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Displaying results 1 to 25 of 48.

  1. Estimação da demanda de internet no Brasil
    Author: Mendonça, Mário Jorge; Silva, José Jaime da
    Published: fevereiro de 2019
    Publisher:  Instituto de Pesquisa Econômica Aplicada, Brasília

    The ICT Household Survey aims to collect data on information and communication technologies (ICT) access and use in Brazil. We use this research to elaborate two exercises. The first one applies logistic regression to determine the factors... more

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    The ICT Household Survey aims to collect data on information and communication technologies (ICT) access and use in Brazil. We use this research to elaborate two exercises. The first one applies logistic regression to determine the factors responsible for connecting a domicile to the Internet. The second one estimates a demand model for the Internet applying a multinomial model of discrete choice. The model contemplates four types of connection: DSL with fixed telephone line, TV cable or fiber optic and mobile via modem or 3G and 4G chip. In the case of logistic regression, we verified that socioeconomic variables such as schooling, income and social class are factors that influence whether the household is connected or not. We verified that the higher the level of schooling or income, the greater the effect on the probability of the household be connecting to the Internet. We observe that there is no defined pattern concern to the effect of a variable on the probability of choosing a type of connection. Thus, each variable responds differently depending on each type of connection. This study is the first attempt with disaggregated data of estimation of Internet demand for Brazil. Although it contains certain weaknesses due to the limitations of the database, it is still a valid exercise insofar as it suggests important indications for the construction of a more reliable database for the supporting studies of Internet demand in Brazil.

     
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    Source: Union catalogues
    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/211395
    Series: Texto para discussão / Ipea ; 2444
    Scope: 1 Online-Ressource (circa 30 Seiten)
  2. O custo econômico do fogo na Amazônia
    Author: Motta, Ronaldo Serôa da; Mendonça, Mário Jorge; Nepstad, Daniel C.; Vera-Diaz, Maria Del Carmen; Alencar, Ane A.; Gomes, João Carlos; Ortiz, Ramon Arigoni
    Published: outubro de 2002
    Publisher:  Instituto de Pesquisa Econômica Aplicada, Rio de Janeiro

    Fire has been traditionally used by farmers as mean of land preparation and, therefore, benefiting agriculture and pasture. However, fire application may also generate private and social costs. This study attempts to measure these fire use costs in... more

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    Fire has been traditionally used by farmers as mean of land preparation and, therefore, benefiting agriculture and pasture. However, fire application may also generate private and social costs. This study attempts to measure these fire use costs in the Brazilian Amazon. Fire control can be lost and damage cultivated and pasture land and other farm's assets. Uncontrolled fire may also reach forestland leading to significant losses on forest services. Apart from that, fire smokes also increase respiratory disease incidence affecting people's health. Our study covered costs related to pasture accidental fire, losses on fences, carbon storage and health impacts. Our most conservative estimates indicate an average cost value of US$ 102 millions or around 0.2% of the region GDP during the 1996-1999 period. Depending on how carbon release is valued, this GDP percentage can be of up to 9%. Such figures are already indicating that there must be trade-offs to be achieved in reducing, preventing or improving the use of fire in the region.

     
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    Source: Union catalogues
    Language: Portuguese
    Media type: Book
    Format: Online
    Series: Texto para discussão / Ipea ; no 912
    Subjects: Agrarboden; Feuer; Brasilien; Amazonasgebiet
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  3. Um estudo sobre valoração da biodiversidade
    Author: Mendonça, Mário Jorge
    Published: setembro de 2002
    Publisher:  Instituto de Pesquisa Econômica Aplicada, Rio de Janeiro

    The preservation of biodiversity is one of the most important matters in environmental economics. But, in general, the relevant trade-offs associated with the preservation option are not well known. The absence of a framework capable of relating... more

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    The preservation of biodiversity is one of the most important matters in environmental economics. But, in general, the relevant trade-offs associated with the preservation option are not well known. The absence of a framework capable of relating theoretical and operational aspects is a restriction for understanding the subject of biodiversity. If we cannot measure it, there is no way to take rational actions to get preservation because each one (preservation and non preservation) brings expected gains and current losses of welfare for the society. The aim of this paper is to present a methodology that gives a value to the price for the preservation of biodiversity, by the adaptation of the approach developed by Montgomery et alii (1999). Summing up, this study tries to find the confidence interval for the value of willingness to pay for lump sum tax paid by society to take the preservation program for some endangered species. The viability or probability that the species remain alive in the future, the degree of genetic diversity and the use value are the elements, among others, involved in this process.

