Publication
Modelos de previsão de falências das pequenas e médias empresas em Portugal
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Abstract(s)
Numa altura em que o cenário nacional e internacional é marcado por uma crise económica e financeira, e em época de recessão do mercado e dificuldades económicas, o reflexo das Pequenas e Médias empresas (PME) em Portugal é imediato e como consequência atinge todos a que dela dependem, direta ou indiretamente. Diante desta realidade, é necessário precaver as empresas viáveis mas que estão com dificuldades económicas e financeiras. Esta dissertação tem como objetivo identificar, com antecedência as empresas mais propensas a se tornarem insolventes, propiciando a implementação de medidas corretivas em tempo hábil e uma alocação de recursos disponíveis para o seu acompanhamento direto. Visando alertar os empresários acerca dos indicadores económicos financeiros suscitáveis de insolvência como forma de possibilitar a preservação da atividade, quando esta se demonstrar técnica e economicamente viável. O estudo desenvolve um modelo estatístico (SARIMA) para a previsão de possíveis insolvências, assenta nos pilares de desempenho, competitividade e atratividade. Recorrendo a dados obtidos na página da internet do Banco de Portugal, a pesquisa é efetuada através de observações mensais PME portuguesa, nos períodos Janeiro de 2008 a Maio de 2012. Para além da validação de hipóteses de investigação, os resultados obtidos permitem a aferição e desempenho dos instrumentos económico-financeiros e analisa as PME solventes e insolventes através de instrumentos matemáticos SARIMA, (introdução da componente sazonal), que mensuram com antecedência a solvência das empresas.
ABSTRACT: At a time when the national and international scene is marked by an economic and financial crisis and in times of market downturn and economic difficulties, the reflection of Small and Medium Enterprises (SMEs) in Portugal is immediate and as a result all the hits that depend directly or indirectly. Given this reality, it is necessary to avoid companies that are viable but with economic and financial difficulties. This thesis aims to identify, in advance companies more likely to become insolvent, leading the implementation of corrective measures in a timely manner and an allocation of resources available for your direct monitoring. Aiming warn entrepreneurs about the economic indicators caused financial insolvency as a way of enabling the preservation of activity when this is established technically and economically feasible. The study develops a statistical model (SARIMA) to predict possible insolvencies, founded on the pillars of performance, competitiveness and attractiveness. Using the data obtained on the website of the Bank of Portugal, the research is done through monthly observations Portuguese SME for the periods January 2008 to May 2012. Apart from validating research hypotheses, the results obtained allow the measurement and performance of economic and financial instruments and analyzes SMEs solvent and insolvent through mathematical instruments SARIMA, (introduction of the seasonal component), which measure in advance the solvency of companies.
ABSTRACT: At a time when the national and international scene is marked by an economic and financial crisis and in times of market downturn and economic difficulties, the reflection of Small and Medium Enterprises (SMEs) in Portugal is immediate and as a result all the hits that depend directly or indirectly. Given this reality, it is necessary to avoid companies that are viable but with economic and financial difficulties. This thesis aims to identify, in advance companies more likely to become insolvent, leading the implementation of corrective measures in a timely manner and an allocation of resources available for your direct monitoring. Aiming warn entrepreneurs about the economic indicators caused financial insolvency as a way of enabling the preservation of activity when this is established technically and economically feasible. The study develops a statistical model (SARIMA) to predict possible insolvencies, founded on the pillars of performance, competitiveness and attractiveness. Using the data obtained on the website of the Bank of Portugal, the research is done through monthly observations Portuguese SME for the periods January 2008 to May 2012. Apart from validating research hypotheses, the results obtained allow the measurement and performance of economic and financial instruments and analyzes SMEs solvent and insolvent through mathematical instruments SARIMA, (introduction of the seasonal component), which measure in advance the solvency of companies.
Description
Dissertação de Mestrado em Ciências Económicas e Empresariais.
Keywords
PME Indicadores Económicos e Financeiros Modelo Estatístico SARIMA Pequenas e Médias Empresas (PME) Economic and Financial Indicators Prediction SARIMA
Citation
Nobre, Ana Maria Botelho Daniel – "Modelos de previsão de falências das pequenas e médias empresas em Portugal". Ponta Delgada : Universidade dos Açores. 2013. 61 p.. Dissertação de Mestrado.