Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE

Detalhes bibliográficos
Ano de defesa: 2016
Autor(a) principal: Moraes, Adriano Sodr?? de lattes
Orientador(a): Divino, Jos?? Angelo lattes
Banca de defesa: Não Informado pela instituição
Tipo de documento: Dissertação
Tipo de acesso: Acesso aberto
Idioma: por
Instituição de defesa: Universidade Cat??lica de Bras??lia
Programa de Pós-Graduação: Programa Strictu Sensu em Economia de Empresas
Departamento: Escola de Gest??o e Neg??cios
País: Brasil
Palavras-chave em Português:
Economia brasileira
Flutua????es econ??micas
T??tulos indexados
D??vida p??blica
Banco Central
Área do conhecimento CNPq:
ECONOMIA MONETARIA E FISCAL::POLITICA FISCAL DO BRASIL
Resumo em Inglês: This dissertation applies a Dynamic Stochastic General Equilibrium ??? DSGE model to the Brazilian economy, doing simulations on the main macroeconomic variables of the economy. The model of Divino and Silva Junior (2014) was modified to include bonds linked to the economy??s basic interest rate and used to analyze the dynamics of the economy under alternative scenarios for the fiscal policy. It is performed a welfare analysis exploring the relationship between debt composition and the monetary policy willingness to fight inflation versus stabilize the output gap. The results suggest that a higher degree of public debt indexation should increase the welfare of the economy.
Link de acesso: https://bdtd.ucb.br:8443/jspui/handle/tede/2059
Resumo: This dissertation applies a Dynamic Stochastic General Equilibrium ??? DSGE model to the Brazilian economy, doing simulations on the main macroeconomic variables of the economy. The model of Divino and Silva Junior (2014) was modified to include bonds linked to the economy??s basic interest rate and used to analyze the dynamics of the economy under alternative scenarios for the fiscal policy. It is performed a welfare analysis exploring the relationship between debt composition and the monetary policy willingness to fight inflation versus stabilize the output gap. The results suggest that a higher degree of public debt indexation should increase the welfare of the economy.
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spelling Divino, Jos?? Angelohttp://lattes.cnpq.br/4790508103951006http://lattes.cnpq.br/0579342198329118Moraes, Adriano Sodr?? de2017-04-17T13:38:05Z2016-03-29MORAES, Adriano Sodr?? de. Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE. 2016. 68 f. Disserta????o (Programa Strictu Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2016.https://bdtd.ucb.br:8443/jspui/handle/tede/2059This dissertation applies a Dynamic Stochastic General Equilibrium ??? DSGE model to the Brazilian economy, doing simulations on the main macroeconomic variables of the economy. The model of Divino and Silva Junior (2014) was modified to include bonds linked to the economy??s basic interest rate and used to analyze the dynamics of the economy under alternative scenarios for the fiscal policy. It is performed a welfare analysis exploring the relationship between debt composition and the monetary policy willingness to fight inflation versus stabilize the output gap. The results suggest that a higher degree of public debt indexation should increase the welfare of the economy.Esta disserta????o aplica o modelo de Equil??brio Geral Din??mico Estoc??stico - DSGE para a economia brasileira, fazendo uma an??lise sobre o comportamento das principais vari??veis macroecon??micas, quando sujeitas ?? choques ex??genos. O trabalho modifica o modelo de Divino e Silva Junior (2014), para possibilitar a emiss??o de t??tulos p??blicos indexados ?? taxa de juros, al??m dos t??tulos prefixado e indexado ?? infla????o j?? previstos no trabalho dos autores. Al??m disso, realiza-se uma an??lise de bem-estar, investigando como a rela????o entre composi????o da d??vida p??blica e diferentes regras de pol??tica monet??ria seguidas pelo Banco Central pode afetar o bem-estar dos agentes econ??micos. Os resultados mostram que um maior grau de indexa????o da d??vida p??blica contribui para a suaviza????o da trajet??ria da d??vida p??blica e da tributa????o e um maior n??vel de utilidade dos agentes.Submitted by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-04-17T13:37:17Z No. of bitstreams: 1 AdrianoSodredeMoraesDissertacao2016.pdf: 2692686 bytes, checksum: 02903722f8b64234e02d992301b3616e (MD5)Approved for entry into archive by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-04-17T13:38:05Z (GMT) No. of bitstreams: 1 AdrianoSodredeMoraesDissertacao2016.pdf: 2692686 bytes, checksum: 02903722f8b64234e02d992301b3616e (MD5)Made available in DSpace on 2017-04-17T13:38:05Z (GMT). No. of bitstreams: 1 AdrianoSodredeMoraesDissertacao2016.pdf: 2692686 bytes, checksum: 02903722f8b64234e02d992301b3616e (MD5) Previous issue date: 2016-03-29application/pdfhttps://bdtd.ucb.br:8443/jspui/retrieve/4353/AdrianoSodredeMoraesDissertacao2016.pdf.jpgporUniversidade Cat??lica de Bras??liaPrograma Strictu Sensu em Economia de EmpresasUCBBrasilEscola de Gest??o e Neg??ciosEconomia brasileiraFlutua????es econ??micasT??tulos indexadosD??vida p??blicaBanco CentralECONOMIA MONETARIA E FISCAL::POLITICA FISCAL DO BRASILUm estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGEinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesis-1139962560771343510500500600-3429419691752109715-6229967295450475769info:eu-repo/semantics/openAccessreponame:Biblioteca Digital de Teses e Dissertações da UCBinstname:Universidade Católica de Brasíliainstacron:UCBTHUMBNAILAdrianoSodredeMoraesDissertacao2016.pdf.jpgAdrianoSodredeMoraesDissertacao2016.pdf.jpgimage/jpeg5363https://bdtd.ucb.br:8443/jspui/bitstream/tede/2059/4/AdrianoSodredeMoraesDissertacao2016.pdf.jpg43ca827c39e0da9da6ee3877fd4192e6MD54TEXTAdrianoSodredeMoraesDissertacao2016.pdf.txtAdrianoSodredeMoraesDissertacao2016.pdf.txttext/plain119083https://bdtd.ucb.br:8443/jspui/bitstream/tede/2059/3/AdrianoSodredeMoraesDissertacao2016.pdf.txte8d52af901d518ff653b989dfb960ea7MD53ORIGINALAdrianoSodredeMoraesDissertacao2016.pdfAdrianoSodredeMoraesDissertacao2016.pdfapplication/pdf2692686https://bdtd.ucb.br:8443/jspui/bitstream/tede/2059/2/AdrianoSodredeMoraesDissertacao2016.pdf02903722f8b64234e02d992301b3616eMD52LICENSElicense.txtlicense.txttext/plain; charset=utf-82154https://bdtd.ucb.br:8443/jspui/bitstream/tede/2059/1/license.txt1f6ef65cf2ba831ddd20da69ce6d0834MD51tede/2059oai:bdtd.ucb.br:tede/20592017-04-18 01:02:44.405Biblioteca Digital de Disserta????es da Universidade Cat??lica de Bras??lia - UCBsdi@ucb.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
dc.title.por.fl_str_mv Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE
title Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE
spellingShingle Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE
Moraes, Adriano Sodr?? de
Economia brasileira
Flutua????es econ??micas
T??tulos indexados
D??vida p??blica
Banco Central
ECONOMIA MONETARIA E FISCAL::POLITICA FISCAL DO BRASIL
title_short Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE
title_full Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE
title_fullStr Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE
title_full_unstemmed Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE
title_sort Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE
author Moraes, Adriano Sodr?? de
author_facet Moraes, Adriano Sodr?? de
author_role author
dc.contributor.advisor1.fl_str_mv Divino, Jos?? Angelo
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/4790508103951006
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/0579342198329118
dc.contributor.author.fl_str_mv Moraes, Adriano Sodr?? de
contributor_str_mv Divino, Jos?? Angelo
dc.subject.por.fl_str_mv Economia brasileira
Flutua????es econ??micas
T??tulos indexados
D??vida p??blica
Banco Central
topic Economia brasileira
Flutua????es econ??micas
T??tulos indexados
D??vida p??blica
Banco Central
ECONOMIA MONETARIA E FISCAL::POLITICA FISCAL DO BRASIL
dc.subject.cnpq.fl_str_mv ECONOMIA MONETARIA E FISCAL::POLITICA FISCAL DO BRASIL
dc.description.abstract.eng.fl_txt_mv This dissertation applies a Dynamic Stochastic General Equilibrium ??? DSGE model to the Brazilian economy, doing simulations on the main macroeconomic variables of the economy. The model of Divino and Silva Junior (2014) was modified to include bonds linked to the economy??s basic interest rate and used to analyze the dynamics of the economy under alternative scenarios for the fiscal policy. It is performed a welfare analysis exploring the relationship between debt composition and the monetary policy willingness to fight inflation versus stabilize the output gap. The results suggest that a higher degree of public debt indexation should increase the welfare of the economy.
