Mestrado em Economia
URI Permanente para esta coleção
Nível: Mestrado Acadêmico
Ano de início: 1994
Conceito atual na CAPES: 4
Ato normativo:
Homologado pelo CNE (Portaria MEC nº 486, de 14/05/2020).
Publicação no DOU em 18/05/2020, seção 1, p. 93.
Parecer nº 839/2019 CNE/CES
Periodicidade de seleção: Semestral
Área(s) de concentração: Teoria Econômica
Url do curso: https://economia.ufes.br/pt-br/pos-graduacao/PPGEco/detalhes-do-curso?id=1432
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Submissões Recentes
- ItemUm estudo sobre a sustentabilidade financeira do programa seguro-desemprego no Brasil (2000-2022) à luz da interpretação pós-keynesiana(Universidade Federal do Espírito Santo, 2024-03-28) Araújo, Leina Iade; Salles, Alexandre Ottoni Teatini ; https://orcid.org/0000-0001-9074-2531 ; http://lattes.cnpq.br/1107306178088215 ; https://orcid.org/0000-0001-8190-8886 ; http://lattes.cnpq.br/5110133939259957 ; Moreira, Ricardo Ramalhete ; https://orcid.org/0000-0002-1905-4872 ; http://lattes.cnpq.br/3263921271806291 ; Santos, Julio Fernando Costa ; https://orcid.org/0000-0002-2695-3200 ; http://lattes.cnpq.br/2980036542780514The present dissertation aims to study the financial sustainability of the unemployment insurance program in Brazil based on its ability to adapt to the country's socioeconomic changes between the years 2000 and 2022. To analyze this topic, the theoretical approach of the Post-Keynesian School was chosen. In this way, the historical evolution of the unemployment insurance program in Brazil and its operation from 2000 to 2022 is analyzed. The core of this investigation starts from the increase in insurance expenses, the amount paid with the benefit between 2008 and 2015 increased by around 140%. This led to the investigation of the long-term relationship between revenues from the Workers' Support Fund (FAT), unemployment insurance expenses and macroeconomic variables GDP and the unemployment rate. To this end, the econometric methodology of a vector error correction model (VECM) was used. The results indicated that the variables included in the model play a significant role in explaining variations in FAT revenue in the long term. This empirical evidence strengthens post-Keynesian interpretations about the need for stability in employment policies and the economy as a whole for the sustainability of the social protection system
- ItemMétodos de Machine Learning para Reconciliação Ótima de Séries Temporais Hierárquicas e Agrupadas(Universidade Federal do Espírito Santo, 2024-02-29) Miranda, Alberson da Silva; Pereira, Guilherme Armando de Almeida Pereira; https://orcid.org/0000-0002-2833-1384; http://lattes.cnpq.br/5139328860920389; https://orcid.org/0000-0001-9252-4175; http://lattes.cnpq.br/8428012718249167; Monte, Edson Zambom; https://orcid.org/0000-0002-6878-5428; http://lattes.cnpq.br/5543595580825181; Oliveira, Fernando Luiz Cyrino; https://orcid.org/0000-0003-1870-9440; http://lattes.cnpq.br/0348074510343282In the last decade, hierarchical time series forecasting has experienced substantial growth, characterized by advancements that have significantly improved the accuracy of forecasting models. Recently, machine learning methods have been integrated into the literature on hierarchical time series as a new approach for forecasting reconciliation. This work builds upon these advancements by further exploring the potential of ML methods for optimizing the reconciliation of hierarchical and grouped time series. Moreover, the impact of various training set acquisition strategies, such as in-sample forecasts obtained through rolling origin forecasting, fitted values of reestimated models, and fitted values of base forecast models, as well as alternative crossvalidation strategies, was investigated. To evaluate the proposed methodology, two case studies were carried out. The first study focuses on the Brazilian financial sector, specifically forecasting loan and financing balances for the State Bank of Espírito Santo. The second study uses Australian domestic tourism datasets, which are frequently referenced in hierarchical time series literature. The proposed methodology was compared with traditional methods for forecasting reconciliation such as bottom-up, top-down and minimum trace. The results show that there is no unique method or strategy that consistently outperforms all others. Nonetheless, the appropriate combination of ML method and strategy can lead to up to a 93% improvement in accuracy compared to the best-performing analytical reconciliation method.
