The main aim of this paper is to verify the dynamic interdependence and transmission of volatility from the American (SP500) to the Brazilian stock market (IBOVESPA and sectoral indexes). Estimates were performed by GARCH/BEKK methodology, considering the period from January 2007 to December...

We applied the fractional integration approach to measure inflation deviation inertia in an emerging economy under an inflation targeting regime, as well as to control for potential determinants of such a deviation. We did not base our analysis on typical unit root tests, as we identified a...

The main aim of this paper is to verify the dynamic interdependence and transmission of volatility from the American (SP500) to the Brazilian stock market (IBOVESPA and sectoral indexes). Estimates were performed by GARCH/BEKK methodology, considering the period from January 2007 to December...

As barreiras comerciais protegem as economias da concorrência internacional, mas distorcem as relações comerciais entre elas, e reduzem os benefícios que poderiam advir dos acordos de livre comércio. O objetivo deste trabalho é avaliar os impactos da criação da ALCA, com desgravação...

The family farm coffee producers from Venda Nova do Imi-grante, ES, have adopted the pulping technology to improve Arabic co-ffee quality. The objective of this paper is to identify the adoption de-terminants of the pulping technology by the coffee producers. The Logit model is applied for data...

We applied the fractional integration approach to measure inflation deviation inertia in an emerging economy under an inflation targeting regime, as well as to control for potential determinants of such a deviation. We did not base our analysis on typical unit root tests, as we identified a...