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by members of

Banco Central do Brasil
Brasília, Brazil

(Central Bank of Brazil))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2014

  1. Gustavo José De Guimarães E Souza & Helder Ferreira De Mendonça & Joaquim Pinto De Andrade, 2014. "Output Growth And Inflation Targeting: Empirical Effects Across The World," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting] 057, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2014. "Risk Assessment of the Brazilian FX Rate," Working Papers Series 344, Central Bank of Brazil, Research Department.
  3. Bruno Vieira Carvalho & Gustavo Silva Araújo, 2014. "Política Monetária E O Componente Deassimetria De Informação Embutido No Spread Do Mercado Futuro Detaxasde Juros No Brasil," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 042, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  4. José Valentim Machado Vicente & Gustavo Silva Araújo & Paula Baião Fisher De Castro & Felipe Noronha Tavares, 2014. "Assessing Day-To-Day Volatility: Doesthe Trading Time Matter?," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 130, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].

2013

  1. Debora Pereira Tavares & Gabriel Caldas Montes & Osmani Teixeira de Carvalho Guillén, 2013. "Transmissão da Política Monetária pelos Canais de Tomada de Risco e de Crédito: uma análise considerando os seguros contratados pelos bancos e o spread de crédito no Brasil," Working Papers Series 308, Central Bank of Brazil, Research Department.
  2. Guillén, Osmani Teixeira de Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo, 2013. "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," Economics Working Papers (Ensaios Economicos da EPGE) 742, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  3. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2013. "On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century and Beyond," Economics Working Papers (Ensaios Economicos da EPGE) 748, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  4. Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva, 2013. "Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," Working Papers Series 330, Central Bank of Brazil, Research Department.
  5. Osmani Teixeira de Carvalho Guillén & José Valentim Machado Vicente & Claudio Oliveira de Moraes, 2013. "Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime," Working Papers Series 334, Central Bank of Brazil, Research Department.
  6. Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves, 2013. "Credit Default and Business Cycles: an investigation of this relationship in the Brazilian corporate credit market," Working Papers Series 304, Central Bank of Brazil, Research Department.
  7. Sergio A. Lago Alves, 2013. "Is the Divine Coincidence Just a Coincidence? The Implications of Trend Inflation," Working Papers Series 329, Central Bank of Brazil, Research Department.
  8. Sergio Afonso Lago Alves & Arnildo da Silva Correa, 2013. "Um Conto de Três Hiatos: Desemprego, Utilização da Capacidade Instalada da Indústria e Produto," Working Papers Series 339, Central Bank of Brazil, Research Department.
  9. Paulo Roberto de Sampaio Alves & Francisco Marcos Rodrigues Figueiredo & Antonio Negromonte Nascimento Junior & Leonardo Pio Perez, 2013. "Preços Administrados: projeção e repasse cambial," Working Papers Series 305, Central Bank of Brazil, Research Department.
  10. Fabia A. de Carvalho & Marcos R. Castro & Silvio M. A. Costa, 2013. "Traditional and Matter-of-fact Financial Frictions in a DSGE Model for Brazil: the role of macroprudential instruments and monetary policy," Working Papers Series 336, Central Bank of Brazil, Research Department.
  11. Waldyr Dutra Areosa & Christiano Arrigoni Coelho, 2013. "Using a DSGE Model to Assess the Macroeconomic Effects of Reserve Requirements in Brazil," Working Papers Series 303, Central Bank of Brazil, Research Department.
  12. Emanuel Kohlscheen, 2013. "Long-Run Determinants of the Brazilian Real: a closer look at commodities," Working Papers Series 314, Central Bank of Brazil, Research Department.
  13. Emanuel Kohlscheen & Sandro C. Andrade, 2013. "Official Interventions through Derivatives: affecting the demand for foreign exchange," Working Papers Series 317, Central Bank of Brazil, Research Department.
  14. Bruno Martins & Ricardo Schechtman, 2013. "Loan Pricing Following a Macro Prudential Within-Sector Capital Measure," Working Papers Series 323, Central Bank of Brazil, Research Department.
  15. Jacopo Ponticelli & Leonardo S. Alencar, 2013. "Celeridade do Sistema Judiciário e Créditos Bancários para as Indústrias de Transformação," Working Papers Series 327, Central Bank of Brazil, Research Department.
  16. Tito Nícias Teixeira da Silva Filho, 2013. "Banks, Asset Management or Consultancies' Inflation Forecasts: is there a better forecaster out there?," Working Papers Series 310, Central Bank of Brazil, Research Department.
  17. João Barata R. B. Barroso & Luiz A. Pereira da Silva & Adriana Soares Sales, 2013. "Quantitative Easing and Related Capital Flows into Brazil: measuring its effects and transmission channels through a rigorous counterfactual evaluation," Working Papers Series 313, Central Bank of Brazil, Research Department.
  18. João Barata R. B. Barroso, 2013. "Does trade shrink the measure of domestic firms?," Working Papers Series 332, Central Bank of Brazil, Research Department.
  19. Gustavo Silva Araújo & Sérgio Leão, 2013. "Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar," Working Papers Series 307, Central Bank of Brazil, Research Department.
  20. Max Leandro Ferreira Tavares & Cláudio Henrique da Silveira Barbedo & Gustavo Silva Araújo, 2013. "A Influência da Assimetria de Informação no Retorno e na Volatilidade das Carteiras de Ações de Valor e de Crescimento," Working Papers Series 312, Central Bank of Brazil, Research Department.
  21. Gustavo Araújo & Bruno Vieira Carvalho & Claudio Henrique Barbedo & Margarida Maria Gutierrez, 2013. "Política Monetária e Assimetria de Informação: um estudo a partir do mercado futuro de taxas de juros no Brasil," Working Papers Series 316, Central Bank of Brazil, Research Department.
  22. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Macroprudential Regulation and the Monetary Transmission Mechanism," Centre for Growth and Business Cycle Research Discussion Paper Series 185, Economics, The Univeristy of Manchester.
  23. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Inflation Targeting and Financial Stability: A Perspective from the Developing World," Working Papers Series 324, Central Bank of Brazil, Research Department.
  24. Vicente da Gama Machado & Marcelo Savino Portugal, 2013. "Measuring Inflation Persistence in Brazil Using a Multivariate Model," Working Papers Series 331, Central Bank of Brazil, Research Department.

