Essays in macroeconometrics

Detalhes bibliográficos
Autor(a) principal: Pimentel, Luana Moreira de Miranda
Data de Publicação: 2022
Tipo de documento: Tese
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/32350
Resumo: Esta tese consiste em três artigos independentes em macroeconometria. No primeiro artigo, construímos um Índice de Condições Financeiras (ICF) para o Brasil que visa identificar choques financeiros capazes de influenciar a atividade econômica futura. O segundo artigo visa comparar propriedades de diferentes métodos de estimação do hiato do produto, a fim de buscar a metodologia de melhor desempenho no contexto da economia brasileira. Finalmente, o terceiro artigo objetiva explorar os avanços nas técnicas de aprendizado de máquina para realizar projeções trimestrais do PIB brasileiro e avaliar o potencial ganho de precisão de projetar o PIB por setores.
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spelling Pimentel, Luana Moreira de MirandaEscolas::EPGEMatos, Silvia MariaSenna, José Júlio de AlmeidaIachan, Felipe SaraivaPessôa, Samuel de AbreuIssler, João Victor2022-08-12T12:35:08Z2022-08-12T12:35:08Z2022-02-22https://hdl.handle.net/10438/32350Esta tese consiste em três artigos independentes em macroeconometria. No primeiro artigo, construímos um Índice de Condições Financeiras (ICF) para o Brasil que visa identificar choques financeiros capazes de influenciar a atividade econômica futura. O segundo artigo visa comparar propriedades de diferentes métodos de estimação do hiato do produto, a fim de buscar a metodologia de melhor desempenho no contexto da economia brasileira. Finalmente, o terceiro artigo objetiva explorar os avanços nas técnicas de aprendizado de máquina para realizar projeções trimestrais do PIB brasileiro e avaliar o potencial ganho de precisão de projetar o PIB por setores.porPIBAprendizado de MáquinaPrevisãoCondições financeirasHiato do ProdutoEconomiaMacroeconomia - Modelos econométricosProduto interno brutoPrevisão econômicaFinançasAprendizado do computadorEssays in macroeconometricsinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesis2022-02-22info:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALPDFPDFapplication/pdf1826296https://repositorio.fgv.br/bitstreams/93fd0454-7833-4bcf-94fe-891dc59b5060/download93532cde2485289a54348dc315d76958MD51LICENSElicense.txtlicense.txttext/plain; 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dc.title.eng.fl_str_mv Essays in macroeconometrics
title Essays in macroeconometrics
spellingShingle Essays in macroeconometrics
Pimentel, Luana Moreira de Miranda
PIB
Aprendizado de Máquina
Previsão
Condições financeiras
Hiato do Produto
Economia
Macroeconomia - Modelos econométricos
Produto interno bruto
Previsão econômica
Finanças
Aprendizado do computador
title_short Essays in macroeconometrics
title_full Essays in macroeconometrics
title_fullStr Essays in macroeconometrics
title_full_unstemmed Essays in macroeconometrics
title_sort Essays in macroeconometrics
author Pimentel, Luana Moreira de Miranda
author_facet Pimentel, Luana Moreira de Miranda
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.member.none.fl_str_mv Matos, Silvia Maria
Senna, José Júlio de Almeida
Iachan, Felipe Saraiva
Pessôa, Samuel de Abreu
dc.contributor.author.fl_str_mv Pimentel, Luana Moreira de Miranda
dc.contributor.advisor1.fl_str_mv Issler, João Victor
contributor_str_mv Issler, João Victor
dc.subject.por.fl_str_mv PIB
Aprendizado de Máquina
Previsão
Condições financeiras
Hiato do Produto
topic PIB
Aprendizado de Máquina
Previsão
Condições financeiras
Hiato do Produto
Economia
Macroeconomia - Modelos econométricos
Produto interno bruto
Previsão econômica
Finanças
Aprendizado do computador
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Macroeconomia - Modelos econométricos
Produto interno bruto
Previsão econômica
Finanças
Aprendizado do computador
description Esta tese consiste em três artigos independentes em macroeconometria. No primeiro artigo, construímos um Índice de Condições Financeiras (ICF) para o Brasil que visa identificar choques financeiros capazes de influenciar a atividade econômica futura. O segundo artigo visa comparar propriedades de diferentes métodos de estimação do hiato do produto, a fim de buscar a metodologia de melhor desempenho no contexto da economia brasileira. Finalmente, o terceiro artigo objetiva explorar os avanços nas técnicas de aprendizado de máquina para realizar projeções trimestrais do PIB brasileiro e avaliar o potencial ganho de precisão de projetar o PIB por setores.
publishDate 2022
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dc.date.available.fl_str_mv 2022-08-12T12:35:08Z
dc.date.issued.fl_str_mv 2022-02-22
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
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