press
Marcelo de Paiva Abreu, Rogério Ladeira Furquim Werneck.
Tax reform on the brink of fiscal dominance: a political economy model
N 505, 01/08/2005
Rogério Ladeira Furquim Werneck.
Medium run effects of short run inflation surprises: monetary policy credibility and inflation risk premium
N 508, 01/07/2005
Márcio Gomes Pinto Garcia, Alexandre Lowenkron.
Market Power and Commodity Prices: Brazil, Chile and the United States, 1820s-1930
N 510, 01/05/2005
Felipe Tâmega Fernandes, Marcelo de Paiva Abreu.
Non-price advertising and price competition: a theory, and evidence from the Brazilian beer market
N 525, 01/05/2005
Renato Dias de Brito Gomes, João Manoel Pinho de Mello.
Corporate board structure, managerial self-dealing and common agency
N 523, 01/05/2005
Vinicius Nascimento Carrasco.
Tributação e a Organização dos Prestadores de Serviços no Brasil
N 501, 01/02/2005
publicado em Pesquisa e Planejamento Econômico, v.36, n.2, 2006
Silvia Helena M. Franco Starling Luiz Barcellos, Juliano Assunção, Rogério Ladeira Furquim Werneck.
Testing competing explanations for the inverse productivity puzzle
N 500, 01/02/2005
publicado em American Journal of Agricultural Economics, v.89, n.4, novembro 2007
Juliano Assunção, Luiz Henrique Bertolino Braido.
Land taxes in a Latin American context
N 497, 01/02/2005
Juliano Assunção, Humberto Moreira.
Non-agricultural land use and land reform: theory and evidence from Brazil
N 496, 01/02/2005
Juliano Assunção.
Modeling and forecasting short-term electricity load: a two step methodology
N 495, 01/02/2005
The goal of this paper is to describe a forecasting model for the hourly electricity load in the area covered by an electric utility located in the southeast of Brazil. A different model is constructed for each hour of the day. Each model is based on a decomposition of the daily series of each hour in two components. The first component is purely deterministic and is related to trends, seasonality, and the special days effect. The second is stochastic, and follows a linear autoregressive model. Nonlinear alternatives are also considered in the second step. The multi-step forecasting performance of the proposed methodology is compared with that of a benchmark model, and the results indicate that our proposal is useful for electricity load forecasting in tropical environments
Publicado em International Journal of Forecasting, v. 24, p. 630-644, 2008
Marcelo Medeiros, Lacir J. Soares.
The FTAA and the political economy of protection in Brazil and the US
N 494, 01/02/2005
Marcelo de Paiva Abreu.