Dissertation/Thèse

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2023
Thèses
1
  • MARIA TELICE DO NASCIMENTO SALDANHA
  • REGIONAL BUSINESS CYCLES: AN APPROACH THROUGH THE DYNAMIC MODEL OF HIERARCHICAL FACTORS
     
     
  • Leader : CRISTIANO DA COSTA DA SILVA
  • MEMBRES DE LA BANQUE :
  • CRISTIANO DA COSTA DA SILVA
  • JOSÉ MARIA DA CUNHA JÚNIOR
  • RODOLFO HERALD DA COSTA CAMPOS
  • Data: 24 févr. 2023


  • Afficher le Résumé
  • In order to measure regional economic cycles, the present work aims to understand, through cyclical 
    indicators of economic activity, business cycles at national, regional and state level. In addition to 
    characterizing the economic activity of regions and states, assessing economic fluctuations and analyzing 
    regional economic shocks. Monthly data were used for the period between January 2004 and June 2022. 
    The research covered Brazilian states and used four series of data (Regional Economic Activity Index (IBCR), 
    Formal Employment Index, Industrial Production Index – Industry and the Index and variation of nominal 
    revenue and volume of sales in retail trade). To obtain the results, it was necessary to use the hierarchical 
    dynamic factors model. From it it was possible to obtain idiosyncratic blocks, sub-blocks and/or components. 
    The main results could show the influence of the common factors observed. Being São Paulo, Ceará, Bahia 
    and Amazonas the states that have the greatest influence of the national situation and Goiás which has the 
    greatest idiosyncratic influence within the other states observed for the fourstudy series.
2
  • MARIA RAIANE RAFAELA RODRIGUES
  • DETERMINANTS OF ECONOMIC GROWTH OF THE STRATA BRAZILIAN MUNICIPALITIES: AN ANALYSIS ON A DYNAMIC PANEL
  • Leader : CRISTIANO DA COSTA DA SILVA
  • MEMBRES DE LA BANQUE :
  • WALLACE PATRICK SANTOS DE FARIAS SOUZA
  • CRISTIANO DA COSTA DA SILVA
  • LUCAS LÚCIO GODEIRO
  • Data: 27 févr. 2023


  • Afficher le Résumé
  • One of the main challenges of economic science is to explain the determinants and dynamics of a country's growth, which is essential to sustain its productive capacity. the research aims to verify which variables explain the economic growth of the states of Brazil. capturing the economic situation. Bearing in mind that the Brazilian economy has a very diversified economic structure, potentialities in different sectors, shown them can direct actions that have the intention of minimizing the existing disparities. The analysis aims to explain the GDP per capita of the 146 geographic strata with a group of explanatory variables on human capital, financial system, business environment and social infrastructure, in the period 2012-2019. Therefore, to achieve the proposed objective of the research, the adopted econometric method was the dynamic panel technique estimated by Two-Step System-GMM. The main results obtained were the 146 Geographic Strata that present disparities in economic growth. In general, the groups of variables used have a positive impact on GDP per capita, Human capital variables, specifically, workers with higher education, have a positive and significant impact on GDP per capita of the strata. Thus policies and actions are extremely important in an attempt to reduce existing disparities

3
  • ARLY DAYANY FERNANDES LOPES DE CARVALHO
  • FISCAL REACTION FUNCTION AND FISCAL INTERACTIONS: AN ANALYSIS FOR BRAZILIAN STATES BASED 
    ON AN AUTOREGRESSIVE SPATIAL MODEL
  • Leader : RODOLFO HERALD DA COSTA CAMPOS
  • MEMBRES DE LA BANQUE :
  • RODOLFO HERALD DA COSTA CAMPOS
  • CRISTIANO DA COSTA DA SILVA
  • JOSÉ MARIA DA CUNHA JÚNIOR
  • Data: 14 mars 2023


  • Afficher le Résumé
  • This research aimed to analyze whether the strategic interactions between governments, in same level and in 
    different layers, have an impact on fiscal deficits of Brazilian states between 2003 - 2018, that is, how the fiscal 
    behavior of the states and the Union affect the adjustment of state fiscal deficits. To investigate the dynamics of
     this variable, considering the effects of the adjustments in the deficits of the other neighboring states and the 
    deficits of the Union, it is proposed a modified fiscal reaction function including spatial effects that capture the 
    strategy interaction between states. The results show that there is no active fiscal policy in terms of generation 
    of the surplus to the increase of the public debt of the Brazilian states. It is worth highlighting the presence of 
    positive horizontal interaction and a negative vertical interaction, these factors being crucial in the erosion of 
    fiscal balances.
4
  • CAMILA ESCOBAR
  • Impact of Exports on the Survival of Businesses Irrigated Fruit Growing in Rio Grande do Norte
  • Leader : EMANOEL MARCIO NUNES
  • MEMBRES DE LA BANQUE :
  • EMANOEL MARCIO NUNES
  • JOEDSON JALES DE FARIAS
  • JOSIVAN BARBOSA MENEZES FEITOZA
  • Data: 11 avr. 2023


