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Publications

by members of

Economia
Universidade Católica de Brasilia
Brasilia, Brazil

(Catholic University of Brasilia))

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 |

Working papers

2014

  1. José Angelo Divino & Rogério Lúcio Silva Junior, 2014. "Prêmio De Risco E A Política Monetáriano Brasil," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Grad 055, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Ahmet Sensoy & Benjamin M. Tabak, 2014. "Dynamic Spanning Tree Approach - The Case Of Asia-Pacific Stock Markets," Working Paper, Research and Business Development Department, Borsa Istanbul 15, Research and Business Development Department, Borsa Istanbul.
  3. Benjamin Miranda Tabak & Daniel Oliveira Cajueiro & Marina V. B. Dias, 2014. "The Efficiency of Chinese Local Banks: A comparison of DEA and SFA," Working Papers Series, Central Bank of Brazil, Research Department 346, Central Bank of Brazil, Research Department.
  4. Dimas M. Fazio & Benjamin M. Tabak & Daniel O. Cajueiro, 2014. "Inflation Targeting and Banking System Soundness: A Comprehensive Analysis," Working Papers Series, Central Bank of Brazil, Research Department 347, Central Bank of Brazil, Research Department.
  5. Benjamin M. Tabak & Daniel O. Cajueiro & Marina V. B. Dias, 2014. "The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks," Working Papers Series, Central Bank of Brazil, Research Department 350, Central Bank of Brazil, Research Department.
  6. Ahmet Sensoy & Benjamin M. Tabak, 2014. "Dynamic spanning trees in stock market networks: The case of Asia-Pacific," Working Papers Series, Central Bank of Brazil, Research Department 351, Central Bank of Brazil, Research Department.
  7. Wilfredo L. Maldonado & Octávio A. F. Tourinho & Jorge A. B. M. de Abreu, 2014. "Cointegrated Periodically Collapsing Bubbles in the Exchange Rate of 'BRICS' Countries," CAMA Working Papers 2014-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2013

  1. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Penaloza & Rodrigo César de Castro Miranda, 2013. "Systemic Risk Measures," Working Papers Series, Central Bank of Brazil, Research Department 321, Central Bank of Brazil, Research Department.
  2. Theophilos Papadimitriou & Periklis Gogas & Benjamin M. Tabak, 2013. "Complex Networks and Banking Systems Supervision," Working Papers Series, Central Bank of Brazil, Research Department 306, Central Bank of Brazil, Research Department.
  3. Sergio R. S. Souza & Benjamin M. Tabak & Solange M. Guerra, 2013. "Insolvency and Contagion in the Brazilian Interbank Market," Working Papers Series, Central Bank of Brazil, Research Department 320, Central Bank of Brazil, Research Department.
  4. Benjamin M. Tabak & Sergio R. S. Souza & Solange M. Guerra, 2013. "Assessing Systemic Risk in the Brazilian Interbank Market," Working Papers Series, Central Bank of Brazil, Research Department 318, Central Bank of Brazil, Research Department.
  5. Rodrigo César de Castro Miranda & Benjamin Miranda Tabak, 2013. "Contagion Risk within Firm-Bank Bivariate Networks," Working Papers Series, Central Bank of Brazil, Research Department 322, Central Bank of Brazil, Research Department.
  6. Solange Maria Guerra & Rodrigo Andrés de Souza Peñaloza & Benjamin Miranda Tabak, 2013. "Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos," Working Papers Series, Central Bank of Brazil, Research Department 326, Central Bank of Brazil, Research Department.
  7. Benjamin Miranda Tabak & Denise Leyi Li & João V. L. de Vasconcelos & Daniel O. Cajueiro, 2013. "Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System," Working Papers Series, Central Bank of Brazil, Research Department 333, Central Bank of Brazil, Research Department.
  8. Pragidis, Ioannis & Gogas, Periklis & Tabak, Benjamin, 2013. "Asymmetric Effects of Monetary Policy in the U.S. and Brazil," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics 7-2013, Democritus University of Thrace, Department of Economics.
  9. Marcius Correia Lima Filho & Rodrigo Cesar de Castro Miranda & Benjamin Miranda Tabak, 2013. "Mercados Financeiros Globais – Uma Análise da Interconectividade," Working Papers Series, Central Bank of Brazil, Research Department 328, Central Bank of Brazil, Research Department.
  10. Glener de Almeida Dourado & Benjamin Miranda Tabak, 2013. "Teste da Hipótese de Mercados Adaptativos para o Brasil," Working Papers Series, Central Bank of Brazil, Research Department 325, Central Bank of Brazil, Research Department.
  11. A. Sensoy & Benjamin Miranda Tabak, 2013. "How much random does European Union walk? A time-varying long memory analysis," Working Papers Series, Central Bank of Brazil, Research Department 342, Central Bank of Brazil, Research Department.
  12. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Peñaloza, 2013. "Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil," Working Papers Series, Central Bank of Brazil, Research Department 343, Central Bank of Brazil, Research Department.
  13. Leonardo Monasterio, 2013. "O FPM e a Estranha Distribuição da População dos Pequenos Municípios Brasileiros," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA 1818, Instituto de Pesquisa Econômica Aplicada - IPEA.
  14. Franklin Gamboa & Wilfredo L. Maldonado, 2013. "Feasibility and Optimality of the Initial Capital Stock in the Ramsey Vintage Capital Model," CAMA Working Papers 2013-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2012

