Now showing items 1-2 of 2
Uma investigação sobre modelos de previsão da inflação brasileira
(Universidade Presbiteriana Mackenzie, 2017-04-11)
The present thesis performs a pseudo real time study on the predictability of Brazilian inflation, measured by the IPCA, using data from January 1995 to December 2015. The main objective of the study is to compare the ...
Fórmula de valoração racional (RVF) e variabilidade no tempo das taxas de retorno de ativos no Brasil
(Universidade Presbiteriana Mackenzie, 2011-08-22)
Rational valuation formula and time varying cointegration are the main thesis´ concepts, under the Muth´s (MUTH, 1961) rational expectations and theory of price movements as underlying theory, and also testing the null of ...