     
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    Source: Union catalogues
    Language: Portuguese
    Media type: Book
    Format: Online
    Series: Texto para discussão / Ipea ; no 904
    Subjects: Artenvielfalt; Theorie
    Scope: 1 Online-Ressource (circa 17 Seiten)
  4. Avaliação do impacto econômico setorial da banda larga
    Author: Carvalho, Alexandre Ywata de; Mendonça, Mário Jorge; Lavagnole, Marcus Gerardus; Medrano, Luis Alberto Toscano
    Published: fevereiro de 2018
    Publisher:  Instituto de Pesquisa Econômica Aplicada, Brasília

    Although there is agreement that the effect of broadband expansion on the economy, from an general overview, is positive; not an unanimous voice arguments that this impact be positive on all sectors. By applying a multivariate two way panel data... more

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    Although there is agreement that the effect of broadband expansion on the economy, from an general overview, is positive; not an unanimous voice arguments that this impact be positive on all sectors. By applying a multivariate two way panel data model and estimated by bayesian methodology, this study aims to determine the effect of broadband expansion on the sectors of the economy. In order to take into account the geographical, social and economic differences among municipalities cluster analysis was employed in order to isolate groups of municipalities with approximate characteristics. The results illustrate that the impact of broadband is not positive for all sectors, being positive in the most dynamic and technology-intensive sectors such as the industrial and service sectors; and negative where this does not happen as in agricultural sector.

     
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    Source: Union catalogues
    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/177582
    Series: Texto para discussão / Ipea ; 2366
    Scope: 1 Online-Ressource (circa 36 Seiten)
  5. Avaliação de impacto do Prouni sobre a perfomance acadêmica dos estudantes
    Author: Becker, Kalinca Léia; Mendonça, Mário Jorge
    Published: outubro de 2019
    Publisher:  Instituto de Pesquisa Econômica Aplicada, Brasília

    This study aims to analyze the quantile treatment effect of Prouni on the students' Enade grades from 2015 to 2017. The results indicated that the impact of the program was positive throughout the grades distribution, mainly for students who received... more

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    This study aims to analyze the quantile treatment effect of Prouni on the students' Enade grades from 2015 to 2017. The results indicated that the impact of the program was positive throughout the grades distribution, mainly for students who received full scholarship. The impact was also greater for students who declare family income of more than three minimum wages, which reinforces the argument that it is necessary to focus the policy resources on low-income students and prioritize those with the highest budget constraints. The effect of the program was also positive for students enrolled in institutions with quality concept 4 and 5. Thus, the study results confirm that financial aid policies for low-income students are able to combine inclusion and quality in higher education.

     
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    Source: Union catalogues
    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/211467
    Series: Texto para discussão / Ipea ; 2512
    Scope: 1 Online-Ressource (circa 38 Seiten), Illustrationen
  6. Um modelo econométrico para previsão de consumo residencial de energia elétrica no Brasil
    Author: Mendonça, Mário Jorge; Lavagnol, Marcus Gerardus; Pereira Júnior, Amaro Olimpio; Cabral, Joilson de Assis
    Published: outubro de 2019
    Publisher:  Instituto de Pesquisa Econômica Aplicada, Rio de Janeiro

    This paper applies the dynamic linear model (DLM) estimated based on the Bayesian approach to project electricity consumption for five Brazilian regional units. The appeal for the use of DLM in the case of energy consumption is due to the fact that... more