  • Afficher le Résumé
  • The factors that are decisive for the performance of the exporting company was studied in different countries. . When we observe the Brazilian business economy, we notice that it is a potential exporter of commodities and throughout history the country's economy was strongly supported by the performance of exports of products with low added value. Rio Grande do Norte has an influential business branch in the economy of the Northeast region focused on the export of these products, with a focus on irrigated fruit growing. Given the comparative advantages they have, several national and international companies have settled in the region. In this way, the work proposes to understand the impacts of exports on the survival of irrigated fruit growing companies, obtained through the Survival analysis. The analysis reveals that in 20 years of existence, the exporting company is almost twice as likely to survive compared to the non-exporting company. In a period of 40 years, the company that has these external relations has a survival rate of 45%, while the company that does not have this rate decreases by around 15%



5
  • DIÓGENES PINHEIRO DE MEDEIROS JÚNIOR
  • Real/Dollar Exchange Rate Forecast for the Brazilian Economy Using Predictors Macroeconomics and Supervised Machine Learning.
  • Leader : LUCAS LÚCIO GODEIRO
  • MEMBRES DE LA BANQUE :
  • LUCAS LÚCIO GODEIRO
  • JOEDSON JALES DE FARIAS
  • DIEGO PITTA DE JESUS
  • Data: 14 avr. 2023


  • Afficher le Résumé
  • In order to utilize recursively supervised machine learning techniques via Ridge, LASSO, and Elastic Net to enhance Kitchen-Sink regression in predicting the exchange rate between the Brazilian Real (BRL) and the United States Dollar (USD), a combination of predictors of macroeconomic fundamentals including uncovered interest rate parity,
    purchasing power parity, monetary fundamentals, Taylor rule, and terms of trade was employed to examine their explanatory power relative to the benchmark model (Random Walk). Only out-of-sample predictive power was examined to ascertain the robustness of the approach, between 2013:01 to 2022:12. The findings indicate that the efficient Kitchen-Sink model is unable to predict the exchange rate statistically/economically. On the other hand, only the UIP predictor demonstrated a good long-term performance, surpassing the benchmark, and furthering utility gains for risk-averse investors.

6
  • RAFAELA CABRAL DE OLIVEIRA
  • Wage differences of workers in the red ceramic industry in Brazil.
  • Leader : LUCAS LÚCIO GODEIRO
  • MEMBRES DE LA BANQUE :
  • ALEXSANDRO GONÇALVES DA SILVA PRADO
  • JOEDSON JALES DE FARIAS
  • LUCAS LÚCIO GODEIRO
  • Data: 14 avr. 2023


  • Afficher le Résumé
  • This study intends to analyze the wage gap between men and women in the red ceramic industry in Brazil in the years 2012, 2017 and 2021. Therefore, the main objective of this research is to identify the wage gap between formal workers in the Brazilian red ceramic industry , analyzing inequalities by macro-region, using microdata from the Continuous National Household Sample Survey – PNAD-C, from the Brazilian Institute of Geography and Statistics (IBGE). Methodologically, this work initially made estimates using Ordinary Least Squares (OLS), later, used the Oaxaca-Blinder (1973) yield decomposition methodology, and, finally, made use of the recent red influence functions (RIF) regression method formulated by Firpo et al. (2007). The results indicate that there is a wage difference between workers in the Brazilian red ceramic industry, where this greater gap is in higher wages. The estimates also show that income is impacted by the level of education, where workers with higher education have higher incomes than illiterate workers in the sector. Furthermore, the study highlights inequality in income between men and women, where the results suggest the existence of possible discrimination against women. Finally, it is noted that the largest significant wage differential is to the detriment of the Northeast macro-region, with these inequalities present in all years of the analyzed period, however, the estimates of the South macro-region showed the lowest wage disparity when compared to the earnings of workers residing in the Southeast macro-region, which was used as the base variable for comparison.

