Submitted by Nara Lays Domingues Viana Oliveira (naradv) on 2015-07-07T15:00:58Z No. of bitstreams: 1 katiane.pdf: 351762 bytes, checksum: 315dcef5eaf98ff120848c68ab48e8aa (MD5) / Made available in DSpace on 2015-07-07T15:00:58Z (GMT). No. of bitstreams: 1 katiane.pdf: 351762 bytes, checksum: 315dcef5eaf98ff120848c68ab48e8aa (MD5) Previous issue date: 2014 / Nenhuma / Este estudo tem como objetivo apontar os determinantes mais relevantes na definição do preço médio do milho exportado no mercado mundial, no intuito de prover informações aos agentes econômicos. Trata do panorama atual do mercado mundial de milho, partindo-se de 2000, quando houve o boom dos preços das commodities. Nesse sentido, o modelo econométrico proposto para o presente estudo consiste no modelo estatístico estruturado com base em dados em painel, com periodicidade anual entre o período de 2000 a 2012. Para uma melhor compreensão das análises, primeiramente apresentou-se, nos primeiros capítulos, uma revisão dos conceitos teóricos e empíricos que abordam os principais fatores determinantes na definição do preço médio do milho exportado. Posteriormente, analisou-se se o exercício desenvolvido trata-se realmente de um modelo de dados em painel, realizando o teste F para significância em conjunto das dummies de país. Também foi definido através do teste de Hausman que o estimador de efeito fixo é o indicado. Assim, foram elaborados quatro modelos, sendo que o modelo D instrumentalizando a variável exportação de milho em kg pela variável exportação de milho em kg defasada em 1 período apresentou os resultados mais consistentes e conclusivos em relação ao embasamento teórico dos capítulos iniciais. Dentre os principais resultados, fica evidenciada que o principal determinante da alteração do preço de exportação do milho é a variável taxa de câmbio real efetiva. Também mostraram-se significativas as variáveis exportações (em kg) de milho do país para o mundo; exportações de carne suína dos principais destinos das exportações de milho do país; e população urbana dos principais destinos das exportações de milho do país. / The objective of this study is to indicate the most important determinants in the worldwide exported maize average price in order to provide information to economic agents. Treats the world maize market current situation, starting at 2000 when there was a boom in commodity prices. This way, the econometric model proposed for this study is structured in the statistical model based on panel data on an annual basis between the period 2000 up to 2012. For the analysis better understanding, a review of theoretical and empirical concepts was previously presented in the early chapters, which deals the main factors in defining the exported maize average price. After, the developed exercise was analyzed performing the F test for significance in all the country dummies, in order to prove that this is really a panel data model. Was also defined by the Hausman test that is indicated the fixed effect estimator to this model. Thus, four models were made, and the D model, instrumenting the variable maize export (in kg) with the variable maize export (in kg) lagged 1 period, and it presented most consistent and conclusive results regarding the theoretical basis of the initial chapters. Among the main results, it is evident that the main determinant of the maize export price variation is the real effective exchange rate variable. Also revealed that the variables country maize exports (in kg) to the world; pork meat exports of the main maize export destinations; and urban population of the main maize export destinations are significant.

