Probit Ordered Model
Mostrando 1-10 de 10 artigos, teses e dissertações.
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1. Do drinking problems in the past affect current consumption?
Resumo: O uso prejudicial de álcool figura entre os cinco principais fatores de risco para doença, deficiência e óbito em todo o mundo. Contudo, nem todos os indivíduos que consomem álcool durante suas vidas são drogaditos e nossa premissa é que a drogadição pressupõe um fluxo de consumo que produz efeitos danosos. O objetivo deste artigo foi aval
Cad. Saúde Pública. Publicado em: 08/04/2019
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2. The perception of corruption in a cross-country perspective: why are some individuals more perceptive than others?
We examine the foundations of corruption perception at the micro-level. Using micro and macro data, we focus on the incidence of personal characteristics and country effects. We extend previous researches by estimating sub-models taking into account differences in the countries of residence. Our database comes from the 2004 International Social Survey Progra
Economia Aplicada. Publicado em: 2010-06
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3. Price-setting policy determinants: micro-evidence from Brazil
The paper studies the frequency of price changes from a survey data on Brazilian companies. The data set has the advantage of including all of the economic sectors: agricultural and food products, trading, industry and services. Strong evidence of nominal price rigidities is found on the data with average and median price durations around 10.1 and 8.1 months
Economia Aplicada. Publicado em: 2010-06
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4. Financial systems stress testing: an application to Brazil / Testes de estresse em sistemas financeiros: uma aplicação ao Brasil
This dissertation reviews financial system stress-testing methodologies and describes a scenario analysis and macro stress testing applied to Brazil. The macroeconomic scenarios are modeled by a vector autoregressive and the stress testing by a random effects ordered probit panel. Data for Brazil over the time period from 11/2002 to 11/2007 is used to estima
Publicado em: 2008
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5. Intellectual Property and Competition as Complementary Policies: a Test Using An Ordered Probit Model
Este Artigo Testa a Proposição da Teoria Econômica de que Propriedade Intelectual e Defesa da Concorrência são Políticas Complementares. um Modelo Probit Ordenado é Utilizado para Estimar os Efeitos Marginais do Uso e Qualidade do Enforcement dos Direitos de Propriedade Intelectual em uma Medida da Gravidade dos Problemas Relacionados À Concorrência
Publicado em: 29/01/2007
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6. Economics and Happiness: a empirical study of the deteminants of happiness in Brazil. / Economia e felicidade: um estudo empírico dos determinantes da felicidade no Brasil
The objective of this work is to analyze the influence of possible empirical determinants on Brazilian happiness. The determinants considered were: marital status age, education, gender, region, religion, ethnic description, income, relative position of income, unemployment, unemployment probability of employed individual, employment probability of unemploye
Publicado em: 2007
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7. Determinação de ratings de crédito para empresas brasileiras através de indicadores contábeis / Determination of credit ratings to Brazilian Companies using accounting ratios
Um dos benefícios obtidos com a estabilidade econômica brasileira foi o crescimento das operações de crédito. Conseqüentemente, os investidores e os agentes financeiros passaram a demandar de forma mais intensa as avaliações e opiniões sobre a qualidade de crédito das empresas. Mesmo assim, o número de empresas avaliadas pelas agências de rating
Publicado em: 2007
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8. Freedom, macroeconomics and wappiness: an empirical analisys of a panel of countries / Liberdade, macroeconomia e felicidade: uma análise empírica de um painel de países
This dissertation brings evidence on the role of the main macroeconomic variables and freedom on individual happiness. Using microdata from subjective wellbeing surveys from 74 countries, we estimate an Ordered Probit Model. Based on a standard microeconometric specification, we show that macroeconomics influences wellbeing directly. Even after controlling f
Publicado em: 2007
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9. HIGH FREQUENCY DATA AND PRICE-MAKING PROCESS ANALYSIS: THE EXPONENTIAL MULTIVARIATE AUTOREGRESSIVE CONDITIONAL MODEL - EMACM / ANÁLISE DE DADOS DE ALTA FREQÜÊNCIA E DO PROCESSO DE FORMAÇÃO DE PREÇOS: O MODELO MULTIVARIADO EXPONENCIAL - EMACM
The availability of high frequency financial transaction data - price, spread, volume and duration -has contributed to the growing number of scientific articles on this topic. The first proposals were limited to pure duration models. Later, the impact of duration over instantaneous volatility was analyzed. More recently, Manganelli (2002) included volume int
Publicado em: 2006
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10. Mechanisms of food safety and quality regulation. / Mecanismos da regulação da qualidade e segurança em alimentos.
The guarantee of the good quality of food is a growing focus of governments, companies and the international standardization, certification and trade agents. Their efforts are addressed to influence the consumer s perception over the many attributes of a food product, with special attention to the nutrition and safety attributes. The warranty of quality is o
Publicado em: 2003