  1. Bruno Freitas Boynard de Vasconcelos & José Angelo Divino, 2012. "O desempenho recente da política monetária brasileira sob a ótica da modelagem DSGE," Working Papers Series, Central Bank of Brazil, Research Department 291, Central Bank of Brazil, Research Department.
  2. Guilherme Resende Oliveira & Benjamin Miranda Tabak & José Guilherme de Lara Resende & Daniel Oliveira Cajueiro, 2012. "Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regress˜ao quantílica," Working Papers Series, Central Bank of Brazil, Research Department 272, Central Bank of Brazil, Research Department.
  3. Benjamin M. Tabak & Rogério B. Miranda & Dimas M. Fazio, 2012. "A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks," Working Papers Series, Central Bank of Brazil, Research Department 275, Central Bank of Brazil, Research Department.
  4. Benjamin Miranda Tabak & Guilherme Maia Rodrigues Gomes & Maurício da Silva Medeiros Júnior, 2012. "The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case," Working Papers Series, Central Bank of Brazil, Research Department 283, Central Bank of Brazil, Research Department.
  5. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo César de Castro Miranda, 2012. "Pesquisa de Estabilidade Financeira do Banco Central do Brasil," Working Papers Series, Central Bank of Brazil, Research Department 294, Central Bank of Brazil, Research Department.
  6. Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior, 2012. "Contagion in CDS, Banking and Equity Markets," Working Papers Series, Central Bank of Brazil, Research Department 293, Central Bank of Brazil, Research Department.
  7. 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, Central Bank of Brazil, Research Department 300, Central Bank of Brazil, Research Department.
  8. 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, Central Bank of Brazil, Research Department 302, Central Bank of Brazil, Research Department.
  9. Rafael Henrique Moraes Pereira & Vanessa Nadalin & Leonardo Monasterio & Pedro Henrique Melo Albuquerque, 2012. "Quantifying Urban Centrality: A Simple Index Proposal And International Comparison," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA 1675, Instituto de Pesquisa Econômica Aplicada - IPEA.
  10. Wilfredo L. Maldonado & José A. Rodrigues-Neto, 2012. "Beliefs and Public Good Provision with Anonymous Contributors," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics 2012-599, Australian National University, College of Business and Economics, School of Economics.
  11. Marcos Valli Jorge & Wilfredo Leiva Maldonado, 2012. "Price Differentiation and Menu Costs in Credit Card Payments," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics 2012-592, Australian National University, College of Business and Economics, School of Economics.
  12. Carrasco-Gutierrez, Carlos Enrique & Issler, João Victor, 2012. "Constructing Common-Factor Portfolios," Economics Working Papers (Ensaios Economicos da EPGE) 731, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