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    This paper applies the dynamic linear model (DLM) estimated based on the Bayesian approach to project electricity consumption for five Brazilian regional units. The appeal for the use of DLM in the case of energy consumption is due to the fact that in this model the adjustment occurs in the unit of time ensuring more accurate projections in series with a high degree of variability, such as energy consumption. The results corroborated the expectation regarding the adequacy of DLM for the purpose of making projections. The different forecast validation criteria calculated for a 12-month horizon showed very satisfactory results. In all cases, MLD had a forecast error within the 3% range, taken as a reference for the utilities. In the case of the Center, Northeast and South regions, this indicator was even lower. We tested the robustness of the MDL using a model panel data with random coefficients (MRC) that allows to obtain a set of distinct coefficients for each region, but within a common structure. Regarding forecasting, MRC performance was also reasonable, even underperforming DLM. With the exception of the Southeast region, MRC's Mape was below or in the 3% range for the other regions.

     
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    Source: Union catalogues
    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/211473
    Series: Texto para discussão / Ipea ; 2522
    Scope: 1 Online-Ressource (circa 50 Seiten)
  7. Políticas de financiamento estudantil
    análise de impacto do Fies no tempo de conclusão do ensino superior
    Author: Becker, Kalinca Lea; Mendonça, Mário Jorge
    Published: setembro de 2019
    Publisher:  Instituto de Pesquisa Econômica Aplicada, Brasília

    This study evaluated the impact of Fies on the total time and delay in the completion of higher education of students enrolled in presential courses of private institutions, based on information of INEP from 2007 to 2017. Estimates of the Average... more

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    This study evaluated the impact of Fies on the total time and delay in the completion of higher education of students enrolled in presential courses of private institutions, based on information of INEP from 2007 to 2017. Estimates of the Average Treatment Effect on Treated indicated that participation in Fies increased both the results analyzed, total time and delay. In the first phase of the policy, from 2000 to 2009, the increase in completion time for students who received Fies was 8.5 months. In the second phase, from 2010 to 2014, which is characterized by the loosening of the rules for the granting and payment of the loan, the increase was 2.4 years. In the case of the delay in completing the course, the result was significant only in the 2nd phase, indicating an increase of 1.8 years for the students who received the Fies. In this view, it is necessary to introduce incentive mechanisms in the student credit granting policies in order that the student completes the course in regular time.

     
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    Source: Union catalogues
    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/211458
    Series: Texto para discussão / Ipea ; 2507
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  8. Um estudo sobre valoração da biodiversidade
    Author: Mendonça, Mário Jorge
    Published: 2002

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    Source: Union catalogues
    Language: Portuguese
    Media type: Book
    Format: Print
    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 904
    Subjects: Artenvielfalt; Theorie
    Scope: 12 S, graph. Darst
    Notes:

    Zsfassung in engl. Sprache
  9. Criminalidade e desigualdade social no Brasil
    Author: Mendonça, Mário Jorge; Loureiro, Paulo R. A.; Sachsida, Adolfo
    Published: 2003

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    Source: Union catalogues
    Language: Portuguese
    Media type: Book
    Format: Print
    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 967
    Subjects: Kriminalitätsökonomik; Kriminalität; Brasilien; Soziale Ungleichheit
    Scope: 20 S
    Notes:

    Zsfassung in engl. Sprache

    Internetausg.:http://www.ipea.gov.br/pub/td/2003/td_0967.pdf
  10. Criminalidade e interação social
    Author: Mendonça, Mário Jorge; Loureiro, Paulo R. A.; Sachsida, Adolfo
    Published: 2003

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    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 968
    Subjects: Kriminalitätsökonomik; Entscheidung; Theorie; Soziale Beziehungen
    Scope: 18 S
    Notes:

    Zsfassung in engl. Sprache

    Internetausg.:http://www.ipea.gov.br/pub/td/2003/td_0968.pdf
  11. Determinantes dos investimentos diretos externos em países em desenvolvimento
    Author: Nonnenberg, Marcelo José Braga; Mendonça, Mário Jorge
    Published: 2004

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    Language: Portuguese
    Media type: Book
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    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 1016
    Subjects: Auslandsinvestition; Entwicklungsländer
    Scope: 18 S
    Notes:

