Descobrindo modelos de previsão para a inflação brasileira : uma análise a partir do algoritmo autometrics

O presente trabalho tem como objetivo avaliar a capacidade preditiva de modelos econométricos de séries de tempo baseados em indicadores macroeconômicos na previsão da inflação brasileira (IPCA). Os modelos serão ajustados utilizando dados dentro da amostra e suas projeções ex-post serão acumuladas de um a doze meses à frente. As previsões serão comparadas a de modelos univariados como autoregressivo de primeira ordem - AR(1) - que nesse estudo será o benchmark escolhido. O período da amostra vai de janeiro de 2000 até agosto de 2015 para ajuste dos modelos e posterior avaliação. Ao todo foram avaliadas 1170 diferentes variáveis econômicas a cada período a ser projetado, procurando o melhor conjunto preditores para cada ponto no tempo. Utilizou-se o algoritmo Autometrics para a seleção de modelos. A comparação dos modelos foi feita através do Model Confidence Set desenvolvido por Hansen, Lunde e Nason (2010). Os resultados obtidos nesse ensaio apontam evidências de ganhos de desempenho dos modelos multivariados para períodos posteriores a 1 passo à frente.

Escândalos políticos e o clima econômico dos países sul-americanos: evidências baseadas na confiança de especialistas

Qual o impacto dos escândalos políticos sobre o clima econômico dos países sul-americanos? O presente trabalho busca responder essa pergunta ao avaliar a confiança de especialistas na economia de sete países sul-americanos durante a ocorrência de escândalos políticos em um recorte temporal de 10 anos (de 2005 até 2014). Entendemos os escândalos políticos como sendo eventos noticiados pela mídia envolvendo os presidentes das repúblicas sul-americanas em episódios de corrupção ou abuso de poder. Já o clima econômico é medido a partir da avaliação da economia por especialistas regularmente consultados pela Sondagem Econômica da América Latina, uma pesquisa que gera a construção do Índice de Clima Econômico da América Latina. Evidências apontam a influência de determinantes políticos sobre a avaliação econômica realizada pelo público geral. Poucos estudos exploram o processo de formação da confiança econômica de especialistas. Utilizamos o modelo de regressão em painel para verificar a correlação entre escândalos políticos e o Índice de Clima Econômico. Nenhuma correlação pôde ser verificada quando adotamos um modelo relacionado à economia internacional. Surpreendentemente, encontramos uma correlação significante e positiva quando adicionamos variáveis econômicas domésticas à análise. Acreditamos que futuras contribuições para o tema devam levar em conta a importância do papel das instituições como elemento fundamental na confiança de especialistas.

Speculative bubbles and contagion: analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model

Reviewing the de nition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed by (Engle and Sheppard 2001) as on one hand as an econometrics explanation and on the other hand the behavioral nance as an psychological explanation. Contagion is de ned in this context as the statistical break in the computed DCCs as measured by the shifts in their means and medians. Even it is astonishing, that the contagion is lower during price bubbles, the main nding indicates the presence of contagion in the di¤erent indices among those two continents and proves the presence of structural changes during nancial crisis

Genetic characterization of Brazilian annual Arachis species from sections Arachis and Heteranthae using RAPD markers

The genus Arachis is divided into nine taxonomic sections. Section Arachis is composed of annual and perennial species, while section Heteranthae has only annual species. The objective of this study was to investigate the genetic relationships among 15 Brazilian annual accessions from Arachis and Heteranthae using RAPD markers. Twenty-seven primers were tested, of which nine produced unique fingerprintings for all the accessions studied. A total of 88 polymorphic fragments were scored and the number of fragments per primer varied from 6 to 17 with a mean of 9.8. Two specific markers were identified for species with 2n = 18 chromosomes. The phenogram derived from the RAPD data corroborated the morphological classification. The bootstrap analysis divided the genotypes into two significant clusters. The first cluster contained all the section Arachis species, and the accessions within it were grouped based upon the presence or absence of the 'A' pair and the number of chromosomes. The second cluster grouped all accessions belonging to section Heteranthae.

A microsatellite-based, gene-rich linkage map for the AA genome of Arachis (Fabaceae)

Cultivated peanut (Arachis hypogaea) is an important crop, widely grown in tropical and subtropical regions of the world. It is highly susceptible to several biotic and abiotic stresses to which wild species are resistant. As a first step towards the introgression of these resistance genes into cultivated peanut, a linkage map based on microsatellite markers was constructed, using an F-2 population obtained from a cross between two diploid wild species with AA genome (A. duranensis and A. stenosperma). A total of 271 new microsatellite markers were developed in the present study from SSR-enriched genomic libraries, expressed sequence tags (ESTs), and by data-mining sequences available in GenBank. of these, 66 were polymorphic for cultivated peanut. The 271 new markers plus another 162 published for peanut were screened against both progenitors and 204 of these (47.1%) were polymorphic, with 170 codominant and 34 dominant markers. The 80 codominant markers segregating 1:2:1 (P < 0.05) were initially used to establish the linkage groups. Distorted and dominant markers were subsequently included in the map. The resulting linkage map consists of 11 linkage groups covering 1,230.89 cM of total map distance, with an average distance of 7.24 cM between markers. This is the first microsatellite-based map published for Arachis, and the first map based on sequences that are all currently publicly available. Because most markers used were derived from ESTs and genomic libraries made using methylation-sensitive restriction enzymes, about one-third of the mapped markers are genic. Linkage group ordering is being validated in other mapping populations, with the aim of constructing a transferable reference map for Arachis.

Genetic relationships among Arachis species based on AFLP

Amplified Fragment Length Polymorphism (AFLP) was used to establish the genetic relationships among 20 species from seven of the nine sections of genus Arachis. The level of polymorphism among nine accessions of the cultivated peanut, A. hypogaea L., was also evaluated. Three combinations of primers were used to amplify the AFLPs. The fragments were separated in 6% denaturing acrylamide gels. A total of 408 fragments were analyzed. An average of 135.3 fragments per primer combination were scored, and the largest number of fragments was 169 using primer combination Eco RI - ACC / Mse I - CTG, while the lowest was 108, with Eco RI - ACT / Mse I - CTT. In general, the genetic relationships established using AFLPs agreed with the classification established using morphology and crossability data. The results indicated that AFLPs are good markers for establishing the relationships among Arachis species. The polymorphism detected in A. hypogaea by this method was higher than the one found with other markers, like RAPDs and RFLPs. However, our data suggest that the polymorphism detected be using AFLP with only three primer combinations is still too low to be used for any kind of genetic study in this species.

Genetic diversity in section Rhizomatosae of the genus Arachis (Fabaceae) based on microsatellite markers

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A linkage map for the B-genome of Arachis (Fabaceae) and its synteny to the A-genome

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Phylogenetic relationships in genus Arachis based on ITS and 5.8S rDNA sequences

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Search for narrow resonances in dilepton mass spectra in pp collisions at root s=7 TeV CMS Collaboration

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for the standard model Higgs boson decaying to bottom quarks in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)