2012

  1. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2012. "On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century," Economics Working Papers (Ensaios Economicos da EPGE) 729, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  2. Sergio A. Lago Alves, 2012. "Optimal Policy When the Inflation Target is not Optimal," Working Papers Series 271, Central Bank of Brazil, Research Department.
  3. Sergio A. Lago Alves, 2012. "Trend Inflation and the Unemployment Volatility Puzzle," Working Papers Series 277, Central Bank of Brazil, Research Department.
  4. Angelo Marsiglia Fasolo, 2012. "A Note on Particle Filters Applied to DSGE Models," Working Papers Series 281, Central Bank of Brazil, Research Department.
  5. Reiss, Daniel G, 2012. "Easing trade costs within Mercosul," MPRA Paper 42174, University Library of Munich, Germany.
  6. Waldyr Areosa & Marta Areosa, 2012. "The Signaling Effect of Exchange Rates: pass-through under dispersed information," Working Papers Series 282, Central Bank of Brazil, Research Department.
  7. Marta Areosa & Waldyr Areosa, 2012. "Asset Prices and Monetary Policy – A sticky-dispersed information model," Working Papers Series 285, Central Bank of Brazil, Research Department.
  8. Waldyr Areosa & Marta Areosa, 2012. "Information (in) Chains: information transmission through production chains," Working Papers Series 286, Central Bank of Brazil, Research Department.
  9. Adriana Soares Sales & Waldyr D. Areosa & Marta B. M. Areosa, 2012. "Some Financial Stability Indicators for Brazil," Working Papers Series 287, Central Bank of Brazil, Research Department.
  10. Emanuel Kohlscheen, 2012. "Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions," Working Papers Series 273, Central Bank of Brazil, Research Department.
  11. Fabia A. de Carvalho, 2012. "Uma Breve Análise de Medidas Alternativas à Mediana na Pesquisa de Expectativas de Inflação do Banco Central do Brasil," Working Papers Series 264, Central Bank of Brazil, Research Department.
  12. Leonardo S. Alencar & Tony Takeda & Bruno S. Martins & Paulo Evandro Dawid, 2012. "Uma Avaliação dos Recolhimentos Compulsórios," Working Papers Series 296, Central Bank of Brazil, Research Department.
  13. Marcos Valli Jorge & Wilfredo Leiva Maldonado, 2012. "Price Differentiation and Menu Costs in Credit Card Payments," ANU Working Papers in Economics and Econometrics 2012-592, Australian National University, College of Business and Economics, School of Economics.
  14. Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone, 2012. "Constructing Optimal Density Forecasts from Point Forecast Combinations," Série Textos para Discussão (Working Papers) 5, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
  15. Luiz A. Pereira da Silva & Adriana Soares Sales & Wagner Piazza Gaglianone, 2012. "Financial Stability in Brazil," Working Papers Series 289, Central Bank of Brazil, Research Department.
  16. José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012. "Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options," Working Papers Series 269, Central Bank of Brazil, Research Department.
  17. Tito Nícias Teixeira da Silva Filho, 2012. "Are Core Inflation Directional Forecasts Informative?," Working Papers Series 266, Central Bank of Brazil, Research Department.
  18. Tito Nícias Teixeira da Silva Filho, 2012. "Going Deeper Into the Link Between the Labour Market and Inflation," Working Papers Series 279, Central Bank of Brazil, Research Department.
  19. Gabriel Garber & Eduardo A. Haddad, 2012. "Target Fitting and Robustness Analysis in CGE Models," Working Papers, Department of Economics 2012_14, University of São Paulo (FEA-USP).
  20. João Barata Ribeiro Blanco Barroso, 2012. "Pricing-to-market by Brazilian Exporters: a Panel Cointegration Approach," Working Papers Series 270, Central Bank of Brazil, Research Department.
  21. João Barata Ribeiro Blanco Barroso, 2012. "Optimal Capital Flow Taxes in Latin America," Working Papers Series 268, Central Bank of Brazil, Research Department.
  22. Adriana Soares Sales & João Barata Ribeiro Blanco Barroso, 2012. "Coping with a Complex Global Environment: a Brazilian perspective on emerging market issues," Working Papers Series 292, Central Bank of Brazil, Research Department.
  23. Benjamin M. Tabak & Solange M. Guerra & Rodrigo C. Miranda & Sergio Rubens S. de Souza, 2012. "Stress Testing Liquidity Risk: The Case of the Brazilian Banking System," Working Papers Series 302, Central Bank of Brazil, Research Department.
  24. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo César de Castro Miranda, 2012. "Pesquisa de Estabilidade Financeira do Banco Central do Brasil," Working Papers Series 294, Central Bank of Brazil, Research Department.
  25. Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior, 2012. "Contagion in CDS, Banking and Equity Markets," Working Papers Series 293, Central Bank of Brazil, Research Department.
  26. Benjamin Miranda Tabak & Rodrigo César de Castro Miranda & Sergio Rubens Stancato de Souza, 2012. "Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro," Working Papers Series 300, Central Bank of Brazil, Research Department.
  27. Bruno Martins, 2012. "Local Market Structure and Bank Competition: evidence from the Brazilian auto loan market," Working Papers Series 299, Central Bank of Brazil, Research Department.
  28. José Valentim Machado Vicente & Gustavo Silva Araújo & Paula Baião Fisher de Castro & Felipe Noronha Tavares, 2012. "Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa?," Working Papers Series 297, Central Bank of Brazil, Research Department.
  29. Pierre-Richard Agénor & K. Alper & L. Pereira da Silva, 2012. "Sudden Floods, Prudential Regulation and Stability in an Open Economy," Working Papers Series 267, Central Bank of Brazil, Research Department.
  30. Pierre-Richard Agénor & K. Alper & L. Pereira da Silva, 2012. "Sudden Floods, Macroprudential Regulation and Stability in an Open Economy," Centre for Growth and Business Cycle Research Discussion Paper Series 166, Economics, The Univeristy of Manchester.
  31. Luiz Awazu Pereira da Silva & Ricardo Eyer Harris, 2012. "Sailing through the Global Financial Storm: Brazil's recent experience with monetary and macroprudential policies to lean against the financial cycle and deal with systemic risks," Working Papers Series 290, Central Bank of Brazil, Research Department.
  32. Vicente da Gama Machado, 2012. "Monetary Policy, Asset Prices and Adaptive Learning," Working Papers Series 274, Central Bank of Brazil, Research Department.

2011

  1. Osmani Teixeira De Carvalho Guillen & José Valentim Machado Vicente, 2011. "Characterizing The Brazilian Termstructure Of Interest Rates In A Cointegrated Var Model," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 041, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Arnildo da Silva Correa & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves & Antonio Carlos Magalhães da Silva, 2011. "Credit Default and Business Cycles: an empirical investigation of Brazilian retail loans," Working Papers Series 260, Central Bank of Brazil, Research Department.
  3. Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho, 2011. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Working Papers Series 239, Central Bank of Brazil, Research Department.
  4. Leonardo Pio Perez, 2011. "Optimal costs of sovereign default," Working Papers Series 236, Central Bank of Brazil, Research Department.
  5. Angelo M. Fasolo, 2011. "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series 262, Central Bank of Brazil, Research Department.
  6. Gustavo José De Guimarães E Souza & Fabio Stallivieri & Jorge Britto, 2011. "Processosinterativos De Empresas Localizadas Em Arranjos Produtivos Locais: Umestudo Sobre Os Determinantes Do Desempenho Inovativo," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 179, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  7. Luque, Carlos A. & Haddad, Eduardo A. & Lima, Gilberto T. & Sakurai, Sergio N. & Costa, Silvio M., 2011. "Impact assessment of interregional government transfers in Brazil: an input-output approach," MPRA Paper 31292, University Library of Munich, Germany.
  8. Emanuel Kohlscheen, 2011. "The Journal Rankings of Central Banks," Working Papers 11.05, Swiss National Bank, Study Center Gerzensee.
  9. Emanuel Kohlscheen, 2011. "The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies," Working Papers Series 259, Central Bank of Brazil, Research Department.
  10. Fabia A. de Carvalho & Marcos Valli, 2011. "Fiscal Policy in Brazil through the Lens of an Estimated DSGE Model," Working Papers Series 240, Central Bank of Brazil, Research Department.
  11. Rafael Tiecher Cusinato & André Minella & Sabino da SilvaPôrto Júnior, 2011. "Hiato do Produto e PIBno Brasil:Uma Análise de Dados em Tempo Real," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 33, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  12. Ricardo Schechtman & Wagner Piazza Gaglianone, 2011. "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series 241, Central Bank of Brazil, Research Department.
  13. Leonardo S. Alencar, 2011. "Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets," Working Papers Series 235, Central Bank of Brazil, Research Department.
  14. Leonardo S. Alencar, 2011. "Um Exame sobre como os Bancos Ajustam seu Índice de Basileia no Brasil," Working Papers Series 251, Central Bank of Brazil, Research Department.
  15. Lycia M. G. Araujo & Guilherme M. R. Gomes & Solange M. Guerra & Benjamin M. Tabak, 2011. "Comparação da Eficiência de Custo para BRICs e América Latina," Working Papers Series 252, Central Bank of Brazil, Research Department.
  16. Bruno Martins & Eduardo Lundberg & Tony Takeda, 2011. "Housing Finance in Brazil: Institutional Improvements and Recent Developments," Research Department Publications 4730, Inter-American Development Bank, Research Department.
  17. Gustavo Silva Araújo & Claudio Henrique Da Silveira Barbedo & Jose Valentim Machado Vicente, 2011. "Custo De Assimetria De Informação Deinformação Embutido No Spread De Ações No Brasil E Governançacorporativa," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 055, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  18. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente, 2011. "The Adverse Selection Cost Component of the Spread of Brazilian Stocks," Working Papers Series 263, Central Bank of Brazil, Research Department.
  19. Marco Bonomo & Marcelo Medeiros & Arnildo Correa, 2011. "Estimating Strategic Complementarity in a State-Dependent Pricing Model," 2011 Meeting Papers 691, Society for Economic Dynamics.
  20. Pierre-Richard Agénor & K. Alper & Luiz A. Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers Series 237, Central Bank of Brazil, Research Department.
  21. Pierre-Richard & K. Alper & L. Pereira da Silva, 2011. "Capital Requirements and Business Cycles with Credit Market Imperfections," Working Papers Series 231, Central Bank of Brazil, Research Department.
  22. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2011. "Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets," Working Papers Series 234, Central Bank of Brazil, Research Department.
  23. Pierre-Richard AGENOR & Luiz A. PEREIRA DA SILVA, 2011. "Macroeconomic Stability, Financial Stability, and Monetary Policy Rules," Working Papers P29, FERDI.

