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Impactos macroeconômicos sobre a formação de bolhas especulativas no mercado agropecuário brasileiro
(Universidade Federal de São Carlos, 2023-04-20) Cabrine, Carlos Guilherme das Neves; Silva Júnior, Geraldo Edmundo; https://lattes.cnpq.br/5138808982229139; Cruz Júnior, José César; https://lattes.cnpq.br/0086426315229286; https://lattes.cnpq.br/3110916538634891
The volatility in commodity prices has direct implications for the financial results of companies and consumers. Not infrequently, such variations occur in a sharp way, and in non-compliance with market fundamentals, that is, in a speculative way. When this occurs, the effects on agents' expectations are even greater, as it negatively affects the price discovery and hedging processes. The main objective of the work is to identify the occurrence of speculative bubbles in the prices of selected commodities, also trying to determine the reason for the existence of such movements. For this, we used daily price series of the three most liquid commodities (feeder cattle, corn, coffee) traded on the Brazilian commodities and futures exchange market, B³, as well as macroeconomic variables (interest rate, exchange rate, economic activity index, money supply as a percentage of the GDP, stock index Bovespa, brazilian consumer price index), for the period between 2013 and 2021. The Generalized Supreme Augmented Dickey-Fuller (GSADF) and Backward Supreme Augmented Dickey-Fuller (BSADF) tests were used to detect and datestamp the explosive periods in prices, and the Poisson regression model for inspection and understanding of the determining macroeconomic factors in the formation of bubbles. As a result, slightly explosive processes were found in all commodities for the analyzed period, although infrequent. Concerning the macroeconomic effects, money supply, stock index and inflation had a positive impact on the emergence of bubbles, while interest rates and economic growth had negative effects.
Bayesian estimation of dynamic mixture models by wavelets
(Universidade Federal de São Carlos, 2023-04-20) Motta, Flávia Castro; Montoril, Michel Helcias; https://lattes.cnpq.br/9993502064983663; https://lattes.cnpq.br/8392595039676608
Gaussian mixture models are used successfully in various statistical learning applications. The good results provided by these models encourage several generalizations of them. Among possible adaptations, one can assume a dynamic behavior for the mixture weights to make the model more adaptive to different data sets. When estimating this dynamic behavior, wavelet bases have emerged as an alternative. However, in the existing literature, the wavelet-based methods only estimate the dynamic mixing probabilities, failing to provide estimates for the component parameters of the mixture model. In this work, we propose two approaches based on orthonormal wavelets to estimate the dynamic mixture weights under efficient MCMC algorithms that allows us to estimate the component parameters from their posterior samples. We use simulated and real data sets to illustrate both approaches' performances. The results indicate that the proposed methods are promising and computationally efficient alternatives for estimating jointly the dynamic weights and the component parameter of two Gaussian mixtures.
Gestão da informação e do conhecimento em núcleo de Economia Solidária
(Universidade Federal de São Carlos, 2023-04-20) Pereira, Vinicius; Silva, Sergio Luis da; https://lattes.cnpq.br/4164265591178698; Furnival, Ariadne Chloe Mary; https://lattes.cnpq.br/1291482506649810; https://orcid.org/0000-0002-2344-4400; https://lattes.cnpq.br/9021530588639973us; https://orcid.org/0000-0002-4135-5858
Solidarity Economy presents a new collective way of production and consumption through property and work reorganization, disrupting economic, social and cultural paradigms, aiming for better social welfare and sustainable development. In this context, solidarity economy incubators support these initiatives through actions such as consultancies and interventions, fomenting social innovation through knowledge use. In Information Science, such organizations are still under-explored, especially regarding how they manage their knowledge and information, and how the literature relates to their particular context. Therefore, this research aims to analyze the Information and Knowledge Management (KIM) of the Integrated Multidisciplinary Nucleus of Studies, Formation and Intervention in Solidarity Economy (NUMI-EcoSol) of the Universidade Federal de São Carlos (UFSCar) as a case study, which included direct observation, document analysis and semi-structured interviews. Results point toward a knowledge intensive KIM of emergent nature, in a multidisciplinary and dialogical environment, where the incubation method presents characteristics of a non-structured competitive intelligence. Decision making is processual and dialogical, where decision-making spaces are the main knowledge transfer opportunity, with descriptive meeting minutes as an information tool. The presence of self-management impacts the Nucleus’ information policy and culture, and also its information flow, distinguishing itself from other social organizations by including decentralized practices and information autonomy on an individual and collective level. The nucleus creates social innovations mainly through projects and knowledge networks, where knowledge coordination and use of organizational memory are fundamental for its success. Challenges are faced, such as: knowledge loss, caused by the staff turnover and loss of gatekeepers; the management of a self-managed repository, in terms of structure and its consequent impact on information and knowledge retrieval; and time management on decision-making spaces, negatively affecting knowledge sharing and leading to knowledge under-use. We indicate minor incremental innovations such as expanding the use of ICT, increasing the number of communication channels; using a method like Kanban for email circulation; and possibilities for a structured competitive intelligence (or a new cooperative intelligence). Complementing the analysis, a metadata header prototype to be used in the Nucleus documents is presented, along with its immediate and long term benefits. Lastly, research suggestions are made to go beyond this case study, expanding on more general questions discussed in this research findings, such as the potential for interorganizational KIM and the epistemological matters involving information and knowledge in solidarity economy networks.