Default rate SERASA: a study of series

Detalhes bibliográficos
Autor(a) principal: Marcelo Ferreira Peixoto
Data de Publicação: 2009
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Biblioteca Digital de Teses e Dissertações da UFC
Texto Completo: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4154
Resumo: With the improvement in income class C in Brazil since 2000 and a growing consumption of goods and services, there was a large increase in the number of people who had access to credit and thus the need for family financial planning. In this framework the evolution of default of individuals is central to the decisions of the credit business and economic developments in the country This work contributes through the use of econometric techniques such as unit root test, cointegration tests of Trace and Maximum Eigenvalue to explore the relationship between the volume of retail sales, the INPC (National Index of Consumer Price), number of workers with formal jobs and the Selic rate and default rate SERASA. The model results indicate that all explanatory variables have a positive correlation with the explanatory variable.
id UFC_acf59e7469c1396a8c7819eb755fa456
oai_identifier_str oai:www.teses.ufc.br:3229
network_acronym_str UFC
network_name_str Biblioteca Digital de Teses e Dissertações da UFC
spelling info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisDefault rate SERASA: a study of seriesÃndice de inadimplÃncia SERASA: um estudo de sÃries temporais2009-08-06Paulo de Melo Jorge Neto35625660344http://lattes.cnpq.br/7568927888412924Luiz Ivan de Melo Castelar04506766334http://lattes.cnpq.br/8710490356999657JoÃo MÃrio de FranÃa0000000008500070000800Marcelo Ferreira PeixotoUniversidade Federal do CearÃPrograma de PÃs-GraduaÃÃo em Economia - CAENUFCBRCIENCIAS SOCIAIS APLICADASWith the improvement in income class C in Brazil since 2000 and a growing consumption of goods and services, there was a large increase in the number of people who had access to credit and thus the need for family financial planning. In this framework the evolution of default of individuals is central to the decisions of the credit business and economic developments in the country This work contributes through the use of econometric techniques such as unit root test, cointegration tests of Trace and Maximum Eigenvalue to explore the relationship between the volume of retail sales, the INPC (National Index of Consumer Price), number of workers with formal jobs and the Selic rate and default rate SERASA. The model results indicate that all explanatory variables have a positive correlation with the explanatory variable.Com a melhora na renda da classe C no Brasil a partir do ano 2000 e uma crescente por consumo de produtos e serviÃos, ocorreu um grande aumento no nÃmero de pessoas que tiveram acesso ao crÃdito, e assim a necessidade de um planejamento familiar financeiro. Nesse quadro a evoluÃÃo da inadimplÃncia das pessoas fÃsicas à um item essencial para as decisÃes de crÃdito das empresas e para a evoluÃÃo da economia do PaÃs. Esse trabalho contribui por meio do emprego de tÃcnicas economÃtricas como o teste de raiz unitÃria, testes de cointegraÃÃo do TraÃo e do MÃximo Autovalor para explorar a relaÃÃo entre o volume de vendas no varejo, o INPC (Ãndice Nacional de PreÃo ao Consumidor), nÃmero de trabalhadores com carteira assinada e a SELIC e o Ãndice de inadimplÃncia SERASA. Os resultados do modelo indicam que todas as variÃveis explicativas possuem uma correlaÃÃo positiva com a variÃvel explicada.nÃo hÃhttp://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4154application/pdfinfo:eu-repo/semantics/openAccessporreponame:Biblioteca Digital de Teses e Dissertações da UFCinstname:Universidade Federal do Cearáinstacron:UFC2019-01-21T11:17:12Zmail@mail.com -
dc.title..fl_str_mv Default rate SERASA: a study of series
dc.title.alternative.pt.fl_str_mv Ãndice de inadimplÃncia SERASA: um estudo de sÃries temporais
title Default rate SERASA: a study of series
spellingShingle Default rate SERASA: a study of series
Marcelo Ferreira Peixoto
CIENCIAS SOCIAIS APLICADAS
title_short Default rate SERASA: a study of series
title_full Default rate SERASA: a study of series
title_fullStr Default rate SERASA: a study of series
title_full_unstemmed Default rate SERASA: a study of series
title_sort Default rate SERASA: a study of series
author Marcelo Ferreira Peixoto
author_facet Marcelo Ferreira Peixoto
author_role author
