3 resultados para Mercado financeiro - Métodos estatísticos

em Universidade Federal de Uberlândia


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This dissertation investigates, based on the Post-Keynesian theory and on its concept of monetary economy of production, the exchange rate behavior of the Brazilian Real in the presence of Brazilian Central Bank's interventions by means of the so-called swap transactions over 2002-2015. Initially, the work analyzes the essential properties of an open monetary economy of production and, thereafter, it presents the basic propositions of the Post-Keynesian view on the exchange rate determination, highlighting the properties of foreign exchange markets and the peculiarities of the Brazilian position into the international monetary and financial system. The research, thereby, accounts for the various segments of the Brazilian foreign exchange market. To accomplish its purpose, we first do a literature review of the Post-Keynesian literature about the topic. Then, we undertake empirical exams of the exchange rate determination using two statistical methods. On the one hand, to measure the volatility of exchange rate, we estimate Auto-regressive Conditional Heteroscedastic (ARCH) and Generalized Auto-regressive Conditional Heteroscedastic (GARCH) models. On the other hand, to measure the variance of the exchange rate in relation to real, financial variables, and the swaps, we estimate a Vector Auto-regression (VAR) model. Both experiments are performed for the nominal and real effective exchange rates. The results show that the swaps respond to exchange rate movements, trying to offset its volatility. This reveals that the exchange rate is, at least in a certain magnitude, sensitive to swaps transactions conducted by the Central Bank. In addition, another empirical result is that the real effective exchange rate responds more to the swaps auctions than the nominal rate.

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In 2004, the National Institutes of Health made available the Patient-Reported Outcomes Measurement Information System – PROMIS®, which is constituted of innovative item banks for health assessment. It is based on classical, reliable Patient-Reported Outcomes (PROs) and includes advanced statistical methods, such as Item Response Theory and Computerized Adaptive Test. One of PROMIS® Domain Frameworks is the Physical Function, whose item bank need to be translated and culturally adapted so it can be used in Portuguese speaking countries. This work aimed to translate and culturally adapt the PROMIS® Physical Function item bank into Portuguese. FACIT (Functional Assessment of Chronic Illness Therapy) translation methodology, which is constituted of eight stages for translation and cultural adaptation, was used. Fifty subjects above the age of 18 years participated in the pre-test (seventh stage). The questionnaire was answered by the participants (self-reported questionnaires) by using think aloud protocol, and cognitive and retrospective interviews. In FACIT methodology, adaptations can be done since the beginning of the translation and cultural adaption process, ensuring semantic, conceptual, cultural, and operational equivalences of the Physical Function Domain. During the pre-test, 24% of the subjects had difficulties understanding the items, 22% of the subjects suggested changes to improve understanding. The terms and concepts of the items were totally understood (100%) in 87% of the items. Only four items had less than 80% of understanding; for this reason, it was necessary to chance them so they could have correspondence with the original item and be understood by the subjects, after retesting. The process of translation and cultural adaptation of the PROMIS® Physical Function item bank into Portuguese was successful. This version of the assessment tool must have its psychometric properties validated before being made available for clinical use.

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The past few decades have brought many changes to the dental practice and the technology has become ready available. The result of a satisfactory rehabilitation treatment basically depends on the balance between biological and mechanical factors. The marginal adaptation of crowns and prosthetic structures is vital factor for long-term success. The development of CAD / CAM technology in the manufacture of dental prostheses revolutionized dentistry, this technology is capable of generating a virtual model from the direct digital scanning from the mouth, casts or impressions. It allows the planning and design of the structure in a computered software. The virtual projects are obtained with high precision and a significant reduction in clinical and laboratory time. Thus, the present study (Chapters 1, 2 and 3) computed microtomography was used to evaluate, different materials, different CAD/CAM systems, different ways of obtaining virtual model (with direct or indirect scanning), and in addition, also aims to evaluate the influence of cementing agent in the final adaptation of crowns and copings obtained by CAD / CAM. Furthermore, this study (Chapter 4, 5 and 6) also aims to evaluate significant differences in vertical and horizontal misfits in abutment-free frameworks on external hexagon implants (HE) using full castable UCLAs, castable UCLAs with cobalt-chromium pre-machined bases and obtained by CAD / CAM with CoCr or Zirconia by different scanning and milling systems. For this, the scanning electron microscopy and interferometry were used. It was concluded that the CAD / CAM technology is capable to produce restorations, copings and screw-retained implant-supported frameworks in different materials and systems offering satisfactory results of marginal accuracy, with significative reduction in clinical and laboratory time.