    Zsfassung in engl. Sprache
  12. Evolução e determinantes da taxa de homicídios no Brasil
    Author: Sachsida, Adolfo; Mendonça, Mário Jorge
    Published: 2013
    Publisher:  IPEA, Brasília, DF

    The main objective of this article is to verify the impact of both the incarceration rate and the number of police officers over the homicide rates. Overall, our results suggest that the increase in both the incarceration rate and the number of... more

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    The main objective of this article is to verify the impact of both the incarceration rate and the number of police officers over the homicide rates. Overall, our results suggest that the increase in both the incarceration rate and the number of police officers are important do deter homicides. That is, the successful fight against crime can be achieved by incarceration and police officers independently of what happens with other socioeconomic variables. -- criminality ; homicide ; incarceration rate ; number of police officers

     
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    Source: Union catalogues
    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/91128
    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 1808
    Scope: Online-Ressource (44 S.)
    Notes:

    Zsfassung in engl. Sprache
  13. Identificando a demanda e a oferta de crédito bancário no Brasil
    Author: Mendonça, Mário Jorge; Sachsida, Adolfo
    Published: 2013
    Publisher:  IPEA, Brasília, DF

    This study aims to estimate the system of bank credit demand and supply in Brazil. Understanding how the balance is established in this market is the key to know the importance of the credit channel. Based on the aggregated data from June 2000 to... more

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    This study aims to estimate the system of bank credit demand and supply in Brazil. Understanding how the balance is established in this market is the key to know the importance of the credit channel. Based on the aggregated data from June 2000 to August 2012 not only for firms but also for individuals we founded the following results. First, credit demand is pro-cyclical, reacting negatively to the unemployment and positively to GDP. Second, the price elasticity of demand for firms is higher for firms than for individuals, corroborating the fact that companies may have other sources of funding. Thirdly, it was not possible to determine the bank credit supply to individuals. This fact seems to indicate that there is no reverse causality in the personnel credit in the sense that, for this segment, the credit demand has no effect on the loan rate. Fourth, we observe the expected signs into default, the cost of funding and inflation in credit supply function in both segments. Finally, it appears that the introduction of payroll loans on personnel credit brought down the cost of the loan.

     
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    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/91406
    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 1837
    Scope: Online-Ressource (32 S.)
    Notes:

    Zsfassung in engl. Sprache
  14. O crédito imobiliário no Brasil e sua relação com a política monetária
    Author: Mendonça, Mário Jorge
    Published: 2013
    Publisher:  IPEA, Brasília, DF

    Switching model, we estimate the demand for mortgage using aggregate monthly data from January 2003 to September 2012. The results show that this variable has been subject to cycles of contraction and expansion since 2003. The boom starts at the end... more

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    Switching model, we estimate the demand for mortgage using aggregate monthly data from January 2003 to September 2012. The results show that this variable has been subject to cycles of contraction and expansion since 2003. The boom starts at the end of 2005 is marked by the alternation of two distinct regimes. The first one that concentrates between late 2005 until early 2009 seems to be driven by factors pro-market resulting from changes in legislation, economic growth, rising in real income, etc. The situation changes at the beginning of 2009 when the condition of the demand for mortgage is mainly motivated by countercyclical measures adopted by the federal government with the aim of mitigating the effects of the world economic crisis of 2007-2008. The recessive phase of the credit cycle is linked to a single regime that extends until 2005 returning around March 2012 when the series of credit seems to slow down. We also applied the structural VAR model with the purpose of evaluating the effect of a monetary policy shock on the demand mortgage. According to the results, a contractionary shock produces a negative effect on real estate. We note a continuous and sharp decline in mortgage demand, price home, industrial output construction as well as a rising on defaults.

