Logo do repositório
Tudo no RIUFPA
Documentos
Contato
Sobre
Ajuda
  • Português do Brasil
  • English
  • Español
  • Français
Entrar
Novo usuário? Clique aqui para cadastrar. Esqueceu sua senha?
  1. Início
  2. Pesquisar por Assunto

Navegando por Assunto "Econometria"

Filtrar resultados informando as primeiras letras
Agora exibindo 1 - 4 de 4
  • Resultados por página
  • Opções de Ordenação
  • Carregando...
    Imagem de Miniatura
    ItemAcesso aberto (Open Access)
    Análises dos testes de cointegração e de correção de erro dos preços do café e do cacau no mercado internacional de futuros e opções
    (2007-06) CARVALHO, David Ferreira; RIBEIRO, Mário Ramos; SANTANA, Antônio Cordeiro de; CARVALHO, André Cutrim
    In this paper is examined the properties of individuals time series of the prices of the coffee and cocoa in the international market, by means of owed tests, regard to stationarity and tests for unit roots. The distinction between longrun and short-run characteristics in time series has attracted much attention in the last decades. Long-run characteristics in economic and financial date are usually associated with non-stationarity time series and called trends, whereas short-run fluctuations are stationary time series and are called cycles. Economic and financial time series can be viewed as combinations of these components of trend and cycles. Moreover, the existence of common factors among two or more time series may have such that the combination of these time series demonstrates no features which the individual time series possess. There could be a common trend shared by two time series. If there is no further trend which exists in only one time series, then it is that these two time series are cointegrated. This kind of common factor analysis can be extended and applied to stationary time series as well, leading to idea of common cycles.
  • Carregando...
    Imagem de Miniatura
    ItemAcesso aberto (Open Access)
    Causas do desmatamento da Amazônia: uma aplicação do teste de causalidade de Granger acerca das principais fontes de desmatamento nos municípios da Amazônia Legal brasileira
    (2009) DINIZ, Marcelo Bentes; OLIVEIRA JÚNIOR, José Nilo de; TROMPIERI NETO, Nicolino; DINIZ, Márcia Jucá Teixeira
    Many are the factors indicated by the pertinent literature concerning the causes of deforestation in Brazilian Legal Amazon. From endogenous aspects as the edafo-climatic conditions to aspects related to anthropic action, like the population movements, urban growth, and especially, the independent or induced actions of the different public and private economic agents who have acted in the region, historically configuring the processes of occupation of the land and economic exploitation of the Amazonian region. The objective of this article is to perform a causality test, in the Granger sense, in the main variables suggested as important that explain the deforestation of the Legal Amazon, in the period from 1997 to 2006. The methodology to be used is based on dynamic models for the panel data, developed by Holtz-Eakin et al. (1988) and Arellano-Bond (1991) who developed a causality test based on the seminal article of Granger (1969). Among the main results found is the empirical evidence that there is a bidirectional causality between deforestation and the areas of permanent and temporary cultures, as well as the size of the cattle herd.
  • Carregando...
    Imagem de Miniatura
    ItemAcesso aberto (Open Access)
    Limites e condicionantes à expansão da soja em Mato Grosso e no complexo MAPITOBA: uma abordagem utilizando econometria espacial
    (Universidade Federal do Pará, 2014-09-12) PESSOA, Ruben Eurico da Cunha; CAMPOS, Índio; http://lattes.cnpq.br/9134366210754829
    This thesis aims to analyze the determining factors of soybean expansion in Mato Grosso and MAPITOBA complex. It was found that a relationship exists spatial dependence inside producers mesoregion. The spatial dependence is represented by the attempt agglomeration of polygons (soy municipalities producers) around one or more attributes that makes that particular region. This is possible in the case of soybeans, when conditioning factors necessary for production are present, namely: a) Soil and relief; b) Requirements climate like water, light and temperature; c) Infrastructure and logistics for delivery of inputs and pesticides, as well as the run off of production; and d) Financing of production. In the presence of these conditioning factors is possible the expansion of soybean production. Soybean producers states such as Mato Grosso and those belonging to the conglomerate MAPITOBA hold about 48,8 million hectares of savanna coverage in his clenched, which corresponds to 64.55% of the quoted physiognomy of the entire biome. Thus, there remain 26,8 million hectares (35,45%) of this type of coverage that can sustain the growth of the planted area in the coming years. Corroborating the possibility of expansion were estimated coefficients of elasticity of the largest soybean producing that unity through spatial econometric models. The water availability in the Cerrado is dependent on the large amount of water vapor formed in the Amazon Biome. The intensive use of irrigation by means of pivots in crops, expansion of biodiesel production from oil certainly will raise the demand for water resources in any production region and can compromise the water supply to users and their multiple uses in agriculture if there is no efficient resource management in river basins of the Cerrado. In the medium term, agribusiness depends on water availability in the Cerrado and the Amazon ecosystem services for the cultivation of soy and its expansion in the producers regions.
  • Carregando...
    Imagem de Miniatura
    ItemAcesso aberto (Open Access)
    O Pólo industrial de Manaus como modelo de desenvolvimento econômico avaliado sob o enfoque da Lei de Kaldor-Verdoorn
    (Universidade Federal do Pará, 2006-03-23) SILVA, Renilson Rodrigues da; COSTA, Francisco de Assis; http://lattes.cnpq.br/1820238947667908
    This study aims to analyze and measure the dynamic economy of Manaus Industrial Pole as a development model under the conditions advocated by Kaldor-Verdoorn Law, which has as one of the focus to analyze the relation between production and productivity, under the conditions advocated by Kaldor-Verdoorn Law applied to industries of Manaus Industrial Pole. The Kaldor-Verdoorn Law proposes that theres a trend to productivity growth as long as production grows. Economies of scale are generated in an endogen way by technical change and technological learning (learning by doing), which is a resulted of the demand growth that allows the exploitation of the dynamics economies of present scale mainly, in the manufacturing sector. Based on this statement, total productivity of factors and the partial productivity are estimated. The dynamic of this economy is analyzed through empirically related to the Industries production and performance from January of 1995 to December of 2004 through an Error Correction Model, Granger Causality Test and Structural VAR Model. The Results indicates a reasonable degree of dynamism in this economy, because of the effect combination of short and long term made possible the productivity growth in an accelerated rhythm with quick answers in a short term of productivity under changing shocks in production and employment total values. Shows also the existence of endogenous sources of growth productivity, showing in evidence the crescent scale economies.
Logo do RepositórioLogo do Repositório
Nossas Redes:

DSpace software copyright © 2002-2025 LYRASIS

  • Configurações de Cookies
  • Política de Privacidade
  • Termos de Uso
  • Entre em Contato
Brasão UFPA