7
  • MATHEUS VICTOR DE MEDEIROS COSTA
  • THE CHARACTERIZATION OF THE GLOBAL VALUE CHAIN (GVC) OF MELON IN THE CONTEXT OF THE 
    BRAZILIAN EXPORT MODEL: evidence for the state of Rio Grande do Norte.
  • Leader : EMANOEL MARCIO NUNES
  • MEMBRES DE LA BANQUE :
  • EMANOEL MARCIO NUNES
  • JOSIVAN BARBOSA MENEZES FEITOZA
  • LAURO CÉSAR BEZERRA NOGUEIRA
  • Data: 12 mai 2023


  • Afficher le Résumé
  • This present work presents an application of the indices of revealed comparative advantage and product 
    concentration, with the objective of analyzing the dynamics of exports, especially of the Global Value Chain (GVC)
    of melons from Rio Grande do Norte, considering the destinations and the reaching prominent spaces during the 
    production and commercialization processes of world commodities. As a methodology, analyzes were used based 
    on data provided by COMEX, the Secretariat for Economic Development (SEDEC/RN), among others. sources. 
    Faced with so many processes, there was an alignment of the technical standard adopted by the Global Value 
    Chain (CGV) for melons with the prevailing global diet, as well as important changes in the productive structures 
    of Rio Grande do Norte, especially through the intra-company movement . In conclusion, the actions of the actors 
    and commercial partners are decisive, mainly the dynamics of the Executive Committee of Fruticulture of Rio 
    Grande do Norte, as well as the advantages that the state takes in the production of melon.
2022
Thèses
1
  • SAMARA DE MELO RAMALHO
  •  

    THE INTEGRATION OF THE GLOBAL VALUE CHAIN (GVC) OF MELON IN THE CONTEXT OF THE BRAZILIAN AGRO-EXPORT MODEL
  • Leader : EMANOEL MARCIO NUNES
  • MEMBRES DE LA BANQUE :
  • EMANOEL MARCIO NUNES
  • JOEDSON JALES DE FARIAS
  • JOSIVAN BARBOSA MENEZES FEITOZA
  • Data: 25 août 2022


  • Afficher le Résumé
  • In recent years, agribusiness has increased its share in the international market. One of the main sectors on the rise is the fruit sector, which is becoming one of the main highlights for being one of the few products that a Global Value Chain in Brazil, with Rio Grande do Norte being the leading state in the export ranking, however, this fruit is still little exported, however, production is still at its potential. Therefore, it is a justification for the elaboration of this work, it is a need for studies that aim to identify and analyze the competitive potential of melon against the foreign market. This study has the ability to study the objective of Rio Grande do Norte in the international market, in view of making it historical and productive, in order to verify if the production capacity for the use of promotion and the advantage is comparative market abroad will become an important source of research. For this analysis, we chose to measure the Revealed Comparative Advantage Index (IVCR), proposed by Balassa and the Symmetrical Revealed Comparative Advantage Index (IVCRs), proposed by Lauren (1998). The data base to calculate this index was collected from Secex/MDIC and Trade Map. The results exported that does not offer the general performance of fresh honey presented an evolution in the rate of the indicator of comparative advantages, the Brazilian premium does not perform the comparative advantages of Brazilian fresh honey. The sector became more competitive after the 2000 period, such as during the 2000 review period, where a pullback due to the 2008 review financial study was a pullback due to the 2008 review financial study.
    1197-2021) finds that the average growth rate indicated an improvement in the performance of Brazilian fresh melon exports.

2
  • SAMARA DE MELO RAMALHO
  •  

    THE INTEGRATION OF THE GLOBAL VALUE CHAIN (GVC) OF MELON IN THE CONTEXT OF THE BRAZILIAN AGRO-EXPORT MODEL
  • Leader : EMANOEL MARCIO NUNES
  • MEMBRES DE LA BANQUE :
  • EMANOEL MARCIO NUNES
  • JOEDSON JALES DE FARIAS
  • JOSIVAN BARBOSA MENEZES FEITOZA
  • Data: 25 août 2022


  • Afficher le Résumé
  • In recent years, agribusiness has increased its share in the international market. One of the main sectors on the rise is the fruit sector, which is becoming one of the main highlights for being one of the few products that a Global Value Chain in Brazil, with Rio Grande do Norte being the leading state in the export ranking, however, this fruit is still little exported, however, production is still at its potential. Therefore, it is a justification for the elaboration of this work, it is a need for studies that aim to identify and analyze the competitive potential of melon against the foreign market. This study has the ability to study the objective of Rio Grande do Norte in the international market, in view of making it historical and productive, in order to verify if the production capacity for the use of promotion and the advantage is comparative market abroad will become an important source of research. For this analysis, we chose to measure the Revealed Comparative Advantage Index (IVCR), proposed by Balassa and the Symmetrical Revealed Comparative Advantage Index (IVCRs), proposed by Lauren (1998). The data base to calculate this index was collected from Secex/MDIC and Trade Map. The results exported that does not offer the general performance of fresh honey presented an evolution in the rate of the indicator of comparative advantages, the Brazilian premium does not perform the comparative advantages of Brazilian fresh honey. The sector became more competitive after the 2000 period, such as during the 2000 review period, where a pullback due to the 2008 review financial study was a pullback due to the 2008 review financial study.
    1197-2021) finds that the average growth rate indicated an improvement in the performance of Brazilian fresh melon exports.

