Essays in Econometrics

Detalhes bibliográficos
Autor(a) principal: Martins, Tiago dos Guaranys
Data de Publicação: 2022
Tipo de documento: Tese
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/33218
Resumo: Esta tese é composta de três ensaios relacionados a econometria. O primeiro deles busca explicar o porquê e por quanto os agentes profissionais discordam em suas projeções. O segundo ensaio realiza exercícios empíricos de modelos propostos na literatura de apreçamento de ativos em relação a base proposta por Fama e French (1992,1993). No último capítulo, nós estimamos um indicador diário da inflação do Brasil utilizando um modelo de frequências mistas.
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spelling Martins, Tiago dos GuaranysEscolas::EPGEMatos, Silvia MariaIachan, Felipe SaraivaAlmeida, Caio Ibsen Rodrigues deBarsanetti, BrunoIssler, João Victor2023-02-09T13:11:59Z2023-02-09T13:11:59Z2022-12-21https://hdl.handle.net/10438/33218Esta tese é composta de três ensaios relacionados a econometria. O primeiro deles busca explicar o porquê e por quanto os agentes profissionais discordam em suas projeções. O segundo ensaio realiza exercícios empíricos de modelos propostos na literatura de apreçamento de ativos em relação a base proposta por Fama e French (1992,1993). No último capítulo, nós estimamos um indicador diário da inflação do Brasil utilizando um modelo de frequências mistas.This thesis is composed of three essays related to econometrics. The first seeks to explain why and how much professional agents disagree in their projections. The second essay performs empirical exercises on models proposed in the asset pricing literature in relation to the basis proposed by Fama and French (1992, 1993). In the last chapter, we estimate a daily indicator for brazilian inflation using a mixed-frequency model.engEconometriaFator Estocástico de DescontoInflaçãoNowcastingDisagreementEconometricsStochastic Discount FactorInflationEconomiaEconometriaFator Estocástico de DescontoInflaçãoPrevisão econômicaEssays in Econometricsinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALPDFPDFapplication/pdf1365295https://repositorio.fgv.br/bitstreams/63017832-9490-4139-a3a8-86960b3fa6ec/download928a0a3735758c05cd98427b3a475e86MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/fb841853-3774-49e2-b8c1-8041abbaeb9a/downloaddfb340242cced38a6cca06c627998fa1MD52TEXTTese_Tiago_Martins.pdf.txtTese_Tiago_Martins.pdf.txtExtracted 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dc.title.por.fl_str_mv Essays in Econometrics
title Essays in Econometrics
spellingShingle Essays in Econometrics
Martins, Tiago dos Guaranys
Econometria
Fator Estocástico de Desconto
Inflação
Nowcasting
Disagreement
Econometrics
Stochastic Discount Factor
Inflation
Economia
Econometria
Fator Estocástico de Desconto
Inflação
Previsão econômica
title_short Essays in Econometrics
title_full Essays in Econometrics
title_fullStr Essays in Econometrics
title_full_unstemmed Essays in Econometrics
title_sort Essays in Econometrics
author Martins, Tiago dos Guaranys
author_facet Martins, Tiago dos Guaranys
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.member.none.fl_str_mv Matos, Silvia Maria
Iachan, Felipe Saraiva
Almeida, Caio Ibsen Rodrigues de
Barsanetti, Bruno
dc.contributor.author.fl_str_mv Martins, Tiago dos Guaranys
dc.contributor.advisor1.fl_str_mv Issler, João Victor
contributor_str_mv Issler, João Victor
dc.subject.por.fl_str_mv Econometria
Fator Estocástico de Desconto
Inflação
Nowcasting
Disagreement
topic Econometria
Fator Estocástico de Desconto
Inflação
Nowcasting
Disagreement
Econometrics
Stochastic Discount Factor
Inflation
Economia
Econometria
Fator Estocástico de Desconto
Inflação
Previsão econômica
dc.subject.eng.fl_str_mv Econometrics
Stochastic Discount Factor
Inflation
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Econometria
Fator Estocástico de Desconto
Inflação
Previsão econômica
description Esta tese é composta de três ensaios relacionados a econometria. O primeiro deles busca explicar o porquê e por quanto os agentes profissionais discordam em suas projeções. O segundo ensaio realiza exercícios empíricos de modelos propostos na literatura de apreçamento de ativos em relação a base proposta por Fama e French (1992,1993). No último capítulo, nós estimamos um indicador diário da inflação do Brasil utilizando um modelo de frequências mistas.
publishDate 2022
dc.date.issued.fl_str_mv 2022-12-21
dc.date.accessioned.fl_str_mv 2023-02-09T13:11:59Z
dc.date.available.fl_str_mv 2023-02-09T13:11:59Z
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