     
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    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/121572
    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 1909
    Scope: Online-Ressource (54 S.), graph. Darst.
    Notes:

    Zsfassung in engl. Sprache
  15. Um modelo econométrico com parâmetros variáveis para a carga tributária bruta brasileira trimestral
    Author: Mendonça, Mário Jorge; Santos, Claudio Hamilton Matos dos; Medrano, Luis Alberto
    Published: 2009
    Publisher:  Inst. de Pesquisa Econômica Aplicada, Brasília

    This article presents a linear econometric model with variable coefficients for the analysis of the quarterly dynamics of the Brazilian gross tax burden in the 1995-2008 years.The choice of this particular model was motivated by the constant changes... more

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    This article presents a linear econometric model with variable coefficients for the analysis of the quarterly dynamics of the Brazilian gross tax burden in the 1995-2008 years.The choice of this particular model was motivated by the constant changes made in the Brazilian tax system during these years - most frequently in the scope, design, and size of pre-existing taxes, but once in a while also the elimination of some of these taxes and/or the creation of new ones. The main conclusions of the paper are that: (i) GDP is, quite certainly, the main explanatory variable of the dynamics of the quarterly tax burden during the period in question; (ii) the share of the quarterly Brazilian tax burden that does not depend on GDP (or on any other variable, for that matter) increased quite significantly during the latter period - possibly due to continuous improvements on the ability of the Brazilian government to raise tax revenues and/or increases in the size of the economy´s formal sector; and (iii) the GDP-elasticity of the Brazilian tax burden appears to have fluctuated around values well below unity, contrarily to what estimates based on models with constant coefficients would lead us to believe.

     
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    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/91041
    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 1439
    Subjects: Steuerbelastung; Brasilien; Brasilien
    Scope: Online-Ressource (28 S.), graph. Darst.
    Notes:

    Zsfassung in engl. Sprache
  16. Aplicação de um modelo fatorial dinâmico para previsão da arrecadação tributária no Brasil
    Author: Mendonça, Mário Jorge; Santos, Claudio Hamilton Matos dos; Martins, Thiago Guerrera
    Published: 2009
    Publisher:  Inst. de Pesquisa Econômica Aplicada, Rio de Janeiro

    The aim of this article is to estimate a Bayesian factorial dynamic model for the analysis and forecasting of the Brazilian tax burden (BTB) using monthly data from 1996 to 2007. Twenty taxes are responsible for about 80% of the BTB, each of which... more

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    The aim of this article is to estimate a Bayesian factorial dynamic model for the analysis and forecasting of the Brazilian tax burden (BTB) using monthly data from 1996 to 2007. Twenty taxes are responsible for about 80% of the BTB, each of which with a distinct seasonal pattern The factorial model has no problems accommodating the high dimensionality of the data-contrarily to what happens, for instance, with VARs-while simultaneously allowing the identification of a short number of factors responsible for the joint dynamics of the various taxes. Therefore, this procedure allows one to obtain relevant insights about the public revenues in Brazil. Moreover, due to the fact that seasonality is a remarkable feature of the series of government receipts, the seasonal component is modeled endogenously using a Fourier form representation that is an unrestricted and flexible way to assess seasonality. Finally, we forecast the future path of the public receipts separately for the period of 2008.

     
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    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/91130
    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 1453
    Subjects: Steuerbelastung; Faktorenanalyse; Brasilien
    Scope: Online-Ressource (32 S.), graph. Darst.
    Notes:

    Zsfassung in engl. Sprache
  17. Os determinantes econômicos do suicídio
    um estudo para o Brasil
    Author: Loureiro, Paulo R. A.; Mendonça, Mário Jorge; Sachsida, Adolfo
    Published: 2010
    Publisher:  Inst. de Pesquisa Econômica Aplicada, Rio de Janeiro

    This article verifies the effect of economic variables over the suicide rate between Brazilian states in the period 1981-2006. The econometric results points out the importance of economic variables to explain suicide rate: income, age and poverty... more

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    This article verifies the effect of economic variables over the suicide rate between Brazilian states in the period 1981-2006. The econometric results points out the importance of economic variables to explain suicide rate: income, age and poverty have negative impact over suicide, while income inequality and unemployment have positive effects over it. Furthermore, the effect of both income and unemployment over suicide is stronger in the younger segment of the population.