dc.description.abstract.por.fl_txt_mv Esta disserta????o aplica o modelo de Equil??brio Geral Din??mico Estoc??stico - DSGE para a economia brasileira, fazendo uma an??lise sobre o comportamento das principais vari??veis macroecon??micas, quando sujeitas ?? choques ex??genos. O trabalho modifica o modelo de Divino e Silva Junior (2014), para possibilitar a emiss??o de t??tulos p??blicos indexados ?? taxa de juros, al??m dos t??tulos prefixado e indexado ?? infla????o j?? previstos no trabalho dos autores. Al??m disso, realiza-se uma an??lise de bem-estar, investigando como a rela????o entre composi????o da d??vida p??blica e diferentes regras de pol??tica monet??ria seguidas pelo Banco Central pode afetar o bem-estar dos agentes econ??micos. Os resultados mostram que um maior grau de indexa????o da d??vida p??blica contribui para a suaviza????o da trajet??ria da d??vida p??blica e da tributa????o e um maior n??vel de utilidade dos agentes.
description This dissertation applies a Dynamic Stochastic General Equilibrium ??? DSGE model to the Brazilian economy, doing simulations on the main macroeconomic variables of the economy. The model of Divino and Silva Junior (2014) was modified to include bonds linked to the economy??s basic interest rate and used to analyze the dynamics of the economy under alternative scenarios for the fiscal policy. It is performed a welfare analysis exploring the relationship between debt composition and the monetary policy willingness to fight inflation versus stabilize the output gap. The results suggest that a higher degree of public debt indexation should increase the welfare of the economy.
publishDate 2016
dc.date.issued.fl_str_mv 2016-03-29
dc.date.accessioned.fl_str_mv 2017-04-17T13:38:05Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
status_str publishedVersion
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dc.identifier.citation.fl_str_mv MORAES, Adriano Sodr?? de. Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE. 2016. 68 f. Disserta????o (Programa Strictu Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2016.
dc.identifier.uri.fl_str_mv https://bdtd.ucb.br:8443/jspui/handle/tede/2059
identifier_str_mv MORAES, Adriano Sodr?? de. Um estudo sobre a composi????o da d??vida p??blica utilizando a modelagem DSGE. 2016. 68 f. Disserta????o (Programa Strictu Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2016.
url https://bdtd.ucb.br:8443/jspui/handle/tede/2059
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
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dc.publisher.none.fl_str_mv Universidade Cat??lica de Bras??lia
dc.publisher.program.fl_str_mv Programa Strictu Sensu em Economia de Empresas
dc.publisher.initials.fl_str_mv UCB
dc.publisher.country.fl_str_mv Brasil
dc.publisher.department.fl_str_mv Escola de Gest??o e Neg??cios
publisher.none.fl_str_mv Universidade Cat??lica de Bras??lia
dc.source.none.fl_str_mv reponame:Biblioteca Digital de Teses e Dissertações da UCB
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