Os efeitos da recessão econômica de 2014-2016 sobre a inadimplência de cartões de crédito no mercado e no cartão Private Label no varejo alimentar

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dc.contributor.advisorVartanian, Pedro Raffy
dc.contributor.advisor1Latteshttp://lattes.cnpq.br/1346230422542369por
dc.contributor.authorTamaki, Carlos Antonio
dc.creator.Latteshttp://lattes.cnpq.br/4002151683484680por
dc.date.accessioned2020-08-27T15:27:18Z
dc.date.accessioned2020-12-07T15:09:18Z
dc.date.available2020-12-07T15:09:18Z
dc.date.issued2020-02-06
dc.description.abstractThis study explores the effects of the 2014-2016 Brazilian recession on credit card delinquency in the industry and on the Private Label cards in food retail in a comparative way. The study consists in initially presenting the financial industry, the credit card industry and the private label industry. Then, the study explores the historical evolution of the industry and its delinquency and, finally, through an econometric analysis, verify the response of the delinquency in the credit card industry and the private label card in food retail after simulating shocks of macroeconomic variables such as GDP, salary mass, unemployment rate, among others, by applying a VAR (autoregressive vectors) model. Additionally, the study evaluates how these variables may affect the credit card delinquency in the two types mentioned above. For this purpose, the study uses precedence tests in order to verify if there was a causality in the sense of Granger, about the default of the credit card industry and the Private Label card. Among the results found by the study, it was possible to identify that the delinquency rates of the credit card of the market and of the Private Label, have different behaviors, from the simulations of response to impulses as in the variables that precede them, being that the delinquency of the card Private Label, preceded a greater number of variables compared to the delinquency of credit cards in the industry.eng
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dc.identifier.citationTAMAKI, Carlos Antonio. Os efeitos da recessão econômica de 2014-2016 sobre a inadimplência de cartões de crédito no mercado e no cartão Private Label no varejo alimentar. 2020. 50 f. Dissertação (Mestrado Profissional em Economia e Mercados) - Universidade Presbiteriana Mackenzie, São Paulo, 2020.por
dc.identifier.urihttp://dspace.mackenzie.br/handle/10899/26606
dc.keywordsdefaulteng
dc.keywordscredit cardeng
dc.keywordsprivate labeleng
dc.keywordsVAR modeleng
dc.keywordsGrangereng
dc.languageporpor
dc.publisherUniversidade Presbiteriana Mackenziepor
dc.rightsAcesso Abertopor
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectinadimplênciapor
dc.subjectcartão de créditopor
dc.subjectprivate labelpor
dc.subjectmodelo VARpor
dc.subjectGrangerpor
dc.subject.cnpqCNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIApor
dc.titleOs efeitos da recessão econômica de 2014-2016 sobre a inadimplência de cartões de crédito no mercado e no cartão Private Label no varejo alimentarpor
dc.typeDissertaçãopor
local.contributor.board1Moura Junior, Álvaro Alves de
local.contributor.board2Muinhos, Marcelo Kfoury
local.publisher.countryBrasilpor
local.publisher.departmentCentro de Ciências Sociais e Aplicadas (CCSA)por
local.publisher.initialsUPMpor
local.publisher.programEconomia e Mercadospor
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