Submitted by Silvana Teresinha Dornelles Studzinski (sstudzinski) on 2016-06-13T13:13:23Z No. of bitstreams: 1 Luana Maria Somavilla_.pdf: 322144 bytes, checksum: 1f6261dbc2e96ed200ea5673c83ab595 (MD5) / Made available in DSpace on 2016-06-13T13:13:23Z (GMT). No. of bitstreams: 1 Luana Maria Somavilla_.pdf: 322144 bytes, checksum: 1f6261dbc2e96ed200ea5673c83ab595 (MD5) Previous issue date: 2016-02-25 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Os elevados índices de criminalidade que resultam em mortes existentes no Brasil e, principalmente no Rio Grande do Sul, resultam prejuízos econômicos e sociais tais como insegurança, custos elevados e perda de legitimidade do poder público. Nesta pesquisa, a teoria econômica do crime, com ênfase para os estudos de Becker (1968) foi basilar para compreender os fatores determinantes do crime de latrocínios sob a ótica econométrica. Logo, a presente dissertação tem por objetivo analisar os fatores determinantes do crime de latrocínios na região metropolitana de Porto Alegre de 2000 a 2015. Para isso, utilizou-se o modelo de dados em painel. Os resultados obtidos para o variável dependente latrocínio, no período analisado apontam correlação positiva com os fatores: mulheres responsáveis pelo domicílio e a taxa de abandono escolar dos 18 aos 24 anos. Ademais, com sinal negativo o resultado para produto interno bruto, a taxa de ocupação (pessoas economicamente ativas), a taxa de analfabetismo e, de maneira inesperada a taxa de trabalho infantil dos 10 aos 15 anos. A contribuição principal desta dissertação é identificar dos fatores que influenciam o crime de latrocínio na RMPA, mostrando que é possível e importante localizar tais indicadores espacialmente para que diretrizes em políticas públicas de combate a violência sejam elaboradas e focadas nas áreas geográficas e no público alvo específicos, visando garantir a eficácia de seus resultados / High crime rates that result in deaths existing in Brazil and especially in Rio Grande do Sul, resulting economic and social losses such as insecurity, high costs and loss of legitimacy of the government. In this research, the economic theory of crime, with emphasis on the Becker study (1968) was fundamental to understand the determinants of robberies crime under econometric perspective. Thus, this thesis is to analyze the determinants of robberies of crime in the metropolitan region of Porto Alegre from 2000 to 2015. For this, we used the panel data model. The results for the dependent variable larceny in positive correlation point period analyzed the factors: women heads of household and the dropout rate from 18 to 24 years. Moreover, with a negative sign the result to gross domestic product, the occupancy rate (economically active population), the illiteracy rate and unexpectedly the child labor rate of 10 to 15 years. The main contribution of this work is to identify the factors that influence the robbery crime in MAPA, showing that it is possible and important to locate such indicators spatially so that guidelines for public policies to combat violence are defined and focused on geographical areas and specific target audience in order to ensure the effectiveness of their results..

Utilizando o modelo gravitacional, estimado através da Pseudo Máxima Verossimilhança de Poisson com a inclusão de efeitos fixos, esta tese de doutorado fornece evidências de que a OMC teve um profundo impacto sobre o comércio internacional. Entretanto, esse impacto ocorreu de forma assimétrica entre os setores, países desenvolvidos e em desenvolvimento, membros e não membros. Considerando as importações agregadas, os países em desenvolvimento foram os mais favorecidos pela atuação da OMC, porém com dados desagregados de produtos primários, têxteis e industrializados, os países desenvolvidos foram os que mais se beneficiaram do aumento do comércio mundial promovido pela OMC. Muito embora as nações desenvolvidas também tiveram seus fluxos de comércio ampliados pela OMC nos setores têxtil e industrial, o maior crescimento ocorreu no setor primário. Além disso, esses países não discriminaram os não membros da instituição. Diferentemente, a abertura comercial dos países em desenvolvimento foi discriminatória e o crescimento do comércio foi observado apenas em produtos primários e industriais, mas em menor magnitude que as nações desenvolvidas. Alternativamente, utilizando o Modelo de Equilíbrio Geral Computável do GTAP, foram avaliados os impactos de uma hipotética conclusão da Rodada de Doha sobre os países desenvolvidos e em desenvolvimento, membros e não membros da OMC. Os resultados sugerem que, ao incorporar a redução de barreiras não tarifárias nas reformas, além das tarifas de importação e subsídios à exportação, os ganhos, em termos de PIB e bem-estar, ampliam-se para os seus membros, sugerindo que seus efeitos são claramente dominantes em relação às tarifas de importação e aos subsídios à exportação. Considerando o cenário de maior liberalização comercial, os países desenvolvidos teriam um crescimento de bem-estar de aproximadamente US$ 572 bilhões, enquanto os em desenvolvimento aumentariam US$ 441 bilhões. O custo de não ser membro da OMC, em termos de bem-estar, pode chegar até US$ 34 bilhões. / Using the gravitational model, estimated through the Pseudo Maximum Likelihood of Poisson with the inclusion of fixed effects, this doctoral thesis provides evidence that the WTO