Search Results - "Cassio da Nóbrega Besarria"

The macroeconomic effects of monetary policy shocks under fiscal constrained: An analysis using a DSGE model by Jesus, Diego Pitta de, Besarria, Cássio da Nóbrega, Maia, Sinézio Fernandes

“…PurposeThis paper aims to analyze the macroeconomic effects of a monetary policy shock considering that fiscal policy is under fiscal constraints. For that, a…”
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Forecasting oil prices: New approaches by Kertlly de Medeiros, Rennan, da Nóbrega Besarria, Cássio, Pitta de Jesus, Diego, Phillipe de Albuquerquemello, Vinicius

“…This paper proposes alternative methodologies for oil price forecasting using mixed-frequency data and a textual sentiment indicator. The latter variable was…”
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Testing for bubbles in housing markets: some evidence for Brazil by Besarria, Cássio da Nóbrega, Paes, Nelson Leitão, Silva, Marcelo Eduardo Alves

“…Purpose Housing prices in Brazil have displayed an impressive growth in recent years, raising some concerns about the existence of a bubble in housing markets…”
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Aggregate shocks and the Brazilian housing market dynamics by da Silva, Marcelo Eduardo Alves, Besarria, Cássio da Nóbrega, Baerlocher, Diogo

“…In this paper we seek to understand the recent dynamics of the Brazilian housing market, which experienced a significant growth in recent years. In particular,…”
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Unemployment rate and wage growth in Brazil: evidence from a Markov-switching model by Nobrega, Wellington Charles Lacerda, Besarria, Cássio da Nóbrega, De Oliveira, Felipe Araújo

“…This paper has the purpose to investigate the relationship between unemployment rate and wage growth for the Brazilian economy from 2000to 2016, by means of a…”
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Testando bolhas nos mercados habitacionais: uma análise a partir do modelo painel-cointegrado para os estados brasileiros by Cassio da Nóbrega Besarria

“…This research is aimed at checking for evidence of rational bubbles in household prices of Brazilian states (São Paulo, Rio de Janeiro, Pernambuco, Ceará,…”
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Forecasting crude oil price: Does exist an optimal econometric model? by de Albuquerquemello, Vinícius Phillipe, de Medeiros, Rennan Kertlly, da Nóbrega Besarria, Cássio, Maia, Sinézio Fernandes

“…The drastic reduction in oil prices after 2014 rekindled its stochastic characteristics of not settling around a mean and having unexpected high volatility…”
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Effects of oil market sentiment on macroeconomic variables by de Medeiros, Rennan Kertlly, da Silva Bejarano Aragón, Edilean Kleber, Besarria, Cássio da Nóbrega

“…This paper aims to evaluate the effects of oil price shocks on macroeconomic variables, for the economies of the United States and Brazil. We develop a…”
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The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries by de Jesus, Diego Pitta, Lenin Souza Bezerra, Bruno Felipe, da Nóbrega Besarria, Cássio

“…This paper investigates the long-run dynamics between stock and oil prices over the period from March 13, 2001 to August 25, 2017 using the Rafailidis and…”
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Asymmetry in the prices of crude oil and diesel and gasoline prices in Brazil by Barbosa, Gerrio, Sousa, Daniel, Besarria, Cássio da Nóbrega, Lima, Robson, de Jesus, Diego Pitta

“…PurposeThe aim of this study was to determine if there are asymmetries in the pass-through of West Texas Intermediate (WTI) crude oil prices to its derivatives…”
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Public debt management and the interaction between fiscal and monetary policies by Nobrega, Wellington Charles Lacerda, Besarria, Cássio da Nóbrega, Aragón, Edilean Kleber da Silva Bejarano

“…PurposeThis paper aims to investigate the existing relations between the management of public bonds on the dynamics of debt, term structure of interest rates…”
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The relationship between economic growth, renewable and nonrenewable energy use and CO2 emissions: empirical evidences for Brazil by Amarante, José Carlos Araújo, Besarria, Cássio da Nóbrega, Souza, Helson Gomes de, dos Anjos Junior, Otoniel Rodrigues

“…This article examined the causal relationship between economic growth, carbon dioxide (CO2), and renewable and nonrenewable energy use for the 27 Brazilian…”
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Informalidade na América Latina: uma análise por Vetores Autorregressivos em Painel by Gomes, Thiago Geovane Pereira, Besarria, Cassio da Nóbrega, Silva, José Alderir da

“…Resumo É fundamental conhecer o tamanho, a dinâmica e as principais causas da informalidade para adoção de políticas públicas factíveis. Assim, a fim de…”
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Machine learning and sentiment analysis: Projecting bank insolvency risk by de Jesus, Diego Pitta, Besarria, Cássio da Nóbrega

“…The main motivation of this paper is to use machine learning techniques to build a new insolvency risk rating metric for banks traded on Brazilian stock…”
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Testing bubbles in housing markets: An analysis from the panel-cointegrated model for the Brazilian states by Cassio da Nóbrega Besarria

“…This research is aimed at checking for evidence of rational bubbles in household prices of Brazilian states (São Paulo, Rio de Janeiro, Pernambuco, Ceará,…”
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Efeitos da incerteza da política econômica sobre a economia brasileira: Evidências a partir do FAVAR by Silva, Pierre Hítalo Nascimento, Da Nóbrega Besarria, Cássio, Pereira da Silva, Maria Daniella de Oliveira

“…Este artigo tem como objetivo investigar os efeitos resultantes do impacto de um choque de incerteza da política econômica em um conjunto de variáveis…”
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Mensurando e avaliando os efeitos de um choque de incerteza da política econômica sobre a economia brasileira by Silva, Pierre Hítalo Nascimento, Besarria, Cássio da Nóbrega, Silva, Maria Daniella de Oliveira Pereira da

“…Este artigo tem o propósito de criar um índice capaz de mensurar o grau de incerteza da política econômica no Brasil. Esse índice será construído a partir da…”
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Determinantes do Desempenho no ENEM na Região Nordeste: Uma Análise de Dados em Painel do Período de 2015 a 2019 by Elias de Souza, Adeilson, De Sá Santos, Luiza Mikaela, De Menezes Larruscaim, Igor, Da Nobrega Besarria, Cassio

“…O objetivo do trabalho é avaliar como o desempenho dos candidatos do ENEM, na Região Nordeste do Brasil, é influenciado pelos diversos fatores ligados às…”
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Testing bubbles in housing markets: An analysis from the panel-cointegrated model for the Brazilian states by Besarria, Cassio Da Nóbrega

“…Este artigo tem o propósito de verificar se há indícios de bolhas racionais nos preços das habitações dos estados brasileiros (São Paulo, Rio de Janeiro,…”
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O impacto dos gastos sociais sobre os indicadores de desigualdade e pobreza nos estados brasileiros no período de 2004 a 2009 by Araujo, Jevuks Matheus de, Alves, Janielle do Amaral, Besarria, Cássio da Nóbrega

“…O objetivo deste artigo é analisar os efeitos dos gastos sociais em educação e saúde nos indicadores de pobreza e nos índices de desigualdade de renda no…”
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