3
  • MARCHEZAN ALBUQUERQUE TAVEIRA
  • SIMPLES NATIONAL: IMPACTS ON AGGREGATE EMPLOYMENT IN BRAZIL
  • Leader : FRANCISCO SOARES DE LIMA
  • MEMBRES DE LA BANQUE :
  • FREDERICO AUGUSTO GOMES DE ALENCAR
  • FRANCISCO SOARES DE LIMA
  • JOEDSON JALES DE FARIAS
  • Data: 19 déc. 2022


  • Afficher le Résumé
  • Simples Nacional is, by far, the largest tax spending policy in the country, responding for tax breaks of hundreds of millions of reais each year. The present work has the objective of analyzing the impact of such tax expenditures on the aggregate employment of the economics, a front practically unexplored in the literature. We also opened the analysis to assess such influence in the major economic sectors: Agriculture, Industry, Construction, Commerce and Services. To investigate the influence of these expenses on the generation of employment, the methodology used was the Quantile Regression, through the models of Fixed Effects, according to Koenker's formulation (2004), and Random Effects Correlated, according to the model by Abrevaya and Dahl (2008). this method econometric, semiparametric, it allows evaluating the impacts of a public policy to the along the entire quantile distribution of the dependent variable, being robust to outliers and presence of heteroscedasticity in terms of estimation error. To estimate the expenses Simples Nacional taxes, variable of interest, we start from the gross revenue and the mass salary of companies belonging to the regime in 16 economic sectors, according to CNAE classification, distributing such sectors by federation units, in eight years of research (2011 to 2018), composing a panel of 3,456 observations. The results found allow us to conclude that the tax expenditures of the Simples Nacional produced, in the analyzed period, significant and favorable influence on aggregate employment in the economy Brazil and also individually in each of the evaluated sectors. Yet, within hypotheses considered in the work, Simples Nacional demonstrated an advantageous cost-benefit ratio, although, given the characteristics of the program, it is difficult to design a counterfactual scenario.

     


4
  • LUIZ EDUARDO FERNANDES JÚNIOR
  • LEADING INDICATOR OF THE GLOBAL ECONOMY: A CONSTRUCTION FROM THE HIERARCHICAL DYNAMIC FACTORS 
    MODEL
  • Leader : CRISTIANO DA COSTA DA SILVA
  • MEMBRES DE LA BANQUE :
  • JOSÉ MARIA DA CUNHA JÚNIOR
  • CRISTIANO DA COSTA DA SILVA
  • RODOLFO HERALD DA COSTA CAMPOS
  • Data: 27 déc. 2022


  • Afficher le Résumé
  • This work had as objective the construction of indicators that anticipate the movements of economic cycles, and 
    thereby anticipate their onset through the dynamics of the economies of the 27 countries responsible for more than
    84% of the global economy and the dynamics of the prices of the main commodities responsible for most of world
    trade. To this end, Several steps were necessary until the operationalization of the study. At first, it was necessary to
    collect all available data to all countries initially selected in the database (St. Louis FED) of the American Central
    Bank - achieved through an automation for the creation of a glossary containing all the details for more than 39 
    thousand series. Subsequently, the filters with the imposed requirements were applied, leaving just over 5 thousand.
    There was a need to reduce the number of series due to the limited computational power, therefore, the use 
    of the model for variable selection, Elastic-Net, which selected the most relevant to the quarterly GDP of each
    country. From there, the data were grouped in blocks and sub-blocks organized by the dynamics of the 
    economies. The model used to construct the indicator was the Factor Model. Hierarchical Dynamics that 
    aggregates series with common factors, by blocks sectoral, subsectoral and/or idiosyncratic components. 
    The resulting factor had good adherence to tests, showing good ability to predict crises. When generating the 
    probabilities softened, it was possible to foresee the crisis of the Coronavirus already in January 2020, for the
    Subprime crisis had a more modest performance, can be explained by the fact that it contains the weight of all 
    other economies in addition to the American one, and also due to the shortened time horizon. The factor of 
    Financial Market generated very efficient probabilities, anticipating all major events, but also issuing alerts for 
    periods that do not there were crises, but being more localized recessions.

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