had a profound impact on international trade. However, this impact occurred asymmetrically between the developed and developing countries, members and non-members. Considering aggregate imports, developing countries were the ones most benefited by the WTO, but with disaggregated data on primary, textile and industrialized products, developed countries benefited most from the increase in world trade promoted by the WTO. Although developed nations also had their trade flows expanded by the WTO in the textile and industrial sectors, the largest growth occurred in the primary sector. In addition, these countries did not discriminate against non-members of the institution. In contrast, trade liberalization in developing countries was discriminatory and trade growth was observed only in primary and industrial products, but to a lesser extent than developed nations. Also, using the GTAP General Computable Equilibrium Model, the impacts of a hypothetical conclusion of the Doha Round on the developed and developing countries, members and non-members of the WTO, were evaluated. The results suggest that, by incorporating the reduction of non-tariff barriers in the reforms, in addition to import tariffs and export subsidies, gains in terms of GDP and welfare increase for its members, suggesting that its effects Are clearly dominant in relation to import tariffs and export subsidies. Considering the scenario of increased trade liberalization, developed countries would have a welfare growth of approximately US$ 572 billion while developing countries would increase US$ 441 billion. The cost of not being a member of the WTO in terms of welfare can reach up to US$ 34 billion.

Ces dernières années, le développement continu des marques de distributeurs (MDD) a abouti à un marché composés de trois grands segments de consommateurs : (i) ceux qui sont fidèles aux marques nationales, (ii) aux marques de distributeurs et (iii) ceux qui combinent les deux. Pourquoi ce dernier groupe de consommateurs migrent-t-il d’une marque nationale vers une marque de distributeurs et inversement ? A notre connaissance, aucune étude n’a été menée sur cet aspect de la concurrence entre marque nationale et MDD. Les travaux de recherche en marketing ont surtout étudié les changements entre marques nationales ou le choix des MDD. Or, le comportement migratoire entre les deux types de marques peut représenter jusqu’à 20% des comportements d’achat (source : Panel MarketingScan). L’objet de cette thèse est donc de proposer un cadre théorique permettant de comprendre la migration entre les deux types de marques. Nous analysons l’influence des variables relatives à la marque (ou des références) et à la catégorie de produits tout en tenant compte des différences individuelles (observées et non observées) entre les ménages et les enseignes. Nous utilisons comme cadre empirique le panel Angevin de la Société MarketingScan. Nous élaborons pour cela un modèle de choix avec coefficients aléatoires et facteurs latents (Latent Factor Random coefficients Multinomial Logit Model) permettant de contrôler l’hétérogénéité entre les ménages. Les résultats montrent que le type de MDD (marque enseigne ou marque propre) a une influence à la fois sur la migration vers et le rachat des MDD. Le prix reste toujours important dans la concurrence entre les deux types de marques. Une plus grande disponibilité des références au niveau de la marque de distributeurs permet d’attirer plus de consommateurs. Toutefois, une forte présence de MDD réduit la satisfaction des consommateurs à l’égard de l’assortiment et les pousser à migrer vers les marques nationales. / For the last years, the consistent development of store brands or private labels has resulted in a market composed of three segments: customers who are national brand loyal, (ii) store brand loyal and (iii) those who combine store and national brands. So the question becomes: why does the latter group of consumers migrate from a national brand to a store brand and vice versa? To our knowledge, no study has been conducted about this aspect of national brand and private label competition. The research in marketing has mainly studied brand switching between national brands and the choice of store brand. However, migration between the two types of brand might account for up to 20% of the purchase behaviours (source: MarketingScan panel). The purpose of this dissertation is to suggest a theoretical framework to understand the migration between the two types of brands. We analyzed the influence of variables at the brand and SKU, and product category levels, while accounting for the (observed and unobserved) individual and store specific factors. Our empirical analysis is based on the panel data from MarketingScan. We developed a Latent Factor Random Coefficients Multinomial Logistic Model that allows us to control for unobserved heterogeneity. We showed that the type of store brand had an influence on both the migration and the behavioural loyalty to store brand. The price is still important in the competition between private labels and national brands. Greater availability of SKUs at the brand level promotes migration to store brands, which helps them capture additional purchases. Nevertheless, a strong presence of private labels in a product category reduces consumer satisfaction with the assortment and consequently causes households to migrate to national brands.