dc.contributor.advisor1.fl_str_mv Paulo de Melo Jorge Neto
dc.contributor.advisor1ID.fl_str_mv 35625660344
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/7568927888412924
dc.contributor.referee1.fl_str_mv Luiz Ivan de Melo Castelar
dc.contributor.referee1ID.fl_str_mv 04506766334
dc.contributor.referee1Lattes.fl_str_mv http://lattes.cnpq.br/8710490356999657
dc.contributor.referee2.fl_str_mv JoÃo MÃrio de FranÃa
dc.contributor.referee2ID.fl_str_mv 00000000085
dc.contributor.authorID.fl_str_mv 00070000800
dc.contributor.author.fl_str_mv Marcelo Ferreira Peixoto
contributor_str_mv Paulo de Melo Jorge Neto
Luiz Ivan de Melo Castelar
JoÃo MÃrio de FranÃa
dc.subject.cnpq.fl_str_mv CIENCIAS SOCIAIS APLICADAS
topic CIENCIAS SOCIAIS APLICADAS
dc.description.sponsorship.fl_txt_mv nÃo hÃ
dc.description.abstract.por.fl_txt_mv With the improvement in income class C in Brazil since 2000 and a growing consumption of goods and services, there was a large increase in the number of people who had access to credit and thus the need for family financial planning. In this framework the evolution of default of individuals is central to the decisions of the credit business and economic developments in the country This work contributes through the use of econometric techniques such as unit root test, cointegration tests of Trace and Maximum Eigenvalue to explore the relationship between the volume of retail sales, the INPC (National Index of Consumer Price), number of workers with formal jobs and the Selic rate and default rate SERASA. The model results indicate that all explanatory variables have a positive correlation with the explanatory variable.
Com a melhora na renda da classe C no Brasil a partir do ano 2000 e uma crescente por consumo de produtos e serviÃos, ocorreu um grande aumento no nÃmero de pessoas que tiveram acesso ao crÃdito, e assim a necessidade de um planejamento familiar financeiro. Nesse quadro a evoluÃÃo da inadimplÃncia das pessoas fÃsicas à um item essencial para as decisÃes de crÃdito das empresas e para a evoluÃÃo da economia do PaÃs. Esse trabalho contribui por meio do emprego de tÃcnicas economÃtricas como o teste de raiz unitÃria, testes de cointegraÃÃo do TraÃo e do MÃximo Autovalor para explorar a relaÃÃo entre o volume de vendas no varejo, o INPC (Ãndice Nacional de PreÃo ao Consumidor), nÃmero de trabalhadores com carteira assinada e a SELIC e o Ãndice de inadimplÃncia SERASA. Os resultados do modelo indicam que todas as variÃveis explicativas possuem uma correlaÃÃo positiva com a variÃvel explicada.
description With the improvement in income class C in Brazil since 2000 and a growing consumption of goods and services, there was a large increase in the number of people who had access to credit and thus the need for family financial planning. In this framework the evolution of default of individuals is central to the decisions of the credit business and economic developments in the country This work contributes through the use of econometric techniques such as unit root test, cointegration tests of Trace and Maximum Eigenvalue to explore the relationship between the volume of retail sales, the INPC (National Index of Consumer Price), number of workers with formal jobs and the Selic rate and default rate SERASA. The model results indicate that all explanatory variables have a positive correlation with the explanatory variable.
publishDate 2009
dc.date.issued.fl_str_mv 2009-08-06
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
status_str publishedVersion
format masterThesis
dc.identifier.uri.fl_str_mv http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4154
url http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4154
dc.language.iso.fl_str_mv por
language por
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade Federal do CearÃ
dc.publisher.program.fl_str_mv Programa de PÃs-GraduaÃÃo em Economia - CAEN
dc.publisher.initials.fl_str_mv UFC
dc.publisher.country.fl_str_mv BR
publisher.none.fl_str_mv Universidade Federal do CearÃ
dc.source.none.fl_str_mv reponame:Biblioteca Digital de Teses e Dissertações da UFC
instname:Universidade Federal do Ceará
instacron:UFC
reponame_str Biblioteca Digital de Teses e Dissertações da UFC
collection Biblioteca Digital de Teses e Dissertações da UFC
instname_str Universidade Federal do Ceará
instacron_str UFC
institution UFC
repository.name.fl_str_mv -
repository.mail.fl_str_mv mail@mail.com
_version_ 1643295136300400640

Registros relacionados