2010

  1. José Valentim Machado Vicente & Osmani Teixeira de Carvalho Guillen, 2010. "Do Inflation-linked Bonds Contain Information about Future Inflation?," Working Papers Series 214, Central Bank of Brazil, Research Department.
  2. Antonio Carlos Magalhães da Silva & Arnildo da Silva Correa & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves, 2010. "Correlação de default: uma investigação empírica de créditos de varejo no Brasil," Working Papers Series 208, Central Bank of Brazil, Research Department.
  3. Marco Shinobu Matsumura & Ajax Reynaldo Bello Moreira & José Valentim Machado Vicente, 2010. "Forecasting the Yield Curve with Linear Factor Models," Working Papers Series 223, Central Bank of Brazil, Research Department.
  4. Nelson F. Souza Sobrinho, 2010. "The Role of Interest Rates in the Brazilian Business Cycle," Working Papers Series 218, Central Bank of Brazil, Research Department.
  5. José Luis Oreiro & Luciano Nakabashi & Guilherme Jonas & Gustavo Souza, 2010. "The Economics of Demand Led-Growth: Theory and Evidence for Brazil," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 339, Departamento de Economia da Universidade de Brasilia.
  6. Reiss, Daniel G, 2010. "Concessão de crédito entre bancos centrais no âmbito do Convênio de Pagamentos e Créditos Recíprocos
    [Credit concession among central banks within the Agreement on Reciprocal Payments and Cre
    ," MPRA Paper 41322, University Library of Munich, Germany.
  7. Waldyr Dutra Areosa & Michael McAleer & Marcelo Cunha Medeiros, 2010. "Moment-based estimation of smooth transition regression models with endogenous variables," Textos para discussão 571, Department of Economics PUC-Rio (Brazil).
  8. Marta Areosa & Waldyr Areosa & Vinicius Carrasco, 2010. "A Sticky-Dispersed Information Phillips Curve: A model with partial and delayed information," Textos para discussão 565, Department of Economics PUC-Rio (Brazil).
  9. Andrade, Sandro C. & Kohlscheen, Emanuel, 2010. "Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002," The Warwick Economics Research Paper Series (TWERPS) 926, University of Warwick, Department of Economics.
  10. Emanuel Kohlscheen, 2010. "Uma Nota sobre Erros de Previsão da Inflação de Curto Prazo," Working Papers Series 227, Central Bank of Brazil, Research Department.
  11. Marcos Valli & Fabia A. de Carvalho, 2010. "Fiscal and Monetary Policy Interaction: a simulation based analysis of a two-country New Keynesian DSGE model with heterogeneous households," Working Papers Series 204, Central Bank of Brazil, Research Department.
  12. Rafael Tiecher Cusinato & André Minella & Sabino da Silva Pôrto Júnior, 2010. "Output Gap and GDP in Brazil: a real-time data analysis," Working Papers Series 203, Central Bank of Brazil, Research Department.
  13. Rafael Tiecher Cusinato & André Minella & Sabino da Silva Pôrto Júnior, 2010. "Produção Industrial no Brasil: uma análise de dados em tempo real," Working Papers Series 209, Central Bank of Brazil, Research Department.
  14. Francisco Marcos Rodrigues Figueiredo, 2010. "Forecasting Brazilian Inflation Using a Large Data Set," Working Papers Series 228, Central Bank of Brazil, Research Department.
  15. Rafael Santos & Márcia S. Leon, 2010. "Efeitos da Globalização na Inflação Brasileira," Working Papers Series 201, Central Bank of Brazil, Research Department.
  16. Tito Nícias Teixeira da Silva Filho, 2010. "The Natural Rate of Unemployment in Brazil, Chile, Colombia and Venezuela: some results and challenges," Working Papers Series 212, Central Bank of Brazil, Research Department.
  17. Bruno S. Martins, 2010. "Financial Instability and Credit Constraint: Evidence from the Cost of Bank Financing," Working Papers Series 221, Central Bank of Brazil, Research Department.
  18. Fernando N. de Oliveira & Myrian Petrassi, 2010. "Is Inflation Persistence Over?," Working Papers Series 230, Central Bank of Brazil, Research Department.
  19. A. R. Fonseca & F. González & L. Pereira da Silva, 2010. "Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: international evidence," Working Papers Series 216, Central Bank of Brazil, Research Department.

2009

  1. Athanasopoulos, George & Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Athanasopoulos, George, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Economics Working Papers (Ensaios Economicos da EPGE) 688, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  2. Antonio Carlos Magalhães da Silva & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves, 2009. "Loss Given Default: um estudo sobre perdas em operações prefixadas no mercado brasileiro," Working Papers Series 193, Central Bank of Brazil, Research Department.
  3. Alan Cosme Rodrigues da Silva & Antônio Carlos Magalhães da Silva & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras da Neves & Giovani Antonio Silva Brito, 2009. "The Influence of Collateral on Capital Requirements in the Brazilian Financial System: an approach through historical average and logistic regression on probability of default," Working Papers Series 187, Central Bank of Brazil, Research Department.
  4. Marcos S. Matsumura & José Valentim Vicente, 2009. "The role of macroeconomic variables in sovereign risk," Working Papers Series 196, Central Bank of Brazil, Research Department.
  5. Caio Almeida & José Vicente, 2009. "Are Interest Rate Options Important for the Assessment of Interest Rate Risk?," Working Papers Series 179, Central Bank of Brazil, Research Department.
  6. André Luís Leite & Romeu Braz Pereira Gomes Filho & José Valentim Machado Vicente, 2009. "Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas," Working Papers Series 186, Central Bank of Brazil, Research Department.
  7. Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente & Octávio Manuel Bessada Lion, 2009. "Pricing Asian Interest Rate Options with a Three-Factor HJM Model," Working Papers Series 188, Central Bank of Brazil, Research Department.
  8. André Minella & Nelson F. Souza-Sobrinho, 2009. "Monetary Channels in Brazil through the Lens of a Semi-Structural Model," Working Papers Series 181, Central Bank of Brazil, Research Department.
  9. Andre Minella & Andrew Powell & Alessandro Rebucci & Nelson Souza-Sobrino, 2009. "Monetary and Exchange Rate Policies for the Perfect Storm: The Case of The Bahamas, Barbados, Guyana, Haiti, Jamaica, Suriname, and Trinidad & Tobago," Research Department Publications 4638, Inter-American Development Bank, Research Department.
  10. Emanuel Kohlscheen, 2009. "Emerging Floaters: Pass-Throughs and (Some) New Commodity Currencies," WEF Working Papers 0049, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  11. Kohlscheen, E, 2009. "Domestic vs. External Sovereign Debt Servicing : An Empirical Analysis," The Warwick Economics Research Paper Series (TWERPS) 904, University of Warwick, Department of Economics.
  12. Fabia A. de Carvalho & André Minella, 2009. "Market Forecasts in Brazil: performance and determinants," Working Papers Series 185, Central Bank of Brazil, Research Department.
  13. Ricardo Schechtman, 2009. "From Default Rates to Default Matrices: a complete measurement of Brazilian banks' consumer credit delinquency," Working Papers Series 195, Central Bank of Brazil, Research Department.
  14. Patricia L. Tecles & Benjamin M. Tabak & Roberta B. Staub, 2009. "Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros," Working Papers Series 191, Central Bank of Brazil, Research Department.
  15. Roberta B. Staub & Geraldo Souza & Benjamin M. Tabak, 2009. "Evolution of Bank Efficiency in Brazil: A DEA Approach," Working Papers Series 200, Central Bank of Brazil, Research Department.
  16. Bruno Silva Martins & Leonardo S. Alencar, 2009. "Concentração Bancária, Lucratividade e Risco Sistêmico: uma abordagem de Contágio Indireto," Working Papers Series 190, Central Bank of Brazil, Research Department.
  17. Da Silva Filho, Tito Nícias Teixeira & Figueiredo, Francisco Marcos Rodrigues, 2009. "Has core inflation been doing a good job in Brazil?," MPRA Paper 23340, University Library of Munich, Germany.
  18. Wagner Piazza Gaglianone & João Victor Issler, 2009. "An Econometric Cntribution to the Intertemporal Approach of the Current Account," Working Papers Series 178, Central Bank of Brazil, Research Department.
  19. Milan Brahmbhatt & Luiz Pereira Da Silva, 2009. "The Global Financial Crisis : Comparisons with the Great Depression and Scenarios for Recovery," World Bank Other Operational Studies 11110, The World Bank.

2008

  1. Osmani T. Guillen & Benjamin M. Tabak, 2008. "Characterizing the Brazilian Term Structure of Interest Rates," Working Papers Series 158, Central Bank of Brazil, Research Department.
  2. Carlos Hamilton Vasconcelos Araujo & Osmani Teixeira de Carvalho Guillén, 2008. "Previsão de inflação com incerteza do hiato do produto no Brasil," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807211138520, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. Araújo, Eurilton, 2008. "Robust Monetary Policy with the Consumption-Wealth Channel," Insper Working Papers wpe_110, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  4. Araújo, Eurilton & Donha, Talita, 2008. "Discricionariedade na Política Monetária Brasileira após o Plano Real: Um teste baseado na Correlação de Longo Prazo entre Inflação e Produto," Insper Working Papers wpe_109, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  5. Araújo, Eurilton, 2008. "Optimal Monetary Policy and Interest Income Taxation," Insper Working Papers wpe_111, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  6. Araújo, Eurilton, 2008. "Supply-side effects of monetary policy and the central bank’s objective function," Insper Working Papers wpe_116, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  7. Araújo, Eurilton & Pinheiro, Tatiana, 2008. "Policy Preferences for Output Stability before and after Inflation Targeting," Insper Working Papers wpe_149, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  8. Araújo, Eurilton, 2008. "Real Wage Rigidity and the Taylor Principle," Insper Working Papers wpe_112, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  9. Araújo, Eurilton, 2008. "Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America," Insper Working Papers wpe_113, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  10. Fabio Stallivieri & Gustavo José de Guimarães e Souza, 2008. "Processos de Aprendizagem e Cooperação: Uma Análise Exploratória da Influência sobre o Desempenho Inovativo," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807211812420, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  11. Fabia A. de Carvalho & Cyntia F. Azevedo, 2008. "The Incidence of Reserve Requirements in Brazil: Do Bank Stockholders Share the Burden?," Working Papers Series 160, Central Bank of Brazil, Research Department.
  12. Reiss, Daniel G, 2008. "Gastos de Defesa no Brasil: análise qualitativa do orçamento nacional no período de 2001 a 2007
    [Defense Expenditures in Brazil: a qualitative analysis of the federal budget for the period from
    ," MPRA Paper 47373, University Library of Munich, Germany.
  13. Emanuel Kohlscheen, 2008. "Debt Bailouts and Constitutions," The Warwick Economics Research Paper Series (TWERPS) 862, University of Warwick, Department of Economics.
  14. Kohlscheen, Emanuel & O’Connell, Stephen, 2008. "On Risk Aversion in the Rubinstein Bargaining Game," The Warwick Economics Research Paper Series (TWERPS) 878, University of Warwick, Department of Economics.
  15. Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
  16. Carlos Enrique Carrasco Gutierrez & Wagner Piazza Gaglianone, 2008. "Evaluating Asset Pricing Models in a Fama-French Framework," Working Papers Series 175, Central Bank of Brazil, Research Department.
  17. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008. "Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions," Working Papers Series 173, Central Bank of Brazil, Research Department.
  18. Barbara Alemanni & José Renato Haas Ornelas, 2008. "Behavior and Effects of Equity Foreign Investors on Emerging Markets," Working Papers Series 159, Central Bank of Brazil, Research Department.
  19. Tito Nícias Teixeira da Silva Filho, 2008. "Searching for the Natural Rate of Unemployment in a Large Relative Price Shocks' Economy: the Brazilian Case," Working Papers Series 163, Central Bank of Brazil, Research Department.
  20. Fernando de Holanda Barbosa & Tito Nícias Teixeira da Silva Filho, 2008. "Testing Hyperinflation Theories Using the Inflation Tax Curve: A Case Study," Working Papers Series 166, Central Bank of Brazil, Research Department.
  21. Wenersamy Ramos de Alcântara, 2008. "An Integrated Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks," Working Papers Series 168, Central Bank of Brazil, Research Department.
  22. Frederico Pechir Gomes & Marcelo Yoshio Takami & Vinicius Ratton Brandi, 2008. "Foreign Exchange Market Volatility Information: An Investigation of Real-Dollar Exchange Rate," Working Papers Series 174, Central Bank of Brazil, Research Department.
  23. Mário Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat money and the value of binding portfolio constraints," Working Papers wp283, University of Chile, Department of Economics.
  24. MArio Páscoa & Myrian Petrassi & Juan Pablo Torres Martinez, 2008. "Inter-temporal discounting and uniform impatience," Textos para discussão 555, Department of Economics PUC-Rio (Brazil).
  25. José Fajardo & Aquiles Farias, 2008. "Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation," IBMEC RJ Economics Discussion Papers 2008-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.