A pesquisa trata da relação entre as transações com partes relacionadas (RPT\'s) e o desempenho nas companhias do Novo Mercado. Teve como objetivo identificar se esta relação pode ser afetada pelos mecanismos de governança corporativa, especificamente de supervisão e monitoramento por elas adotados voluntariamente. Foram consideradas as hipóteses dicotômicas apresentadas por Gordon, Henry e Palia (2004), denominadas de \"conflitos de interesse\" e \" transações eficientes\". Na tentativa de mensurar estas relações, adotou-se o modelo de análise de dados em painel por permitir a incorporação de informações temporais e reduzir o problema do viés de variáveis omitidas. Evidências sugerem que há relação entre as transações com partes relacionadas operacionais e o desempenho das companhias estudadas. No entanto, os resultados a respeito do efeito de moderação dos mecanismos de supervisão e monitoramento na utilização de tais contratos foram inconclusivos. / The study deals with the relationship between related party transactions (RPT\'s) and firm performance in the Brazilian \"Novo Mercado\", and its goal is to identify whether this relationship can be affected by mechanisms of corporate governance. Audit committee was used to measure corporate governance mechanisms. The two assumptions made by Gordon, Henry and Palia (2004), called \"conflicts of interest\" and \"efficient transactions\" were considered in this study. In an attempt to measure these relationships, it was adopted the model of panel data analysis to reduce the problem of omitted variable bias. The empirical results provide evidence that there is a relationship between related party transactions and firm performance. However, the results regarding the moderating effect of the mechanisms of supervision and use of such contracts have been inconclusive.

O presente trabalho tem como objetivo analisar o comportamento fiscal dos municípios paulistas frente a fatores de ordem política, quais sejam, o calendário eleitoral e as diferentes ideologias dos partidos políticos, entre os anos de 1989 e 2001, englobando assim três eleições municipais. Por meio do método de econometria de dados em painel, através do qual são analisados componentes específicos do orçamento público municipal, são encontradas evidências de impulsos positivos de despesa municipal nas eleições de 1992 e 1996. Por sua vez, no que diz respeito aos partidos políticos na gestão dos municípios, os resultados apresentam evidências de uma diferença mais contundente do PFL e do PTB em relação ao PT, o partido de referência. / This dissertation analyses the fiscal performance of São Paulo state municipalities, between the years of 1989 and 2001, considering the influence political factors, such as the electoral agenda and the different political parties’ ideologies. The period includes three municipal elections. Based on panel data econometric methods, specific components of the public municipal budget were analyzed. Evidences of positive impulses in municipal expenditures were found in the election years of 1992 and 1996 and, for the political parties, it is found evidences of significant differences of the parties PFL and PTB relative to PT, the reference party, in the management of municipal budget.

Made available in DSpace on 2016-03-15T19:26:08Z (GMT). No. of bitstreams: 1 Thiago Castiglia Gatti.pdf: 865379 bytes, checksum: 72d11f80acf5e86560d2bb8bc2b10a48 (MD5) Previous issue date: 2013-08-15 / This dissertation focused on studying the relationship between business risk and leverage of Brazilian companies. To this end, six variables were used to represent the business risk (standard deviation of ROA, standard deviation of log of sales,standard deviation of changes in operating income, the unlevered beta, the cyclicality and the operating leverage) and five index of debt (total debt, short term debt, longterm debt, financial debt and net debt) calculated at their book and market values. The method used in the study for the treatment of the data was the panel data and the model that was used to estimate was the static panel. Among the results obtained by the regressions performed, some to be emphasized were the negative relationship of the standard deviation of ROA with financial debts and net debts, the negative relationship of the standard deviation of the log of sales and the standard deviation of the change in operating income with variables of debt in book value and the unlevered beta negative relationship with the variables of debt in market value.This study concluded that the risk of business is relevant to decisions about the capital structure of companies. / Esta dissertação teve como foco estudar a relação entre o risco do negócio e o endividamento das empresas brasileiras. Para este fim, foram usadas seis variáveis para representar o risco de negócio (desvio padrão do ROA, do log das vendas, da variação da receita operacional, o beta desalavancado, o grau de ciclicidade e o grau de alavancagem operacional) e cinco índices de endividamento (endividamento total, endividamento de curto prazo, endividamento de longo prazo, dívida financeira e divida liquida) calculados em seus valores contábeis e de mercado. O método utilizado no trabalho para o tratamento dos dados foi o painel de dados e foi usado o modelo de estimação de painel estático. Dentre os resultados obtidos pelas regressões realizadas, alguns a serem destacados foram a relação negativa do desvio padrão do ROA com as dividas financeira e liquida, a relação negativa do desvio padrão do log das vendas e do desvio padrão da variação da receita operacional com as variáveis de endividamento em valor contábil e a relação negativa do beta desalavancado com as variáveis de endividamento em valor de mercado. Este trabalho concluiu que o risco de negócio é relevante para as decisões sobre a estrutura de capital da empresas.

