Browsing by CNPq Subject "CIENCIAS SOCIAIS APLICADAS::ECONOMIA::METODOS QUANTITATIVOS EM ECONOMIA::METODOS E MODELOS MATEMATICOS, ECONOMETRICOS E ESTATISTICOS"
Now showing items 1-3 of 3
-
Bayesian inference for term structure models
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 09/06/2022)We explore recent advances in Bayesian methods in order to estimate the Vasicek, CIR and dynamic Nelson-Siegel (DNS) models for term structure of interest rates. The models are specified as state space time series. The ... -
Analyzing the allocation of warehouses in the São Paulo metropolitan region: an exploratory study
(Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Engenharia de Produção - PPGEP-So, Câmpus Sorocaba, 28/06/2023)Urban logistics has opened a broad field of discussion regarding the spatial allocation of warehouses. It is known that the dynamics that govern business decisions in this resource allocation process are not random but ... -
Essays on foreign direct investment, regional development and location choice
(Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Engenharia de Produção - PPGEP, Câmpus São Carlos, 22/11/2023)Brazil is a large emerging economy that attracts numerous foreign investments, although there is no consensus on the effects of these investments or the factors influencing their location choice process. Accordingly, this ...