https://repositorio.ufpb.br/jspui/handle/123456789/11118 Sun, 12 Apr 2026 15:44:17 GMT 2026-04-12T15:44:17Z http://repositorio.ufpb.br:443/jspui/retrieve/126810/LOGO ciencias-economicas (1).jpeg https://repositorio.ufpb.br/jspui/handle/123456789/11118 https://repositorio.ufpb.br/jspui/handle/123456789/37008 Título: Quebras estruturais, assimetrias nas preferências e não linearidades na função de reação do Banco Central do Brasil Autor(es): Santos, Letícia Lima Dos Orientador: Aragón, Edilean Kleber da Silva Bejarano Abstract: The occurrence of the Inflation Target Regime (IMR) occurred since 1999, when the exchange control system was abandoned to make use of the short-term interest rate (Selic) as a monetary policy instrument in order to achieve controlled inflation. Therefore, this work has the purpose of analyzing how has been the conduct of monetary policy January 2000 to June 2018, investigating the possibility of occurrence of asymmetries in the preferences of the monetary authority. These may be the result of shocks that have reached savings during those years, as well as the four presidents who were at the forefront of this body. In addition, we sought to find out if there were structural breaks and non-linearities in the reaction function adopted as a rule of policy. The methodology adopted is based on Surico (2007) and Perron and Yamamoto (2015) and the results demonstrated the existence of asymmetry in the preferences, in which the loss generated by a deviation from negative inflation is greater than that of a positive loss of the same magnitude and , for the case of the test of the structural breaks for known dates, the occurrence of the same in the years of 2004, 2007 and 2011 was evidenced Editor: Universidade Federal da Paraíba Tipo: TCC Thu, 08 Nov 2018 00:00:00 GMT https://repositorio.ufpb.br/jspui/handle/123456789/37008 2018-11-08T00:00:00Z https://repositorio.ufpb.br/jspui/handle/123456789/36822 Título: Influência do Programa de Bolsa Família no desempenho dos estudantes do ensino médio na rede públicada Paraíba (2018-2023) Autor(es): Santos, Denize Cinara Ferreira dos Orientador: Cabral, Alysson André Oliveira Abstract: Over the years, Brazil has invested in social development, adopting policies to combat poverty with the aim of building human capital and reducing inequalities, including inequality in access to higher education. Therefore, the objective of this study is to evaluate the relationship between the performance of high school students in the public school system of Paraíba and the Bolsa Família Program, using data from 2018 to 2023. A model was estimated using the fixed-effects (FE) ordinary least squares regression method, which analyzes the impact of variables that change over time. The results show a positive relationship between Bolsa Família beneficiaries and high school student performance; however, there is no significance. This result may have been compromised by the COVID-19 pandemic, which impacted student performance, as evidenced by results from other assessments, such as the SAEB. In contrast, a similar study conducted Silva, Ferreira e Lucas (2020) on data from the state of Pernambuco between 2009 and 2016 showed a positive relationship, with 1% significance across the four variables studied. This means that the evidence that Bolsa Família would have a direct and positive impact on students in Pernambuco is stronger than on students in Paraíba. Although this research is inconclusive due to the need for further investigation, it can serve as a starting point for future research to continue the study or discuss the limitations of the analysis undertaken here, thus contributing to a better understanding of the proposed topic. Editor: Universidade Federal da Paraíba Tipo: TCC Tue, 07 Oct 2025 00:00:00 GMT https://repositorio.ufpb.br/jspui/handle/123456789/36822 2025-10-07T00:00:00Z https://repositorio.ufpb.br/jspui/handle/123456789/36821 Título: A relação entre a Lei de Cotas de Gênero, dinastias políticas e o investimento em capital humano: implicações para o crescimento econômico da Paraíba (2006-2022) Autor(es): Nóbrega, Kelma Lissandra Silva da Orientador: Cruz, Mércia Santos da Abstract: No Abstract. Editor: Universidade Federal da Paraíba Tipo: TCC Wed, 08 Oct 2025 00:00:00 GMT https://repositorio.ufpb.br/jspui/handle/123456789/36821 2025-10-08T00:00:00Z https://repositorio.ufpb.br/jspui/handle/123456789/36361 Título: Análise da relação entre a rentabilidade de fundos imobiliários e a taxa de juros no Brasil: um estudo no período de 2018 a 2023 Autor(es): Nogueira, Eduardo Pinheiro Santos Filgueiras Orientador: Lucena, Wenner Glaucio Lopes Abstract: This study investigates the extent to which the Selic rate is associated with the profitability of Real Estate Investment Funds (FIIs), measured by the IFIX index, in Brazil between 2018 and 2023. Two monthly linear models with Newey–West robust standard errors are estimated: Model 1 (M1), which relates IFIX returns to the monthly change in the Selic over rate with contemporaneous and lagged effects, and Model 2 (M2), which adds the IPCA inflation index as a control variable. The estimations are replicated over three sub-samples — pre-COVID (2018–2019), COVID (2020), and post-COVID (2021–2023) — in addition to the full sample. The series are drawn from official sources (B3 for IFIX; BCB/SGS for Selic over; IBGE for IPCA) and harmonized to a monthly frequency. The results provide evidence of regime dependence in monetary policy transmission. In the pre-COVID window, Selic_over decreases or stability are associated with higher IFIX returns, with a lagged coefficient of ΔSelic_over = −30.55 (p = 0.087), consistent with a lower cost of capital and portfolio reallocation toward riskier assets. In 2020, the Selic loses explanatory power at the monthly frequency, while the IPCA displays a positive coefficient of +3.75 (p = 0.018), supporting FII returns given their inflation-linked income streams. In the post-COVID period, the IPCA turns negative (−1.87; p = 0.002), indicating that in a high-interest-rate, disinflationary environment, it penalizes FII returns by increasing the required rate of return for investors. In the full sample, the mix of regimes and outliers reduces significance and the adjusted R2. Overall, the relationship between the Selic and FIIs is state-dependent and varies with the monetary policy regime and the interaction between interest rates and inflation, providing practical insights for asset allocation and a research agenda on monetary policy shocks. Editor: Universidade Federal da Paraíba Tipo: TCC Tue, 07 Oct 2025 00:00:00 GMT https://repositorio.ufpb.br/jspui/handle/123456789/36361 2025-10-07T00:00:00Z