2007

  1. Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series 139, Central Bank of Brazil, Research Department.
  2. Jaqueline Terra Moura Marins & Eduardo Saliby, 2007. "Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling," Working Papers Series 132, Central Bank of Brazil, Research Department.
  3. Eduardo Saliby & Sergio Luiz Medeiros Proença de Gouvêa & Jaqueline Terra Moura Marins, 2007. "Amostragem Descritiva no Apreçamento de Opções Européias através de Simulação Monte Carlo: o Efeito da Dimensionalidade e da Probabilidade de Exercício no Ganho de Precisão," Working Papers Series 134, Central Bank of Brazil, Research Department.
  4. Alan Cosme Rodrigues da Silva & Eduardo Facó Lemgruber & José Alberto Rebello Baranowski & Renato da Silva Carvalho, 2007. "Análise da Coerência de Medidas de Risco no Mercado Brasileiro de Ações e Desenvolvimento de uma Metodologia Híbrida para o Expected Shortfall," Working Papers Series 142, Central Bank of Brazil, Research Department.
  5. Caio Ibsen R. Almeida & José Valentim M. Vicente, 2007. "Identifying Volatility Risk Premium from Fixed Income Asian Options," Working Papers Series 136, Central Bank of Brazil, Research Department.
  6. Felipe Pinheiro & Caio Almeida & José Vicente, 2007. "Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial," Working Papers Series 148, Central Bank of Brazil, Research Department.
  7. Caio Almeida & Romeu Gomes & André Leite & José Vicente, 2007. "Does Curvature Enhance Forecasting?," Working Papers Series 155, Central Bank of Brazil, Research Department.
  8. Caio Almeida & Romeu Gomes & André Leite & José Vicente, 2007. "Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial," Working Papers Series 146, Central Bank of Brazil, Research Department.
  9. Jose Vicente & Benjamin M. Tabak, 2007. "Forecasting Bonds Yields in the Brazilian Fixed Income Market," Working Papers Series 141, Central Bank of Brazil, Research Department.
  10. Araújo, Aloísio Pessoa de & Vicente, José Valentim M., 2007. "Social Welfare Analysis in a Simple Financial Economy with Risk Regulation," Economics Working Papers (Ensaios Economicos da EPGE) 651, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  11. Almeida, Caio Ibsen Rodrigues de & Vicente, José Valentim M., 2007. "The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model," Economics Working Papers (Ensaios Economicos da EPGE) 657, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  12. Fabio Stallivieri & Jorge Britto & Marcelo Pessoa de Matos & Gustavo José de Guimarães e Souza, 2007. "Interação E Desempenho Inovativo: Evidências Para Empresas Inseridas Em Aglomerações Produtivas Intensivas Em Conhecimento," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 063, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  13. Gustavo José de Guimarães e Souza & Carmem Aparecida do Valle Costa Feijó, 2007. "O Processo Interativo Entre A Dinâmica Macroeconômica E Os Bancos: Uma Perspectiva Acerca Do Risco De Crédito Além Do Spread," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 099, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  14. Kohlscheen, E. & O’Connell, S. A., 2007. "Trade Credit, International Reserves and Sovereign Debt," The Warwick Economics Research Paper Series (TWERPS) 833, University of Warwick, Department of Economics.
  15. Afonso S. Bevilaqua & Mário Mesquita & André Minella, 2007. "Brazil: taming inflation expectations," Working Papers Series 129, Central Bank of Brazil, Research Department.
    • Afonso S Bevilaqua & Mário Mesquita & André Minella, 2008. "Brazil: taming inflation expectations," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 139-158 Bank for International Settlements.
  16. Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department.
  17. Roberta Blass Staub & Geraldo da Silva e Souza, 2007. "A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks," Working Papers Series 150, Central Bank of Brazil, Research Department.
  18. Araújo, Aloísio Pessoa de & Santos, Rafael Chaves, 2007. "Inflation Targeting, Credibility and Confidence Crises," Economics Working Papers (Ensaios Economicos da EPGE) 653, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  19. Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007. "Speculative Attacks, Openness and Crises," Economics Working Papers (Ensaios Economicos da EPGE) 654, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  20. Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007. "Monetary Arrangements for Emerging Economies," Economics Working Papers (Ensaios Economicos da EPGE) 652, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  21. Benjamin Miranda Tabak & Solange Maria Guerra & Eduardo José Araújo Lima & Eui Jung Chang, 2007. "The Stability-Concentration Relationship in the Brazilian Banking System," Working Papers Series 145, Central Bank of Brazil, Research Department.
  22. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2007. "Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability," Working Papers Series 151, Central Bank of Brazil, Research Department.
  23. Tito Nícias Teixeira da Silva Filho, 2007. "Is the Investment-Uncertainty Link Really Elusive? The Harmful Effects of Inflation Uncertainty in Brazil," Working Papers Series 157, Central Bank of Brazil, Research Department.
  24. Mario R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Welfare-improving debt constraints," Textos para discussão 541, Department of Economics PUC-Rio (Brazil), revised Dec 2007.
  25. Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Collateralized Assets And Asymmetric Information," Textos para discussão 539, Department of Economics PUC-Rio (Brazil).

