A mudança na poupança era necessária? Evidências a partir de Modelagem Econométrica

Detalhes bibliográficos
Autor(a) principal: Garcia Junior, José Silvério da Cunha
Data de Publicação: 2013
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/10571
Resumo: This work intends to study the behavior of savings accounts and fixed mutual funds balances as a function of the basic interest rate in Brazil, analyzing the impact of a sharp decline on those rates. We evaluate the possible migration of capital from fixed income mutual funds to application on savings accounts that has been used as the rational for the change made by the Brazilian government on the laws that regulate the gains from application on savings accounts. The econometric models used indicated that there was actually a possibility for such migration of capital.
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spelling Garcia Junior, José Silvério da CunhaEscolas::EESPMori, RogérioNishijima, MarisleiMarçal, Emerson Fernandes2013-03-01T13:01:01Z2013-03-01T13:01:01Z2013-02-04GARCIA JUNIOR, José Silvério da Cunha. A mudança na poupança era necessária? Evidências a partir de Modelagem Econométrica. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2013.http://hdl.handle.net/10438/10571This work intends to study the behavior of savings accounts and fixed mutual funds balances as a function of the basic interest rate in Brazil, analyzing the impact of a sharp decline on those rates. We evaluate the possible migration of capital from fixed income mutual funds to application on savings accounts that has been used as the rational for the change made by the Brazilian government on the laws that regulate the gains from application on savings accounts. The econometric models used indicated that there was actually a possibility for such migration of capital.Esse trabalho tem o objetivo de estudar o comportamento dos saldos de cadernetas de poupança e fundos de renda fixa no Brasil em função de variações da taxa básica de juros da economia, analisando o impacto de uma queda acentuada na taxa de juros. Avaliamos o potencial de migração de recursos de fundos de renda fixa nesse cenário, que justificou a alteração nas regras de remuneração da caderneta de poupança no Brasil. A modelagem utilizada indicou que esse potencial de migração efetivamente existia.porModelagem econométricaFundos de renda fixaEconomiaTaxas de jurosCadernetas de poupançaPoupança e investimento - BrasilA mudança na poupança era necessária? 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dc.title.por.fl_str_mv A mudança na poupança era necessária? Evidências a partir de Modelagem Econométrica
title A mudança na poupança era necessária? Evidências a partir de Modelagem Econométrica
spellingShingle A mudança na poupança era necessária? Evidências a partir de Modelagem Econométrica
Garcia Junior, José Silvério da Cunha
Modelagem econométrica
Fundos de renda fixa
Economia
Taxas de juros
Cadernetas de poupança
Poupança e investimento - Brasil
title_short A mudança na poupança era necessária? Evidências a partir de Modelagem Econométrica
title_full A mudança na poupança era necessária? Evidências a partir de Modelagem Econométrica
title_fullStr A mudança na poupança era necessária? Evidências a partir de Modelagem Econométrica
title_full_unstemmed A mudança na poupança era necessária? Evidências a partir de Modelagem Econométrica
title_sort A mudança na poupança era necessária? Evidências a partir de Modelagem Econométrica
author Garcia Junior, José Silvério da Cunha
author_facet Garcia Junior, José Silvério da Cunha
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.member.none.fl_str_mv Mori, Rogério
Nishijima, Marislei
dc.contributor.author.fl_str_mv Garcia Junior, José Silvério da Cunha
dc.contributor.advisor1.fl_str_mv Marçal, Emerson Fernandes
contributor_str_mv Marçal, Emerson Fernandes
dc.subject.por.fl_str_mv Modelagem econométrica
Fundos de renda fixa
topic Modelagem econométrica
Fundos de renda fixa
Economia
Taxas de juros
Cadernetas de poupança
Poupança e investimento - Brasil
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Taxas de juros
Cadernetas de poupança
Poupança e investimento - Brasil
description This work intends to study the behavior of savings accounts and fixed mutual funds balances as a function of the basic interest rate in Brazil, analyzing the impact of a sharp decline on those rates. We evaluate the possible migration of capital from fixed income mutual funds to application on savings accounts that has been used as the rational for the change made by the Brazilian government on the laws that regulate the gains from application on savings accounts. The econometric models used indicated that there was actually a possibility for such migration of capital.
publishDate 2013
dc.date.accessioned.fl_str_mv 2013-03-01T13:01:01Z
dc.date.available.fl_str_mv 2013-03-01T13:01:01Z
dc.date.issued.fl_str_mv 2013-02-04
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
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status_str publishedVersion
dc.identifier.citation.fl_str_mv GARCIA JUNIOR, José Silvério da Cunha. A mudança na poupança era necessária? Evidências a partir de Modelagem Econométrica. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2013.
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/10571
identifier_str_mv GARCIA JUNIOR, José Silvério da Cunha. A mudança na poupança era necessária? Evidências a partir de Modelagem Econométrica. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2013.
url http://hdl.handle.net/10438/10571
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
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