- ItemDesigualdade de rendimentos no Brasil: uma decomposição a partir da PNADC(Universidade Federal do Espírito Santo, 2023-05-25) Delboni, Maria Gertrudes Posmoser; Ferreira, Mariana Fialho; http://lattes.cnpq.br/6904941332556485; https://orcid.org/0000-0003-2196-9323; http://lattes.cnpq.br/5912513264716736; Vaz, Daniela Verzola; https://orcid.org/0000-0003-4505-6318; http://lattes.cnpq.br/0660264084359409; Seixas, Renato Nunes de Lima; https://orcid.org/0000000205105181; http://lattes.cnpq.br/1824359260532530The object of this work is to empirically analyze the main determinants of income inequality in Brazil and its demographic regions in 2019. Using the income inequality decomposition method proposed by Cowell and Fiorio (2011) and making use of nonidentified from the Continuous National Household Sample Survey (PNADC), it was possible to identify that between regions and economic sectors, schooling did not have a predominant influence in explaining wage inequality, given that a relevant portion of inequality is being produced in the labor market, as that formalization was the factor that most contributed to explain inequality in the North and Northeast regions.
- ItemDemocracia versus internet: o mercado de mídias sociais no capitalismo contemporâneo(Universidade Federal do Espírito Santo, 2023-02-16) Gouvêa, Bruna Medeiros; Herscovici, Alain Pierre Claude Henri; https://orcid.org/0000-0002-0378-7561; http://lattes.cnpq.br/5617392054329732; https://orcid.org/0000-0003-4393-1182; http://lattes.cnpq.br/2457930465978317; Bolaño, César Ricardo Siqueira; https://orcid.org/0000-0001-5756-7049; http://lattes.cnpq.br/8320476763564207; Grassi, Robson Antonio; https://orcid.org/0000-0003-3735-3427; http://lattes.cnpq.br/1705867851062589The mercantilization of the internet from the dot-com crisis at the beginning of the 21st century provoked a revolution in the way social media works. The sale of data has become the epicenter of profitability for companies operating in this sphere. These data and the manipulation of algorithms began to change each individual's perception of reality, since each user receives information in a different way from his companions, creating the so-called "information bubbles". This social media market, engaging with politics, begins to threaten the autonomy of the public sphere and also undermine existing democratic structures. The present work sought to understand this complex relationship between democracy and the internet.
- ItemCovid-19 e o mercado de seguros no Brasil: uma análise por estados com dados em painel(Universidade Federal do Espírito Santo, 2023-03-17) Soares, César Malaguti Andrade; Pereira, Guilherme Armando de Almeida; https://orcid.org/0000000228331384; http://lattes.cnpq.br/5139328860920389; https://orcid.org/0000000311630609; http://lattes.cnpq.br/5290737407771658; Seixas, Renato Nunes de Lima; https://orcid.org/0000000205105181; http://lattes.cnpq.br/1824359260532530; Cardoso, Larissa Barbosa; https://orcid.org/0000-0001-8835-5305; http://lattes.cnpq.br/8423459003676034The objective of the project is to analyze the impact of the SARS-CoV-2 on the insurance market in the states of Brazil. Until July 2022, the country concentrates more than 10% of deaths caused by the virus in the world, even though it has 3% of the total population. As a result, several sectors and individuals are impacted in an extreme way. The insurance market is among the main holders of investment assets in the financial area in the world, and its consumption is linked to numerous factors. As a distinct sample in the modern society, monthly panel data with fixed effects is used to understand the behavior of the Brazilian insurance market during the pandemic, analyzing the pandemic impact of confirmed cases and deaths in Brazilian states in three different empirical models : i) measure the influence of the pandemic on four dependent variables that indicate market development; ii) estimate the model considering interactions between state dummy variables and COVID-19 severity variables, to capture possible differences in impact between states; iii) examine the effects of COVID-19 on different groups in the insurance market. The results suggest that, despite the existence of negative shocks to revenues, there was an increase in direct premiums, in the density and depth of the insurance market. The conclusion drawn from this study was that confirmed cases of the SARS-CoV-2 virus seem to have, for the most part, a positive impact on states and economic market groups, while deaths caused by the infectious disease generally have a negative impact on the market, indicating the difficulties caused by the lethality of the virus.