2006

  1. Alan Cosme Rodrigues da Silva & João Maurício de Souza Moreira & Myriam Beatriz Eiras das Neves, 2006. "Avaliação de Modelos de Exigência de Capital para Risco de Mercado do Cupom Cambial," Working Papers Series 111, Central Bank of Brazil, Research Department.
  2. Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos, 2006. "Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling," Working Papers Series 116, Central Bank of Brazil, Research Department.
  3. Alves, Sergio A Lago & Bugarin, Mirta N S, 2006. "The Role of Consumer's Risk Aversion on Price Rigidity," Computing in Economics and Finance 2006 128, Society for Computational Economics.
  4. Alexandre A. Tombini & Sergio A. Lago Alves, 2006. "The Recent Brazilian Disinflation Process and Costs," Working Papers Series 109, Central Bank of Brazil, Research Department.
  5. Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department.
  6. Caio Ibsen R. Almeida & José Valentim M. Vicente, 2006. "Term Structure Movements Implicit in Option Prices," Working Papers Series 128, Central Bank of Brazil, Research Department.
  7. Angelo Marsiglia Fasolo, 2006. "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series 112, Central Bank of Brazil, Research Department.
  8. Gustavo José de Guimarães e Souza & Helder Ferreira de Mendonça, 2006. "Mensuração E Análise Da Credibilidade Do Regime De Metas Inflacionárias No Brasil," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 148, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  9. Marta Areosa & Waldyr Areosa, 2006. "The Inequality Channel of Monetary Transmission," Working Papers Series 114, Central Bank of Brazil, Research Department.
  10. Kohlscheen, Emanuel & O'Connell, Stephen A., 2006. "A Sovereign Debt Model with Trade Credit and Reserves," The Warwick Economics Research Paper Series (TWERPS) 743, University of Warwick, Department of Economics.
  11. Kohlscheen, Emanuel, 2006. "Why are there Serial Defaulters? Evidence from Constitutions," The Warwick Economics Research Paper Series (TWERPS) 755, University of Warwick, Department of Economics.
  12. Kohlscheen, Emanuel & Taylor, Mark P, 2006. "International Liquidity Swaps : Is the Chiang Mai Initiative Pooling Reserves Efficiently ?," The Warwick Economics Research Paper Series (TWERPS) 752, University of Warwick, Department of Economics.
  13. Emanuel Kohlscheen, 2006. "Why are there serial defaulters? Quasi-experimental evidence from Constitutions," DEGIT Conference Papers c011_010, DEGIT, Dynamics, Economic Growth, and International Trade.
  14. Bugarin, Mauricio & Carvalho. Fabia A., 2006. "Heterogeneity of Central Bankers and Inflationary Pressure," Insper Working Papers wpe_68, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  15. Arnildo da Silva Correa & André Minella, 2006. "Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil," Working Papers Series 122, Central Bank of Brazil, Research Department.
  16. Ricardo Schechtman, 2006. "A Central de Risco de Crédito no Brasil: uma análise de utilidade de informação," Working Papers Series 119, Central Bank of Brazil, Research Department.
  17. Ricardo Schechtman, 2006. "Uma Investigação Baseada em Reamostragem sobre Requerimentos de Capital para Risco de Crédito no Brasil," Working Papers Series 127, Central Bank of Brazil, Research Department.
  18. Márcio I. Nakane & Leonardo S. Alencar & Fabio Kanczuk, 2006. "Demand for Bank Services and Market Power in Brazilian Banking," Working Papers Series 107, Central Bank of Brazil, Research Department.
  19. Eduardo A. S. Rodrigues & Victorio Chu & Leonardo S. Alencar & Tony Takeda, 2006. "O Efeito da Consignação em Folha nas Taxas de Juros dos Empréstimos Pessoais," Working Papers Series 108, Central Bank of Brazil, Research Department.
  20. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2006. "Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach," Economics Working Papers (Ensaios Economicos da EPGE) 631, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  21. Sin, Hui Lok & Gaglianone, Wagner Piazza, 2006. "Stochastic simulation of a DSGE model for Brazil," MPRA Paper 20853, University Library of Munich, Germany.
  22. Eduardo J. A. Lima & Felipe Luduvice & Benjamin M. Tabak, 2006. "Forecasting Interest Rates: an application for Brazil," Working Papers Series 120, Central Bank of Brazil, Research Department.
  23. Barbara Alemanni & José Renato Haas Ornelas, 2006. "Herding Behavior by Equity Foreign Investors on Emerging Markets," Working Papers Series 125, Central Bank of Brazil, Research Department.
  24. Bruno Martins & Enrico Vasconcelos, 2006. "Inflação, Abertura Comercial E Coordenação De Políticas Macroeconômicas," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 43, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].

2005

  1. Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillén, Osmani Teixeira de Carvalho, 2005. "The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period," Economics Working Papers (Ensaios Economicos da EPGE) 605, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  2. Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics.
  3. Osmani Teixeira de Carvalho de Guillén & Carlos Hamilton Vasconcelos Araújo, 2005. "O Mecanismo De Transmissão Da Taxa De Câmbio Para Índices De Preços: Uma Análise Vecm Para O Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 034, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  4. Eurilton Araújo & Luciane C. Carpena & Alexandre B. Cunha, 2005. "Brazilian Business Cycles and Growth from 1850 to 2000," IBMEC RJ Economics Discussion Papers 2005-05, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  5. Sergio A. L. Alves & Waldyr D. Areosa, 2005. "Targets and Inflation Dynamics," Working Papers Series 100, Central Bank of Brazil, Research Department.
  6. Claudio H. da S. Barbedo & Gustavo S. Araújo & João Maurício S. Moreira & Ricardo S. Maia Clemente, 2005. "Avaliação de Métodos de Cálculo de Exigência de Capital para Risco Cambial," Working Papers Series 93, Central Bank of Brazil, Research Department.
  7. Kohlscheen, Emanuel, 2005. "Sovereign Risk : Constitutions Rule," The Warwick Economics Research Paper Series (TWERPS) 731, University of Warwick, Department of Economics.
  8. Maurício S. Bugarin & Fabia A. de Carvalho, 2005. "Comment on Market Discipline and Monetary Policy by Carl Walsh," Working Papers Series 95, Central Bank of Brazil, Research Department.
  9. Ilan Goldfajn & André Minella, 2005. "Capital Flows and Controls in Brazil: What Have We Learned?," NBER Working Papers 11640, National Bureau of Economic Research, Inc.
  10. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2005. "Limite de Endividamento e Sustentabilidade Fiscal no Brasil: Uma abordagem via modelo Quantílico Auto-Regressivo (QAR)," Economics Working Papers (Ensaios Economicos da EPGE) 602, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  11. Gaglianone, Wagner Piazza & Pereira, Ana Luiza Louzada, 2005. "Um ensaio sobre expectativas da taxa de câmbio no Brasil
    [An essay on the foreign exchange rate expectations in Brazil]
    ," MPRA Paper 20840, University Library of Munich, Germany.
  12. da Silva Filho, Tito Nícias Teixeira, 2005. "Is there too much certainty when measuring uncertainty," MPRA Paper 16383, University Library of Munich, Germany.
  13. Bruno Silva Martins & Marco Bonomo, 2005. "Calibrando E Simulando O Modelo Do Acelerador Financeiro Para A Economia Brasileira," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 043, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  14. Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Eduardo Facó Lemgruber, 2005. "Simulação Histórica Filtrada: Incorporação da Volatilidade ao Modelo Histórico de Cálculo de Risco para Ativos Não-Lineares," Working Papers Series 94, Central Bank of Brazil, Research Department.
  15. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & Eduardo Facó Lemgruber, 2005. "Adequação das Medidas de Valor em Risco na Formulação da Exigência de Capital para Estratégias de Opções no Mercado Brasileiro," Working Papers Series 99, Central Bank of Brazil, Research Department.
  16. Arnildo da Silva Correa & André Minella, 2005. "Mecanismos Não-Lineares De Repasse Cambial: Um Modelo De Curva De Phillips Com Threshold Para O Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 033, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  17. Vladimir Kühl Teles & Mauro Miranda, 2005. "Política Monetária E Ciclos Regionais No Brasil: Uma Investigação Das Condicões Para Uma Área Monetária Ótima," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 120, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].

2004

  1. Carlos Hamilton Vasconcelos Araujo & Marta Baltar Moreira Areosa & Osmani Teixera de Carvalho Guillén, 2004. "Estimating Potential Output And The Output Gap For Brazil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting] 041, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Ricardo D. Brito & Angelo Jose Mont & Alverne Duarte & Osamani Teixeira de Carvalho Guillén, 2004. "Reação Exagerada dos Diferenciais de Rendimento e Movimentos das Taxas de Juros Brasileiras," Finance Lab Working Papers flwp_67, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  3. Ricardo Schechtman & Valéria Salomão Garcia & Sergio Mikio Koyama & Guilherme Cronemberger Parente, 2004. "Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - A Corporate Analysis," Working Papers Series 91, Central Bank of Brazil, Research Department.
  4. Araújo, E. & Gama, C. A. F., 2004. "Replicando características de ciclos econômicos: um estudo comparativo entre Redes Neurais Artificiais e modelos ARIMA," Insper Working Papers wpe_45, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  5. Araújo, E, 2004. "Avaliando Três Especificações para o Fator de Desconto Estocástico através da Fronteira de Volatilidade de Hansen e Jagannathan: Um Estudo Empirico para o Brasil," Insper Working Papers wpe_44, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  6. Araújo, E. & Fajardo, J. & Tavani, L., 2004. "CAPM Usando uma Carteira Sintética do PIB Brasileiro," Finance Lab Working Papers flwp_63, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  7. Araújo, E., 2004. "Medindo o Impacto Regional da Política Monetária Brasileira: Uma Comparação entre as Regiões Nordeste e Sul," Insper Working Papers wpe_46, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  8. Araújo, E. & Santos, T. T., 2004. "A dinâmica da Inflação Brasileira após o Plano Real," Insper Working Papers wpe_47, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  9. Perez, Leonardo Pio & Ferreira, Pedro Cavalcanti Gomes, 2004. "Efeitos macroeconômicos e custos sociais de uma transição entre regimes de previdência no Brasil," Economics Working Papers (Ensaios Economicos da EPGE) 556, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  10. Marcelo Savino Portugal & Angelo Marsiglia Fasolo, 2004. "Imperfect Rationality and Inflationary Inertia: A New Estimation of the Phillips Curve for Brazil," Econometric Society 2004 Latin American Meetings 5, Econometric Society.
  11. Cyntia F. Azevedo & Fabia A. de Carvalho, 2004. "The Incidence of Reserve Requirements in Brazil: do Stockholders Share the Burden?," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 319, Departamento de Economia da Universidade de Brasilia.
  12. Leonardo Soriano de Alencar & Márcio I. Nakane, 2004. "Bank Competition, Agency Costs and the Performance of the Monetary Policy," Working Papers Series 81, Central Bank of Brazil, Research Department.
  13. Eduardo Augusto de Souza Rodrigues & Tony Takeda, 2004. "Recolhimentos Compulsórios E Distribuição Das Taxas De Empréstimos Bancários No Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting] 095, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  14. Wilfredo leiva Maldonado & Octávio Augusto Fontes Tourinho & Marcos Valli, 2004. "Endogenous Foreign Capital Flow in a CGE Model for Brazil: The Role of International Reserves," Discussion Papers 1042, Instituto de Pesquisa Econômica Aplicada - IPEA.
  15. Farias, A. R. & Ornelas, J. R. H & Fajardo, J., 2004. "Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates," Finance Lab Working Papers flwp_70, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  16. Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo, 2004. "Carteiras de Opções: Avaliação de Metodologias de Exigência de Capital no Mercado Brasileiro," Working Papers Series 82, Central Bank of Brazil, Research Department.
  17. Arnildo da Silva Correa & Ronald Otto Hillbrecht, 2004. "Ciclos Internacionais de Negócios: Uma Análise de Mudança de Regime Markoviano para Brasil, Argentina e Estados Unidos," Working Papers Series 88, Central Bank of Brazil, Research Department.
  18. Ferreira, Francisco H. G. & Leite, Phillippe G. & Pereira da Silva, Luiz A. & Picchetti, Paulo, 2004. "Can the distributional impacts of macroeconomic shocks be predicted? A comparison of the performance of macro-micro models with historical data for Brazil," Policy Research Working Paper Series 3303, The World Bank.

