Banca de QUALIFICAÇÃO: LUCAS VINICIUS GUEDES DE SOUZA

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
STUDENT : LUCAS VINICIUS GUEDES DE SOUZA
DATE: 07/12/2023
TIME: 13:00
LOCAL: Sala 205 do Bloco Zeta do Campus São Bernardo da Universidade Federal do ABC
TITLE:

ANALYSIS OF THE INTERDEPENDENCE OF POLITICAL-ECONOMIC UNCERTAINTY BETWEEN LATIN AMERICAN COUNTRIES USING FRACTIONALLY COINTEGRATED MODELS

PAGES: 40
BIG AREA: Ciências Sociais Aplicadas
AREA: Economia
SUBÁREA: Métodos Quantitativos em Economia
SPECIALTY: Métodos e Modelos Matemáticos, Econométricos e Estatísticos
SUMMARY:

In this work, the dynamic relationship between the uncertainty series of Brazil, Chile, Colombia and Mexico was analyzed through the econometric framework of integration and fractional cointegration in order to verify the degree of spillover and interdependence of political-economic uncertainty between the countries. In 83% of the estimations of fractional cointegration orders indicated stationarity and long memory in the series and 17% showed non-stationarity and mean reversibility. The results of the fractional cointegration models suggest that there is no spillover of uncertainty between the observed countries. Systemically, there is no transmission and joint interdependence for the four countries analyzed.

COMMITTEE MEMBERS:
Presidente - Interno ao Programa - 1763482 - GUILHERME DE OLIVEIRA LIMA CAGLIARI MARQUES
Membro Titular - Examinador(a) Interno ao Programa - 1771615 - BRUNO DE PAULA ROCHA
Membro Titular - Examinador(a) Interno ao Programa - 2162610 - RICARDO BUSCARIOLLI PEREIRA
Membro Suplente - Examinador(a) Interno ao Programa - 1963811 - RICARDO BATISTA POLITI