     
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    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/91096
    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 1487
    Scope: Online-Ressource (22 S.)
    Notes:

    Zsfassung in engl. Sprache
  18. Um modelo econométrico para a previsão de impostos no Brasil
    Author: Mendonça, Mário Jorge; Medrano, Luis Alberto
    Published: 2011
    Publisher:  Inst. de Pesquisa Econômica Aplicada, Brasília, DF

    The goal of this article is to model the desagregated series of taxes in Brazil. We use monthly data of a sample of taxes in charge for 80% of the Brazilian gross tax burden in the 1995-2010 years. For estimate the model we employ a Dynamic Linear... more

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    DS 194 (1676)
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    The goal of this article is to model the desagregated series of taxes in Brazil. We use monthly data of a sample of taxes in charge for 80% of the Brazilian gross tax burden in the 1995-2010 years. For estimate the model we employ a Dynamic Linear Model (DLM) with variable parameter (WEST e HARRISON, 1997). The choice of this particular model was motivated by the constant changes made in the Brazilian tax system during these years. The forecast is performed a year ahead out of the sample. The main conclusions of the paper are the following. In general the results seem strongly satisfactory. The forecasts fall inside the error bands and the predicted error is bellow of 10% until six steps ahead. Above this horizon the forecast lose efficiency. Although for some taxes the model performed quite well, further efforts are required for others. Finally, for the majority of taxes the elasticity appears to have fluctuated below the unity.

     
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    Source: Union catalogues
    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/91481
    Series: Texto para discussão ; 1676
    Scope: Online-Ressource (PDF-Datei: 48 S., 1,31 MB), graph. Darst.
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    Zsfassung in engl. Sprache
  19. Avaliando o efeito de um choque de política monetária sobre o mercado imobiliário
    Author: Mendonça, Mário Jorge; Medrano, Luis Alberto; Sachsida, Adolfo
    Published: 2011
    Publisher:  Inst. de Pesquisa Econômica Aplicada, Brasília, DF

    This article investigates the effects of monetary policy shock in the Brazilian real state market using structural VAR through the period June/2000 to August/2010. The identification is done following the agnostic procedure suggested by Uhlig (2005).... more

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    DS 194 (1631)
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    This article investigates the effects of monetary policy shock in the Brazilian real state market using structural VAR through the period June/2000 to August/2010. The identification is done following the agnostic procedure suggested by Uhlig (2005). The mains results are: The stock of credit to finance housing points out a drop of 2% immediately after and the industrial output of civil construction decreases strongly after this contractionary shock.

     
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    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/91334
    Series: Texto para discussão ; 1631
    Subjects: Geldpolitik; Wirkungsanalyse; Immobilienmarkt; Brasilien
    Scope: Online-Ressource (PDF-Datei: 30 S., 922 KB), graph. Darst.
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    Zsfassung in engl. Sprache
  20. Avaliando os efeitos da política fiscal no Brasil
    resultados de um procedimento de identificação agnóstica
    Author: Mendonça, Mário Jorge; Medrano, Luis Alberto; Sachisda, Adolfo
    Published: 2009
    Publisher:  Inst. de Pesquisa Econômica Aplicada, Rio de Janeiro

    This article investigates the effects of fiscal policy shock in the Brazilian economy using quarterly data during the period between January/1995 and December/2007. We follow the agnostic procedure suggested by Mountford and Uhlig (2005) to verify... more

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    This article investigates the effects of fiscal policy shock in the Brazilian economy using quarterly data during the period between January/1995 and December/2007. We follow the agnostic procedure suggested by Mountford and Uhlig (2005) to verify separately the impact of the unexpected positive impulse of current government spending and the net public revenues on some economic variables such as gross domestic product (GDP) and price index. The main advantages of this method regard it allows to isolate the fiscal impulse from the movements that comes from business cycle and the management of monetary policy. We find that in response of an expansionary shock of public expenditures the private consumption increases surely. It can indicate that there is some kind of crowding out effect with a reduction of private investment because the GDP contemporaneous decreases with 77.1 percent probability. The GDP reacts negatively with 56.6 percent probability immediately after a positive shock of the public net revenues. But in long run the probability of this response to be positive rises strongly.With 76.1 percent probability the private consumption decreases after this shock.Finally, another distinctive feature of the agnostic identification used in this paper pertains to the assessment the business cycle and monetary shock. With a 70.0 percent probability the real GDP decreases immediately after a contractionary monetary shock on the Selic rate and this effect is negative and very persistent. Further, the most likely path of the price index (IPCA) indicates a drop of 0.4 percent in this variable during the first five months after a monetary shock. Considering the business cycle, government spending is not countercyclical in a view that during an economic boom the endogenous response of expenditure of government is positive.

