Análise de bolhas imobiliárias ao redor do mundo

Detalhes bibliográficos
Autor(a) principal: Barbosa, Guilherme Valentim
Data de Publicação: 2018
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/24764
Resumo: Este trabalho busca analisar empiricamente a existência de bolhas imobiliárias ao redor do mundo e identificar quando esses comportamentos explosivos no preço dos imóveis ocorreram. Os resultados foram obtidos por meio de uma metodologia recursiva de testes de raiz unitária, os testes SADF e GSADF propostos por Phillips e co-autores. Foram coletados dados de preços de imóveis para 28 países e seus respectivos índices de preços ao consumidor. Os resultados obtidos apontaram a existência de comportamentos explosivos em aproximadamente 90% das séries analisadas.
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spelling Barbosa, Guilherme ValentimEscolas::EESPSanvicente, Antonio ZorattoKayo, Eduardo KazuoMarçal, Emerson Fernandes2018-09-19T13:06:39Z2018-09-19T13:06:39Z2018-08-10http://hdl.handle.net/10438/24764Este trabalho busca analisar empiricamente a existência de bolhas imobiliárias ao redor do mundo e identificar quando esses comportamentos explosivos no preço dos imóveis ocorreram. Os resultados foram obtidos por meio de uma metodologia recursiva de testes de raiz unitária, os testes SADF e GSADF propostos por Phillips e co-autores. Foram coletados dados de preços de imóveis para 28 países e seus respectivos índices de preços ao consumidor. Os resultados obtidos apontaram a existência de comportamentos explosivos em aproximadamente 90% das séries analisadas.This study aims to empirically analyze the existence of real estate bubbles around the world and to identify when these explosive behavior in real estate prices occurred. The results were obtained through a recursive methodology of unit root tests, the SADF and GSADF tests proposed by Phillips and co-authors. Real estate price data were collected for 28 countries and their respective consumer price indexes. The results obtained indicate the existence of explosive behavior in about 90% of the analyzed series.porEconomic forecastingFinancial crisisReal estate investmentReal estatePrevisão econômicaCrise financeiraInvestimentos imobiliáriosMercado imobiliárioEconomiaPrevisão econômicaCrise financeiraInvestimentos imobiliáriosMercado imobiliárioAnálise de bolhas imobiliárias ao redor do mundoinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVTEXTGuilherme Valentim Barbosa - Dissertação - 20180917.pdf.txtGuilherme Valentim Barbosa - Dissertação - 20180917.pdf.txtExtracted texttext/plain105404https://repositorio.fgv.br/bitstreams/d712c86d-d962-4112-9883-a4d8e662dded/download0492bc8730d14914de13eda529945fb6MD57ORIGINALGuilherme Valentim Barbosa - Dissertação - 20180917.pdfGuilherme Valentim Barbosa - Dissertação - 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dc.title.por.fl_str_mv Análise de bolhas imobiliárias ao redor do mundo
title Análise de bolhas imobiliárias ao redor do mundo
spellingShingle Análise de bolhas imobiliárias ao redor do mundo
Barbosa, Guilherme Valentim
Economic forecasting
Financial crisis
Real estate investment
Real estate
Previsão econômica
Crise financeira
Investimentos imobiliários
Mercado imobiliário
Economia
Previsão econômica
Crise financeira
Investimentos imobiliários
Mercado imobiliário
title_short Análise de bolhas imobiliárias ao redor do mundo
title_full Análise de bolhas imobiliárias ao redor do mundo
title_fullStr Análise de bolhas imobiliárias ao redor do mundo
title_full_unstemmed Análise de bolhas imobiliárias ao redor do mundo
title_sort Análise de bolhas imobiliárias ao redor do mundo
author Barbosa, Guilherme Valentim
author_facet Barbosa, Guilherme Valentim
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.member.none.fl_str_mv Sanvicente, Antonio Zoratto
Kayo, Eduardo Kazuo
dc.contributor.author.fl_str_mv Barbosa, Guilherme Valentim
dc.contributor.advisor1.fl_str_mv Marçal, Emerson Fernandes
contributor_str_mv Marçal, Emerson Fernandes
dc.subject.eng.fl_str_mv Economic forecasting
Financial crisis
Real estate investment
Real estate
topic Economic forecasting
Financial crisis
Real estate investment
Real estate
Previsão econômica
Crise financeira
Investimentos imobiliários
Mercado imobiliário
Economia
Previsão econômica
Crise financeira
Investimentos imobiliários
Mercado imobiliário
dc.subject.por.fl_str_mv Previsão econômica
Crise financeira
Investimentos imobiliários
Mercado imobiliário
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Previsão econômica
Crise financeira
Investimentos imobiliários
Mercado imobiliário
description Este trabalho busca analisar empiricamente a existência de bolhas imobiliárias ao redor do mundo e identificar quando esses comportamentos explosivos no preço dos imóveis ocorreram. Os resultados foram obtidos por meio de uma metodologia recursiva de testes de raiz unitária, os testes SADF e GSADF propostos por Phillips e co-autores. Foram coletados dados de preços de imóveis para 28 países e seus respectivos índices de preços ao consumidor. Os resultados obtidos apontaram a existência de comportamentos explosivos em aproximadamente 90% das séries analisadas.
publishDate 2018
dc.date.accessioned.fl_str_mv 2018-09-19T13:06:39Z
dc.date.available.fl_str_mv 2018-09-19T13:06:39Z
dc.date.issued.fl_str_mv 2018-08-10
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
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