This thesis strives to examine firstly if migration is a significant adaptation strategy to the experience of abundant precipitation, and secondly whether under-five mortality works attenuating or enhancing when being an intermediating factor. With cross-country panel data for precipitation and migration percentage for 169 countries over the world for the time period 1950-2005, a fixed effect model has been created for both parts of the analysis — in the first one to estimate the effects of abundant precipitation on migration flows, and in the second one to examine if and how the mortality rates of children under the age of five works as driver on the effect between abundant precipitation and migration. The results illustrated a positive and significant effect of precipitation on migration when same-year data was used. For the five-year lag data and the ten-year lag data, the null hypothesis which indicates that there is no relationship between the variables could not be rejected, but there were still results that indicated that the migration goes up in a five-year perspective and decreases in a ten-year perspective. The results from the first part of the analysis do not illustrate enormous effects. For the second part of the analysis, results show that the effect of precipitation on under-five mortality does, in contrary to the stated hypothesis, implicate an attenuation as opposed to an enhancement of the effect of precipitation on migration. Due to low precision and non-significant results, it is not possible to determine how exactly the effects are directly affecting each other. This thesis has however helped to prove that one can reject that the effects are strongly enhancing each other.

Cette thèse a pour objectif de mesurer les effets des politiques d’innovation. D’abord, elle se penche sur les effets de la politique de l’Union Européenne intitulée Programmes Cadres de Recherche et Développement (PCRDT) sur l’innovation des régions des 27 pays de l’Union Européenne. Ensuite, elle apporte une analyse approfondie des effets des Pôles de Compétitivité sur le processus d’innovation des entreprises françaises et leurs performances.L’originalité de la thèse réside essentiellement dans la mobilisation de techniques novatrices d'évaluation macro et micro-économétriques des politiques publiques. Les résultats de ces travaux éclaireront le rôle et l’efficacité des Programmes Cadres de Recherche et Développement dans les dynamiques régionales d’innovation mais également l’efficacité de la politique des Pôles de Compétitivité sur les performances des entreprises françaises en termes d’innovation, d’incitation à l’investissement privée, de création d’emploi et de compétitivité sur le marché. / This thesis aims at measuring the effects of innovation policies. It first focuses on the effects of the European Union (EU) policy titled Framework Programmes for Research and Development (FPs) on the regional innovation of the EU 27 countries. Thereafter, it brings a deep analysis of the effects of the French Competitiveness Clusters policy on firms’ innovation process and on their performances.The originality of the thesis lies in the mobilization of innovative macro and micro-econometric techniques to evaluate public policies. The results of this work will inform the role and effectiveness of the Framework Programmes for Research and Development in regional innovation dynamics, but also the effectiveness of the Competitiveness Clusters policy on French firms’ performances in terms of innovation, incentives for private investments, job creation and market competitiveness.