2003

  1. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2003. "On the welfare costs of business cycles in the 20th century," Economics Working Papers (Ensaios Economicos da EPGE) 481, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  2. Ricardo D. Brito & Angelo José Mont'Alverne Duarte & Osmani Teixeira de Carvalho Guillén, 2003. "O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras," Working Papers Series 72, Central Bank of Brazil, Research Department.
  3. Márcio I. Nakane & Sérgio Mikio Koyama, 2003. "Search Costs and the Dispersion of Loan Interest Rates in Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] d28, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  4. Eduardo Kiyoshi Tonooka & Sérgio Mikio Koyama, 2003. "Taxa de Juros e Concentração Bancária no Brasil," Working Papers Series 62, Central Bank of Brazil, Research Department.
  5. Marcelo Kfoury Muinhos & Sergio Afonso Lago Alves, 2003. "Medium-Size Macroeconomic Model for the Brazilian Economy," Working Papers Series 64, Central Bank of Brazil, Research Department.
  6. Souza-Sobrinho, Nelson, 2003. "Uma Avaliação do Canal de Crédito no Brasil
    [An Assessment of the Credit Channel in Brazil]
    ," MPRA Paper 5160, University Library of Munich, Germany.
  7. Gustavo S. Araújo & João Maurício S. Moreira & Ricardo S. Maia Clemente, 2003. "Avaliação de Métodos de Cálculo de Exigência de Capital para Risco de Mercado de Carteiras de Ações no Brasil," Working Papers Series 67, Central Bank of Brazil, Research Department.
  8. Arminio Fraga & Ilan Goldfajn & Andre Minella, 2003. "Inflation Targeting in Emerging Market Economies," NBER Working Papers 10019, National Bureau of Economic Research, Inc.
  9. André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos, 2003. "Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility," Working Papers Series 77, Central Bank of Brazil, Research Department.
  10. Leonardo Soriano de Alencar & Márcio I. Nakane, 2003. "Real Balances in the Utility Function: Evidence for Brazil," Working Papers Series 68, Central Bank of Brazil, Research Department.
  11. Tony Takeda & Fabiana Rocha & Márcio Nakane, 2003. "The Reaction of Bank Lending to Monetary Policy in Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] b30, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  12. Fajardo, J. & Farias, A. R. & Ornelas, J. R. H., 2003. "Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations," Finance Lab Working Papers flwp_58, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  13. Fajardo, J. & Farias, A. R & Ornelas, J. R. H, 2003. "Goodness-of-fit Tests focus on VaR Estimation," Finance Lab Working Papers flwp_55, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  14. Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Eduardo Facó Lemgruber, 2003. "Inclusão do Decaimento Temporal na Metodologia Delta-Gama para o Cálculo do VaR de Carteiras Compradas em Opções no Brasil," Working Papers Series 79, Central Bank of Brazil, Research Department.
  15. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & Antonio Carlos Figueiredo & Eduardo Facó Lemgruber, 2003. "Contornando os Pressupostos de Black & Scholes: Aplicação do Modelo de Precificação de Opções de Duan no Mercado Brasileiro," Working Papers Series 78, Central Bank of Brazil, Research Department.
  16. Arnildo da Silva Correa, 2003. "Diferenças e Semelhanças entre Países da América Latina: Uma Análise de Markov Switching para os Ciclos Econômicos de Brasil e Argentina," Working Papers Series 80, Central Bank of Brazil, Research Department.

2002

  1. Pedro Cavalcanti Ferreira & Osmani Teixeira de Carvalho Guillén, 2002. "Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil," Working Papers Series 44, Central Bank of Brazil, Research Department.
  2. Carlos Hamilton Vasconcelos Araújo & Osmani Teixeira de Carvalho de Guillén, 2002. "Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil," Working Papers Series 55, Central Bank of Brazil, Research Department.
  3. Araújo, Eurilton, 2002. "Regional Comovement in the US: Can it Be Explained by a Common Component?," Insper Working Papers wpe_21, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  4. Araujo, Eurilton & Cunha, Alexandre, 2002. "Brazilian Inflation and GDP from 1850 to 2000: An Empirical Investigation," Insper Working Papers wpe_26, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  5. Araujo, Eurilton, 2002. "Taylor Rule and Fixed Exchange Rate Regime in a Small Open Developing Economy with Financially Constrained Households," Insper Working Papers wpe_33, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  6. Araujo, Eurilton, 2002. "Export-Led Recoveries in a Small Open Industrialized Economy," Insper Working Papers wpe_32, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  7. Araujo, Eurilton & Fiorencio, Antonio, 2002. "Frequency Domain Analysis of Core Inflation Measures for Brasil," Insper Working Papers wpe_28, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  8. Araujo, Eurilton, 2002. "Intratemporal Adjustment Costs and International Co-movement," Insper Working Papers wpe_18, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  9. Marcelo Kfoury Muinhos & Sérgio Afonso Lago Alves & Gil Riella, 2002. "Modelo Estrutural com Setor Externo: Endogenização do Prêmio de Risco e do Câmbio," Working Papers Series 42, Central Bank of Brazil, Research Department.
  10. João Maurício de Souza Moreira & Eduardo Facó Lemgruber, 2002. "O Uso de Dados de Alta Freqüência na Estimação da Volatilidade e do Valor em Risco para o Ibovespa," Working Papers Series 61, Central Bank of Brazil, Research Department.
  11. André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos, 2002. "Inflation Targeting in Brazil: Lessons and Challenges," Working Papers Series 53, Central Bank of Brazil, Research Department.
  12. André Minella, 2002. "Optimal Monetary Policy, Gains from Commitment, and Inflation Persistence," Working Papers Series 45, Central Bank of Brazil, Research Department.
  13. Victorio Yi Tson Chu, 2002. "Credit Channel with Sovereign Credit Risk: an Empirical Test," Working Papers Series 51, Central Bank of Brazil, Research Department.
  14. Francisco Marcos R. Figueiredo & Thaís Porto Ferreira, 2002. "Os Preços Administrados e a Inflação no Brasil," Working Papers Series 59, Central Bank of Brazil, Research Department.
  15. Benjamin Miranda Tabak & Eduardo José Araújo Lima, 2002. "The Effects of the Brazilian ADRs Program on Domestic Market Efficiency," Working Papers Series 43, Central Bank of Brazil, Research Department.
  16. Benjamin Miranda Tabak & Eduardo José Araújo Lima, 2002. "Causality and Cointegration in Stock Markets: The Case of Latin America," Working Papers Series 56, Central Bank of Brazil, Research Department.
  17. Tito Nícias Teixeira da Silva Filho, 2002. "Estimating Brazilian Potential Output: A Production Function Approach," Working Papers Series 17, Central Bank of Brazil, Research Department.
  18. Tito Nícias Teixeira da Silva Filho, 2002. "An Operational Definition of Price Stability," Working Papers Series 35, Central Bank of Brazil, Research Department.
  19. Benjamin Miranda Tabak & Solange Maria Guerra, 2002. "Stock Returns and Volatility," Working Papers Series 54, Central Bank of Brazil, Research Department.
  20. José Fajardo & Aquiles Farias, 2002. "Generalized Hyperbolic Distributions and Brazilian Data," Working Papers Series 52, Central Bank of Brazil, Research Department.
  21. de Castro Alxandre Samy & Goldin, Ian & Pereira da Silva, Luiz A., 2002. "Relative returns to policy reform - evidence from controlled cross-country regressions," Policy Research Working Paper Series 2898, The World Bank.
  22. Pereira da Silva, Luiz & Essama-Nssah, B. & Samake, Issouf, 2002. "A poverty analysis macroeconomic simulator (PAMS) linking household surveys with macro-models," Policy Research Working Paper Series 2888, The World Bank.