     
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    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/91365
    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 1377
    Subjects: Finanzpolitik; Wirkungsanalyse; Brasilien
    Scope: Online-Ressource (23 S.), graph. Darst.
    Notes:

    Zsfassung in engl. Sprache
  21. Avaliando a condição da política fiscal no Brasil
    Author: Mendonça, Mário Jorge; Medrano, Luis Alberto; Sachsida, Adolfo
    Published: 2009
    Publisher:  Inst. de Pesquisa Econômica Aplicada, Rio de Janeiro

    This article estimates the stance of fiscal policy using the framework of conditional forecasting to evaluate the stance in Brazil since 1997. This indicator is measured as the deviation of forecast of the output gap conditional to the observed... more

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    This article estimates the stance of fiscal policy using the framework of conditional forecasting to evaluate the stance in Brazil since 1997. This indicator is measured as the deviation of forecast of the output gap conditional to the observed values and steady-state values of the instruments of fiscal policy-the current government spending and the net tax. Our results indicate that fiscal stance has been neutral since 2004 but expansionary after 2007. There is no statistical evidence that fiscal policy is putting pressure on the inflation but there does exist statistical evidence that it has negatively affected the output gap.

     
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    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/91061
    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 1409
    Subjects: Finanzpolitik; Brasilien
    Scope: Online-Ressource (27 S.), graph. Darst.
    Notes:

    Zsfassung in engl. Sprache
  22. Existe bolha no mercado imobiliário brasileiro?
    Author: Mendonça, Mário Jorge; Sachsida, Adolfo
    Published: 2012
    Publisher:  IPEA, Brasília, DF

    This article verifies the occurrence of a real estate bubble in the Brazilian economy. Overall, our results suggest the existence of a bubble in the real estate sector of the economy. The Austrian School of economics provides a solid explanation to... more

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    This article verifies the occurrence of a real estate bubble in the Brazilian economy. Overall, our results suggest the existence of a bubble in the real estate sector of the economy. The Austrian School of economics provides a solid explanation to this phenomenon, which are reinforced by statistical techniques, suggesting the Federal government, with equivocate fiscal and monetary policy, as the main responsible for the creation of this problem. -- real estate bubble ; Austrian School ; VAR models ; monetary policy ; fiscal policy

     
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    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/91073
    Series: Texto para discussao / Instituto de Pesquisa Econômica Aplicada ; 1762
    Subjects: Immobilienmarkt; Spekulationsblase; Österreichische Schule; Brasilien
    Scope: Online-Ressource (PDF-Datei: 59 S., 1,02 MB), graph. Darst.
    Notes:

    Zsfassung in engl. Sprache
  23. Inflação versus desemprego
    novas evidências para o Brasil
    Author: Mendonça, Mário Jorge; Sachsida, Adolfo
    Published: 2012
    Publisher:  IPEA, Brasília, DF

    The goal of this article is to estimate the New Keynesian Phillips Curve for Brazilian economy. Due to some specifications problems in regressions estimated by IV method, the GMM-HAC methodology was used in order to address them. We noted the... more

