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This paper examines how regulatory interventions can affect the market risk of electricity utilities and telecom … authorities in 2012 on the market volatility of both sectors and their covariance. We also adopt the volatility impulse response …
Persistent link: https://www.econbiz.de/10011372325
This paper examines how regulatory interventions can affect the market risk of electricity utilities and telecom … authorities in 2012 on the market volatility of both sectors and their covariance. We also adopt the volatility impulse response …
Persistent link: https://www.econbiz.de/10011338737
So far, there are very few papers concerning the problems of non causality and non-fundamentalness in fiscal studies. This is even truer for Brazil. Non causality and non fundamentalness are econometric problems that are specially relevant in fiscal studies, as they are relate to fiscal...
Persistent link: https://www.econbiz.de/10012802817
The vector autoregressive and structural vector autoregressive (VAR/SVAR) models are the cornerstone of the contemporaneous empirical macroeconomic research, in particular for measuring the impact of fiscal policy shocks. They may be employed as atheoretical models, as well as a mean to support...
Persistent link: https://www.econbiz.de/10012616454
So far, there are very few papers concerning the problems of non causality and non-fundamentalness in fiscal studies. This is even truer for Brazil. Non causality and non fundamentalness are econometric problems that are specially relevant in fiscal studies, as they are relate to fiscal...
Persistent link: https://www.econbiz.de/10012656123
The vector autoregressive and structural vector autoregressive (VAR/SVAR) models are the cornerstone of the contemporaneous empirical macroeconomic research, in particular for measuring the impact of fiscal policy shocks. They may be employed as atheoretical models, as well as a mean to support...
Persistent link: https://www.econbiz.de/10012208507
Resumo: São testadas duas formas distintas de assimetria cíclica, a deepness e a steepness, através da aplicação do teste do coeficiente de enviesamento e do teste triples. A assimetria é analisada em vinte e três países, segundo uma perspectiva secular do PIB real per capita (1820/70 a...
Persistent link: https://www.econbiz.de/10015229626
Persistent link: https://www.econbiz.de/10001240326
Persistent link: https://www.econbiz.de/10001439451
Persistent link: https://www.econbiz.de/10001512636