2001

  1. Ferreira, Pedro Cavalcanti Gomes & Guillén, Osmani Teixeira de Carvalho, 2001. "O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira," Economics Working Papers (Ensaios Economicos da EPGE) 432, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  2. Sérgio Mikio Koyama & Márcio I. Nakane, 2001. "Os Efeitos da CPMF sobre a Intermediação Financeira," Working Papers Series 23, Central Bank of Brazil, Research Department.
  3. Sergio Afonso Lago Alves, 2001. "Evaluation of the Central Bank of Brazil Structural Model's Inflation Forecasts in an Inflation Targeting Framework," Working Papers Series 16, Central Bank of Brazil, Research Department.
  4. Souza-Sobrinho, Nelson, 2001. "Desigualdade e Pobreza: Fatos Estilizados e Simulações
    [Inequality and Poverty: Stylized Facts and Simulations]
    ," MPRA Paper 15570, University Library of Munich, Germany.
  5. Souza-Sobrinho, Nelson, 2001. "Extração da Volatilidade do Ibovespa
    [Estimating Ibovespa's Volatility]
    ," MPRA Paper 15571, University Library of Munich, Germany.
  6. André Minella, 2001. "Monetary Policy and Inflation in Brazil (1975-2000): a VAR Estimation," Working Papers Series 33, Central Bank of Brazil, Research Department.
  7. Francisco Marcos R. Figueiredo & Roberta Blass Staub, 2001. "Algumas Considerações Sobre a Sazonalidade no IPCA," Working Papers Series 31, Central Bank of Brazil, Research Department.
  8. Victorio Y. T. Chu & Márcio I. Nakane, 2001. "Credit Channel without the LM Curve," Working Papers Series 20, Central Bank of Brazil, Research Department.
  9. Francisco Marcos Rodrigues Figueiredo, 2001. "Evaluating Core Inflation Measures for Brazil," Working Papers Series 14, Central Bank of Brazil, Research Department.
  10. Mauro Costa Miranda, 2001. "Crises Cambiais e Ataques Especulativos no Brasil," Working Papers Series 32, Central Bank of Brazil, Research Department.

2000

  1. Emanuel-Werner Kohlscheen, 2000. "Estimating Exchange Market Pressure and Intervention Activity," Working Papers Series 9, Central Bank of Brazil, Research Department.

Journal articles

2014

  1. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 62-78.
  2. Vicente da Gama Machado & Marcelo Savino Portugal, 2014. "Measuring inflation persistence in Brazil using a multivariate model," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 68(2), pages 225-241, June.

2013

  1. José Valentim Machado Vicente & Osmani Teixeira de Carvalho Guillen, 2013. "Do inflation-linked bonds contain information about future inflation?," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 67(2), pages 251-260, June.
  2. Gabriel Caldas Montes & Debora Pereira Tavares & Osmani Teixeira de Carvalho Guillén, 2013. "Canal de Transmissão da Política Monetária Por Meio dos Seguros Contratados Pelo Setor Bancário," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 67(3), pages 337-353, September.
  3. Araújo, Eurilton, 2013. "Robust monetary policy with the consumption-wealth channel," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 296-311.
  4. Eurilton Araújo & Débora Gouveia, 2013. "Calvo-type rules and the forward-looking behavior of inflation targeting central banks," Economics Bulletin, AccessEcon, vol. 33(3), pages 2042-2051.
  5. Minella, André & Souza-Sobrinho, Nelson F., 2013. "Monetary policy channels in Brazil through the lens of a semi-structural model," Economic Modelling, Elsevier, vol. 30(C), pages 405-419.
  6. Rafael Cusinato & André Minella & Sabino Silva Pôrto Júnior, 2013. "Output gap in Brazil: a real-time data analysis," Empirical Economics, Springer, vol. 44(3), pages 1113-1127, June.
  7. Schechtman, Ricardo, 2013. "Default matrices: A complete measurement of banks’ consumer credit delinquency," Journal of Financial Stability, Elsevier, vol. 9(4), pages 460-474.
  8. Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2013. "Welfare analysis of currency regimes with defaultable debts," Journal of International Economics, Elsevier, vol. 89(1), pages 143-153.
  9. R. P. Agenor & K. Alper & L. Pereira da Silva, 2013. "Capital Regulation, Monetary Policy, and Financial Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 198-243, September.
  10. Luiz A. Pereira da Silva, 2013. "Global dimensions of unconventional monetary policy: an EME perspective," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City.
  11. Machado, Vicente da Gama, 2013. "Monetary policy rules, asset prices and adaptive learning," Journal of Financial Stability, Elsevier, vol. 9(3), pages 251-258.

2012

  1. Araújo, Eurilton, 2012. "Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil," Economic Modelling, Elsevier, vol. 29(3), pages 671-678.
  2. de Mendonça, Helder Ferreira & de Guimarães e Souza, Gustavo José, 2012. "Is inflation targeting a good remedy to control inflation?," Journal of Development Economics, Elsevier, vol. 98(2), pages 178-191.
  3. Emanuel Kohlscheen, 2012. "Uma nota sobre erros de previsão da inflação de curto-prazo," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 66(3), pages 289-297, October.
  4. Carvalho, Fabia A. & Minella, André, 2012. "Survey forecasts in Brazil: A prismatic assessment of epidemiology, performance, and determinants," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1371-1391.
  5. Schechtman, Ricardo & Gaglianone, Wagner Piazza, 2012. "Macro stress testing of credit risk focused on the tails," Journal of Financial Stability, Elsevier, vol. 8(3), pages 174-192.
  6. Leonardo S. Alencar, 2012. "Revisiting Bank Pricing Policies in Brazil: Evidence from Loan and Deposit Markets," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(67), pages 35-71, December.
  7. Aloisio Araujo & Marcia Leon & Rafael Santos, 2012. "Speculative attacks, openness and crises," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 66(2), pages 135-165, June.
  8. Maldonado, Wilfredo L. & Tourinho, Octávio A.F. & Valli, Marcos, 2012. "Exchange rate bubbles: Fundamental value estimation and rational expectations test," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1033-1059.
  9. Wagner Piazza Gaglianone & Luiz Renato Lima, 2012. "Constructing Density Forecasts from Quantile Regressions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1589-1607, December.
  10. José Renato Haas Ornelas & Antônio Francisco Silva Júnior & José Luiz Barros Fernandes, 2012. "Yes, the choice of performance measure does matter for ranking of us mutual funds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-72, 01.
  11. Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto, 2012. "Combining equilibrium, resampling, and analyst’s views in portfolio optimization," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1354-1361.
  12. Bruno Schröder, 2012. "Práticas restritivas, barreiras à entrada e concorrência no mercado brasileiro de exibição cinematográfica," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 66(1), pages 49-77, March.
  13. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2012. "Macroeconomic Stability, Financial Stability, and Monetary Policy Rules," International Finance, Wiley Blackwell, vol. 15(2), pages 205-224, 06.
  14. Agénor, P.-R. & Alper, K. & Pereira da Silva, L., 2012. "Capital requirements and business cycles with credit market imperfections," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 687-705.
  15. Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2012. "Cyclical effects of bank capital requirements with imperfect credit markets," Journal of Financial Stability, Elsevier, vol. 8(1), pages 43-56.

2011

  1. Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  2. Nelson F. Souza-Sobrinho, 2011. "The Role of Interest Rates in the Brazilian Business Cycles," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 65(3), pages 315-336, September.
  3. Eduardo A. Haddad & Ana M.B. Barufi & Silvio M.A. Costa, 2011. "Regional Integration in Colombia: A Spatial CGE Application," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2011(2), pages 5-30.
  4. Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C., 2011. "Moment-based estimation of smooth transition regression models with endogenous variables," Journal of Econometrics, Elsevier, vol. 165(1), pages 100-111.
  5. Tito Nícias Teixeira da Silva Filho & Francisco Marcos Rodrigues Figueiredo, 2011. "Has Core Inflation Been Doing a Good Job in Brazil?," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 65(2), pages 207-233, June.
  6. Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
  7. Mário Páscoa & Myrian Petrassi & Juan Torres-Martínez, 2011. "Fiat money and the value of binding portfolio constraints," Economic Theory, Springer, vol. 46(2), pages 189-209, February.

2010

  1. José Vicente & Alo�Sio Ara�Jo, 2010. "Social Welfare Analysis in a Financial Economy with Risk Regulation," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(3), pages 561-586, 06.
  2. Matsumura, Marco S. & Vicente, José Valentim Machado, 2010. "The role of macroeconomic variables in sovereign risk," Emerging Markets Review, Elsevier, vol. 11(3), pages 229-249, September.
  3. Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.
  4. Emanuel Kohlscheen, 2010. "Domestic vs external sovereign debt servicing: an empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 93-103.
  5. Emanuel Kohlscheen, 2010. "Sovereign risk: constitutions rule," Oxford Economic Papers, Oxford University Press, vol. 62(1), pages 62-85, January.
  6. Kohlscheen, Emanuel, 2010. "Emerging floaters: Pass-throughs and (some) new commodity currencies," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1580-1595, December.
  7. Arnildo da Silva Correa & André Minella, 2010. "Nonlinear mechanisms of the exchange rate pass-through: A Phillips curve model with threshold for Brazil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 64(3), pages 231-243, September.
  8. Staub, Roberta B. & da Silva e Souza, Geraldo & Tabak, Benjamin M., 2010. "Evolution of bank efficiency in Brazil: A DEA approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 204-213, April.
  9. Fajardo, José & Farias, Aquiles, 2010. "Derivative pricing using multivariate affine generalized hyperbolic distributions," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1607-1617, July.