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    The goal of this article is to estimate the New Keynesian Phillips Curve for Brazilian economy. Due to some specifications problems in regressions estimated by IV method, the GMM-HAC methodology was used in order to address them. We noted the robustness of the results performing a detailed investigation that was based not only on different proxies for the dependent variable and the regressors but also on samples with distinct temporal dimensions. Among the main achievements of this study, the following are more remarkable. Firstly, the inflationary inertia and expectation of inflation are important variables for the dynamic of inflation although the relevance of expectation seems to be more relevant in a more recent period from 2002 onwards. When one estimates the NKPC using data from 1995, the effect of expectation get down and becomes close to the inertia. In second place, the majority of regressions did not reject the hypothesis derived from structural form that the sum of coefficients of lagged inflation and expectation of inflation is equal to unity. Thirdly, the effect of unemployment on inflation seems to present in short term. In the long run, the estimations do not able to detect any impact of unemployment on the dynamic of inflation. Finally, the structural break marks the relationship between the exchange rate and inflation. The regressions estimated with data from 2002, the effect of exchange rate shock is negative. But, when one uses data from 1995, this shock has a positive impact on inflation. -- Phillips curve ; inflation ; rational expectations ; unemployment ; exchange rate shock ; GMM-HAC method

     
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    hdl: 10419/91109
    Series: Texto para discussao / Instituto de Pesquisa Econômica Aplicada ; 1763
    Subjects: Phillips-Kurve; Brasilien
    Scope: Online-Ressource (PDF-Datei: 33 S., 643 KB), graph. Darst.
    Notes:

    Zsfassung in engl. Sprache
  24. O crédito imobiliário no Brasil e sua relação com a política monetária
    Author: Mendonça, Mário Jorge
    Published: 2013
    Publisher:  IPEA, Brasília, DF

    Switching model, we estimate the demand for mortgage using aggregate monthly data from January 2003 to September 2012. The results show that this variable has been subject to cycles of contraction and expansion since 2003. The boom starts at the end... more

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Switching model, we estimate the demand for mortgage using aggregate monthly data from January 2003 to September 2012. The results show that this variable has been subject to cycles of contraction and expansion since 2003. The boom starts at the end of 2005 is marked by the alternation of two distinct regimes. The first one that concentrates between late 2005 until early 2009 seems to be driven by factors pro-market resulting from changes in legislation, economic growth, rising in real income, etc. The situation changes at the beginning of 2009 when the condition of the demand for mortgage is mainly motivated by countercyclical measures adopted by the federal government with the aim of mitigating the effects of the world economic crisis of 2007-2008. The recessive phase of the credit cycle is linked to a single regime that extends until 2005 returning around March 2012 when the series of credit seems to slow down. We also applied the structural VAR model with the purpose of evaluating the effect of a monetary policy shock on the demand mortgage. According to the results, a contractionary shock produces a negative effect on real estate. We note a continuous and sharp decline in mortgage demand, price home, industrial output construction as well as a rising on defaults.

     
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    Language: Portuguese
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/121572
    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 1909
    Scope: Online-Ressource (54 S.), graph. Darst.
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    Zsfassung in engl. Sprache
  25. Aplicação do modelo fatorial dinâmico para previsão da receita tributária no Brasil
    Author: Mendonça, Mário Jorge; Medrano, Luis Alberto
    Published: 2015
    Publisher:  IPEA, Brasília, DF

    This article aims to estimate the dynamic factor model for prediction tax receipts in Brazil using monthly data for the period 2001-2013. The factorial model allows to reduce the dimensionality of the high number of taxes taking into account the... more

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    This article aims to estimate the dynamic factor model for prediction tax receipts in Brazil using monthly data for the period 2001-2013. The factorial model allows to reduce the dimensionality of the high number of taxes taking into account the information contained in the existing interrelations between them and allowing to identify only the relevant information through the variables named factors. Further, in our model the seasonal component of the series of taxes is treated endogenously. This procedure permits to obtain better data fitting and more reliable predictions - once seasonality is a hallmark of certain series of tributes. We confront the predictions of the factorial model with those generated by linear dynamic model applied to each tribute separately and found that the factor model brings considerable gains in terms of efficiency and prediction.

     
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    Language: Portuguese
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    Format: Online
    Other identifier:
    hdl: 10419/121689
    Series: Texto para discussão / Instituto de Pesquisa Econômica Aplicada ; 2064
    Scope: Online-Ressource (42 S.), graph. Darst.
    Notes:

    Zsfassung in engl. Sprache