Can globalisation stop the decline in commodities' terms of trade? (2008)
Mollick, André Varella, Faria, João Ricardo, Albuquerque, Pedro H., León-Ledesma, Miguel A.
In this paper we address the following question: would a fully integrated world economy eliminate the widely reported decline in the terms of trade of primary commodities? We address the question by...
Are european stock markets influencing Latin American stock markets? (2007)
Antonio Rodríguez, Andrés Rivas, Pedro H. Albuquerque
Are european stock markets influencing Latin American stock markets?
Are european stock markets influencing Latin American stock markets? (2006)
Albuquerque , Pedro H., Rivas , Andrés, Rodríguez , Antonio
In this study, we examine the response of Latin American stock markets to movements in European stock markets. Our results vary depending on the openness of the country in terms of international...
Three essays on time series macroeconomics / (2001)
Thesis (Ph. D.)--University of Wisconsin--Madison, 2001.
Three essays on time series macroeconomics / (2001)
Thesis (Ph. D.)--University of Wisconsin--Madison, 2001.
Os impactos econômicos da CPMF: teoria e evidência (2001)
ACESSO RESTRITO: em respeito à Lei de Direitos Autorais, trata-se de documento de uso interno do STJ.
Andre Varella Mollick, Joao Ricardo Faria, Pedro H. Albuquerque
Several empirical studies report the existence of declining terms of trade between commodities and manufactures, supporting the Prebisch-Singer hypothesis. As globalisation leads to greater...
Optimal Time Interval Selection in Long-Run Correlation Estimation
This paper presents an asymptotically optimal time interval selection criterion for the long-run correlation block estimator (Bartlett kernel estimator) based on the Newey-West and Andrews-Monahan...
Do European Stock Markets Affect Latin American Stock Markets?
Andrés Rivas, Rahul Verma, Antonio Rodriguez, Pedro H. Albuquerque
In this study, we examine the response of Latin American stock markets to movements in European stock markets using VAR models. Our results vary depending on the openness of the country in terms of...
The article evaluates crime trends in south border American and Mexican sister cities using panel data analysis. The region offers a unique assessment opportunity since cities are characterized by...
Inequality-Driven Growth: Unveiling Aggregation Effects in Growth Equations
This paper presents a simple Cass-Koopmans-Ramsey AK growth model with heterogeneity that explains how policies that increase income inequality may temporarily boost a country's income growth rate....
Using a Money Demand Model to Evaluate Monetary Policies in Brazil
Pedro H. Albuquerque, Solange Gouvea
This paper uses a money demand model to evaluate monetary policies under different regimes in Brazil. The consistency between monetary liquidity and the inflation rate path is considered. The concept...
Os Impactos Econômicos da CPMF: Teoria e Evidência
This paper aims to study the economic impacts of the CPMF in the Brazilian economy and was divided in three parts. In the first part, the CPMF is analyzed under the scope of the economic theory. In...
An Information Theory Approach to the Aggregation of Log-Linear Models
In this paper, an unrestricted aggregation method for heterogeneous log-linear functions is presented. It employs inequality measures derived from information theory in the construction of an exact...
Inequality-Driven Growth: Unveiling Aggregation Effects in Growth Equations
This paper presents a simple Cass-Koopmans-Ramsey AK growth model with heterogeneity that explains how policies that increase income inequality may temporarily boost a country’s income growth...
A practical log-linear aggregation method with examples: heterogeneous income growth in the USA
A practical aggregation method for heterogeneous log-linear functions is presented. Inequality measures are employed in the construction of a simple but exact aggregate representation of an economy....
Canaries and Vultures: A Quantitative History of Monetary Mismanagement in Brazil
Pedro H. Albuquerque, Solange Gouvea
During the last two decades of the twentieth century, Brazil went through a sequence of failed stabilization plans that tried to cope with an enduring hyperinflation. This paper uses a money demand...
Inequality-Driven Growth: Unveiling Aggregation Effects in Growth Equations
It is well known from nonlinear aggregation theory that distributions play a central role in the determination of aggregate relations. This paper establishes a bridge between the aggregation and the...
BAD Taxation: Disintermediation and Illiquidity in a Bank Account Debits Tax Model
This paper uses a dynamic general equilibrium model to study the economic effects of bank account debits (BAD) taxation. Australia and various Latin American countries have levied or levy BAD taxes....
Os Impactos Econômicos da CPMF: Teoria e Evidência
Este trabalho tem como objetivo estudar os impactos econômicos da CPMF na economia brasileira, e para isto está dividido em três blocos. No primeiro a CPMF é analisada sob a ótica da teoria...
Can globalisation stop the decline in commodities' terms of trade?
André Varella Mollick, João Ricardo Faria, Pedro H. Albuquerque
China's Exports and the Oil Price
Joao Ricardo Faria, Andre Varella Mollick, Pedro H. Albuquerque, Miguel Leon-Ledesma
The increase in oil prices in recent years has occurred concurrently with a rapid expansion of Chinese exports in the world markets, despite China being an oil importing country. In this paper we...
Canaries and vultures: A quantitative history of monetary mismanagement in Brazil
Albuquerque, Pedro H., Gouvea, Solange
During the last two decades of the twentieth century, Brazil went through a sequence of failed stabilization plans that tried to cope with an enduring hyperinflation. This paper uses a money demand...
Adolfo Sachsida, Pedro H. Albuquerque
Na introdução deste texto são propostos os objetivos a serem seguidos ao longo do trabalho. Além disso, é feita uma revisão da literatura sobre migração no Brasil. Na seção 2 são...