Embora alguns estudos tenham encontrado evidências acerca da eficácia da Lei de Responsabilidade Fiscal (LRF) em reduzir as despesas estaduais e municipais, procurou-se neste trabalho, analisar os efeitos da lei sobre níveis mais desagregados de despesa. Partiu-se da hipótese de que, possivelmente, os componentes menos rígidos de despesa teriam sido mais afetados pela LRF. Dessa forma, as despesas foram classificadas em categorias e funções, abrangendo os municípios brasileiros no período entre 1998 e 2004. A segmentação por categorias seguiu uma estrutura contábil, enquanto a classificação por funções se referiu à quatro principais áreas de destinação das despesas: social, overhead, infra-estrutura e outras. Os dados obtidos foram provenientes da FINBRA, uma base de dados elaborada pela Secretaria do Tesouro Nacional. Utilizou-se também a base de dados do Tribunal Superior Eleitoral para a construção de algumas variáveis políticas. Os resultados das análises descritivas mostraram que os gastos mais rígidos cresceram mais do que a receita para o total de municípios, indicando um maior comprometimento do orçamento. Adicionalmente, foram encontradas evidências de que a LRF obteve sucesso em fazer os municípios cumprirem os limites relacionados a ela. Inclusive, estimou-se um modelo de variável categórica (Logit de efeitos fixos) com o intuito de analisar o impacto da LRF sobre a probabilidade de cumprimento do limite de gasto com pessoal (60% da Receita Corrente Líquida). Os resultados indicaram que a LRF afetou positivamente a probabilidade de respeitarem o limite. No entanto, os municípios que se encontravam dentro dos limites podem não ter sido afetados pela lei, pois permitiram que a despesa com pessoal crescesse mais do que a receita. Os resultados das estimações pelo método de Anderson-Hsiao para painéis dinâmicos mostraram que a LRF não surtiu efeito sobre gastos com pessoal e outras despesas correntes (mais rígidos). O investimento (menos rígido) foi a categoria mais prejudicada, pois sofreu forte redução devido à lei. Assim, a LRF reduziu a despesa total, mas em virtude da forte queda do investimento. Os resultado obtidos para as funções de despesa mostraram que o gasto com social sofreu uma pequena redução, enquanto a despesa com overhead um aumento. O gasto com infra-estrutura (menos rígido) foi o mais atingido, apresentando uma forte queda em virtude da lei, a qual acabou influenciando no resultado da despesa orçamentária. Portanto, as evidências encontradas neste trabalho confirmam a hipótese de que o ajuste promovido pela LRF se deu realmente sobre os componentes menos rígidos de despesa. / Although some studies have found evidences about the efficacy of the Fiscal Responsibility Law (FRL) in reducing state and municipal expenditures, it was intended to analyze the effects of the law on more disaggregated levels of expenditures in this work. The initial hypothesis was that more flexible expenditures components would have been more affected by the FRL. Thus, the expenditures were classified in categories and functions, considering the brazilian Municipal Districts in the period between 1998 and 2004. The repartition by categories followed an accounting structure, while the classification by functions referred to four main areas of expenditures destination: social, overhead, infrastructure and others. The data were obtained from FINBRA, a database elaborated by the National Treasury Office. The Electoral Supreme Court database was also utilized in the construction of political variables. The results of the descriptive analysis showed that less flexible expenditures increased more than the revenues, indicating a higher commitment of the budget. Further, it was found evidences that the FRL succeed in making the municipal districts accomplish the limits related to it. It was also estimated a model of categorical variable (Fixed effects Logit) that analyzes the impact of the FRL on the probability of accomplishing the personnel expenditure limit (60% of the Net Current Revenue). The results showed that the FRL had a positive effect on the probability of respecting the limit. Nevertheless, the municipal districts that were already respecting the limit may not have been affected by the law, since they let the personnel expenditure increase more than the revenue. The results of the estimations by Anderson-Hsiao?s dynamic panel data method indicated that the FRL didn?t have effect on personnel and other current expenditures (less flexible). The investment (more flexible) was the most damaged category, since it suffered a major reduction by the law. Thus, the FRL had a negative impact on total expenditure by making the investment decrease considerably. The results obtained for the expenditure functions showed that the social expenditure had a slight decrease, while the overhead?s had an increase. The infrastructure expenditure (more flexible) was the most affected, showing a major decrease caused by the law, which influenced the result of the total expenditure. Therefore, the evidence founded in this work confirms the hypothesis that the adjustment accomplished by the FRL indeed reached the more flexible expenditure components.