Browsing by Subject "GSADF test"

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    • Interpretando hiperinflação como bolhas racionais: o caso da América Latina 

      Revoredo, Jonatas Rodrigues (Universidade Federal de São Carlos, UFSCar, , Câmpus Sorocaba, 16/11/2021)
      Inflation is one of the most fruitful areas of the economy, being the target of several studies and hypotheses, whose control is essential for the maintenance of economic stability and social well-being. Appropriate ...

    • Análise de bolhas especulativas no mercado futuro brasileiro de commodities agropecuárias 

      Silva, Priscila Fulvia Bittencourt da (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Economia - PPGEc-So, Câmpus Sorocaba, 30/08/2018)
      We used agricultural commodities futures prices to identify speculative bubbles in the Brazilian derivatives markets between 2008 and 2017. We applied the Generalized Supremum Augmented Dickey-Fuller (GSADF) test to ...