2009

  1. Osmani Teixeira De Carvalho Guillen & Benjamin M. Tabak, 2009. "Characterising the Brazilian term structure of interest rates," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 103-114.
  2. Eurilton Araujo, 2009. "Supply-side effects of monetary policy and the central bank's objective function," Economics Bulletin, AccessEcon, vol. 29(2), pages 680-692.
  3. Araújo, Eurilton, 2009. "Real wage rigidity and the Taylor principle," Economics Letters, Elsevier, vol. 104(1), pages 46-48, July.
  4. Araújo, Eurilton, 2009. "Macroeconomic shocks and the co-movement of stock returns in Latin America," Emerging Markets Review, Elsevier, vol. 10(4), pages 331-344, December.
  5. Caio Almeida & Romeu Gomes & André Leite & Axel Simonsen & José Vicente, 2009. "Does Curvature Enhance Forecasting?," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(08), pages 1171-1196.
  6. Almeida, Caio & Vicente, José, 2009. "Are interest rate options important for the assessment of interest rate risk?," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1376-1387, August.
  7. Almeida, Caio & Vicente, José, 2009. "Identifying volatility risk premia from fixed income Asian options," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 652-661, April.
  8. de Mendonça, Helder Ferreira & de Guimarães e Souza, Gustavo José, 2009. "Inflation targeting credibility and reputation: The consequences for the interest rate," Economic Modelling, Elsevier, vol. 26(6), pages 1228-1238, November.
  9. Eduardo Lima & Benjamin Tabak, 2009. "Tests of Random Walk: A Comparison of Bootstrap Approaches," Computational Economics, Society for Computational Economics, vol. 34(4), pages 365-382, November.
  10. Tabak, Benjamin M. & Lima, Eduardo J.A., 2009. "Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules," European Journal of Operational Research, Elsevier, vol. 194(3), pages 814-820, May.
  11. Benjamin Miranda Tabak & Solange Maria Guerra & Rodrigo Andres De Souza Penaloza, 2009. "Banking concentration and the price-concentration relationship: the case of Brazil," International Journal of Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(4), pages 415-435.
  12. Fajardo, José & Farias, Aquiles, 2009. "Multivariate affine generalized hyperbolic distributions: An empirical investigation," International Review of Financial Analysis, Elsevier, vol. 18(4), pages 174-184, September.

2008

  1. Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008. "The welfare cost of macroeconomic uncertainty in the post-war period," Economics Letters, Elsevier, vol. 98(2), pages 167-175, February.
  2. Eurilton Araujo & Felipe Augusto da Silva Bastos, 2008. "The relationship of stock returns, interest rates, economic activity and inflation: Evidence from Latin America," Brazilian Business Review, Fucape Business School, vol. 5(1), pages 49-68, January.
  3. Vicente, José & Tabak, Benjamin M., 2008. "Forecasting bond yields in the Brazilian fixed income market," International Journal of Forecasting, Elsevier, vol. 24(3), pages 490-497.
  4. Almeida, Caio & Vicente, José, 2008. "The role of no-arbitrage on forecasting: Lessons from a parametric term structure model," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2695-2705, December.
  5. Fabia Aparecida de Carvalho & Cyntia F. Azevedo, 2008. "The incidence of reserve requirements in Brazil: Do bank stockholders share the burden?," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 61-90, May.
  6. Emanuel Kohlscheen, 2008. "Debt Bailouts And Constitutions," Economic Inquiry, Western Economic Association International, vol. 46(3), pages 480-492, 07.
  7. E. Kohlscheen & M. P. Taylor, 2008. "International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 323-332.
  8. Lima, Luiz Renato & Gaglianone, Wagner Piazza & Sampaio, Raquel M.B., 2008. "Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach," Journal of Development Economics, Elsevier, vol. 86(2), pages 313-335, June.
  9. Chang, E.J. & Guerra, S.M. & Lima, E.J.A. & Tabak, B.M., 2008. "The stability-concentration relationship in the Brazilian banking system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 388-397, October.
  10. Petrassi, Myrian & Torres-Marti­nez, Juan Pablo, 2008. "Collateralized assets and asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 44(5-6), pages 530-534, April.

2007

  1. Emanuel Kohlscheen, 2007. "Why Are There Serial Defaulters? Evidence from Constitutions," Journal of Law and Economics, University of Chicago Press, vol. 50, pages 713-730.
  2. Tabak, Benjamin M. & Staub, Roberta B., 2007. "Assessing financial instability: The case of Brazil," Research in International Business and Finance, Elsevier, vol. 21(2), pages 188-202, June.
  3. Maldonado, Wilfredo Leiva & Tourinho, Octavio Augusto Fontes & Valli, Marcos, 2007. "Endogenous foreign capital flow in a CGE model for Brazil: The role of the foreign reserves," Journal of Policy Modeling, Elsevier, vol. 29(2), pages 259-276.

2006

  1. Eurilton Araujo, 2006. "Estimating and Testing Two Consumption-Based Asset Pricing Models for Brazil: An Information-Theoretic Approach," Brazilian Business Review, Fucape Business School, vol. 3(1), pages 1-14, January.
  2. Fabia A de Carvalho & Mauricio S. Bugarin, 2006. "Inflation Expectations in Latin America," JOURNAL OF LACEA ECONOMIA, LACEA - LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION.

2005

  1. Osmani T. De C. De Guillén & Carlos Hamilton V. Araújo, 2005. "Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 77-103, enero-mar.
  2. Emanuel Kohlscheen, 2005. "Book Reviews," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 141(3), pages 557-558, October.
  3. Mauricio S. Bugarin & Fabia A. de Carvalho, 2005. "Comment on ‘Market discipline and monetary policy’ by Carl Walsh," Oxford Economic Papers, Oxford University Press, vol. 57(4), pages 732-739, October.

2004

  1. Pedro Cavalcanti Ferreira & Osmani Teixeira de Carvalho Guillén, 2004. "Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 58(4), pages 507-532, October.
  2. João Maurício de Souza Moreira & Eduardo Facó Lemgruber, 2004. "O Uso de Dados de Alta Freqüência na Estimação da Volatilidade e do Valor em Risco para o IBOVESPA," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 58(1), pages 99-120, January.
  3. Chang, Eui Jung & Lima, Eduardo Jose Araujo & Tabak, Benjamin Miranda, 2004. "Testing for predictability in emerging equity markets," Emerging Markets Review, Elsevier, vol. 5(3), pages 295-316, September.

2003

  1. Minella, Andre & de Freitas, Paulo Springer & Goldfajn, Ilan & Muinhos, Marcelo Kfoury, 2003. "Inflation targeting in Brazil: constructing credibility under exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 1015-1040, December.
  2. André Minella, 2003. "Monetary Policy and Inflation in Brazil (1975-2000): A VAR Estimation," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 57(3), pages 605-635, July.

2002

  1. Francisco Marcos Rodrigues Figueiredo & Roberta Blass Staub, 2002. "Evaluación y combinación de mediciones de inflación de base para Brasil," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 29-50, enero-mar.

2000

  1. Cláudio Gontijo, 2000. "On the Criticism to the Classical Method," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 54(1), pages 85-122, January.
  2. Newton C. A. da Costa Jr. & Myrian B. Eiras das Neves, 2000. "Variáveis Fundamentalistas e os Retornos das Ações," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 54(1), pages 123-137, January.
  3. Luiz A. Pereira da Silva, 2000. "Apres la bulle et la crise : les banques japonaises et l'Asie de l'Est," Economie Internationale, CEPII research center, issue 84, pages 57-92.

Books

2008

  1. François Bourguignon & Maurizio Bussolo & Luiz A. Pereira da Silva, 2008. "The Impact of Macroeconomic Policies on Poverty and Income Distribution : Macro-Micro Evaluation Techniques and Tools," World Bank Publications, The World Bank, number 6586, July.

2003

  1. Francois Bourguignon & Luiz A. Pereira da Silva, 2003. "The Impact of Economic Policies on Poverty and Income Distribution : Evaluation Techniques and Tools," World Bank Publications, The World Bank, number 15090, July.

Chapters

2014

  1. João Barata R B Barroso & Emanuel W Kohlscheen & Eduardo J A Lima, 2014. "What have central banks in EMEs learned about the international transmission of monetary policy in recent years?," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 95-109 Bank for International Settlements.

2012

  1. Carlos Hamilton Araujo & Cyntia Azevedo & Silvio Costa, 2012. "Fiscal consolidation and macroeconomic challenges in Brazil," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 91-102 Bank for International Settlements.

2011

  1. José Luis Barros Fernandes & José Renato Haas Ornelas & Oscar Augusto Martínez Cusicanqui, 2011. "Combining equilibrium, resampling, and analysts' views in portfolio optimization," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 75-84 Bank for International Settlements.

2010

  1. Carlos Hamilton V Araujo & Wagner P Gaglianone, 2010. "Survey-based inflation expectations in Brazil," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 107-114 Bank for International Settlements.

2008

  1. Afonso S Bevilaqua & Mário Mesquita & André Minella, 2008. "Brazil: taming inflation expectations," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 139-158 Bank for International Settlements.

2007

  1. Ilan Goldfajn & André Minella, 2007. "Capital Flows and Controls in Brazil: What Have We Learned?," NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices and Consequences, pages 349-420 National Bureau of Economic Research, Inc.

2004

  1. Arminio Fraga & Ilan Goldfajn & André Minella, 2004. "Inflation Targeting in Emerging Market Economies," NBER Chapters, in: NBER Macroeconomics Annual 2003, Volume 18, pages 365-416 National Bureau of Economic Research, Inc.

2003

  1. André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos, 2003. "Inflation targeting in Brazil: lessons and challenges," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 106-133 Bank for International Settlements.