2011

  1. Antonio Alberto Mazali & José Angelo Divino, 2011. "Real Wage Rigidity andthe New Phillips Curve: the Brazilian Case," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 38, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Marcos Soares Da Silva & José Angelo Divino, 2011. "Estabilidade Financeira E Estrutura Demercado: Evidências Internacionais," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 093, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. José Angelo Costa Do Amor Divino & Rogério Lúcio Soares Da Silva Junior, 2011. "Composição Dos Gastos Públicos Ecrescimento Econômico Dos Municípios Brasileiros," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 047, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  4. Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2011. "Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship," Working Papers Series, Central Bank of Brazil, Research Department 244, Central Bank of Brazil, Research Department.
  5. Benjamin M. Tabak & Daniel O. Cajueiro & A. Luduvice, 2011. "Modeling Default Probabilities: the case of Brazil," Working Papers Series, Central Bank of Brazil, Research Department 232, Central Bank of Brazil, Research Department.
  6. Benjamin M. Tabak & Daniel O. Cajueiro & Alexandre B. Sollaci, 2011. "Forecasting the Yield Curve for the Euro Region," Working Papers Series, Central Bank of Brazil, Research Department 247, Central Bank of Brazil, Research Department.
  7. 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, Central Bank of Brazil, Research Department 252, Central Bank of Brazil, Research Department.
  8. Benjamin M. Tabak & Marcelo Yoshio Takami & J. M. C. Rocha & Daniel O. Cajueiro, 2011. "Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks," Working Papers Series, Central Bank of Brazil, Research Department 249, Central Bank of Brazil, Research Department.
  9. Benjamin M. Tabak & Giovana L. Craveiro & Daniel O. Cajueiro, 2011. "Bank Efficiency and Default in Brazil: Causality Tests," Working Papers Series, Central Bank of Brazil, Research Department 253, Central Bank of Brazil, Research Department.
  10. Ana Clara Bueno Teixeira Feitosa Noronha & Daniel Oliveira Cajueiro & Benjamin Miranda Tabak, 2011. "Bank Capital Buffers, Lending Growth Andeconomic Cycle: Empirical Evidence For Brazil," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 035, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  11. Manuela Moreira de Souza & Benjamin Tabak Miranda, 2011. "Contágioentre Índices Bancários: uma análisede correlação e co-assimetria," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 48, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  12. Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2011. "The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?," Working Papers Series, Central Bank of Brazil, Research Department 261, Central Bank of Brazil, Research Department.
  13. de Carvalho Filho, Irineu & Monasterio, Leonardo M, 2011. "Immigration and the origins of regional inequality: Government-sponsored European migration to Southern Brazil before World War I," MPRA Paper 27954, University Library of Munich, Germany.
  14. Leonardo Monasterio, 2011. "The Regional Inequality Frontier: Brazil (1872-2000)," ERSA conference papers ersa10p353, European Regional Science Association.
  15. Roberta da Silva Vieira & Leonardo M. Monasterio, 2011. "Pesos Regionais na Função de Bem-Estar Social: Uma Aplicação Para o Fundo de Participação dos Estados (FPE)," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA 1656, Instituto de Pesquisa Econômica Aplicada - IPEA.
  16. Carlos Manuel Baigorri & Wilfredo F. L. Maldonado, 2011. "Impacts Of Changes In The Brazilianmobile Termination Rates," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 127, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  17. Tito Belchior Silva Moreira, 2011. "DívidaPública Importa? Uma InvestigaçãoEmpírica de Modelos Não Ricardianos," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 30, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  18. Rogério Mazali & José Rodrigues-Neto, 2011. "Dress to Impress: Brands as Status Symbols," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics 2011-567, Australian National University, College of Business and Economics, School of Economics.

2010

  1. Divino, Jose Angelo & Pinto De Andrade, Joaquim & Kuhl Teles, Vladimir, 2010. "On the purchasing power parity for latin-american countries," Textos para discussão 227, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  2. Daniel Oliveira Cajueiro & Benjamin M. Tabak, 2010. "Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy," Working Papers Series, Central Bank of Brazil, Research Department 206, Central Bank of Brazil, Research Department.
  3. Patricia Tecles & Benjamin M. Tabak, 2010. "Determinants of Bank Efficiency: the case of Brazil," Working Papers Series, Central Bank of Brazil, Research Department 210, Central Bank of Brazil, Research Department.
  4. R. A. Ferreira & A. C. Noronha & D. O. Cajueiro & B. M. Tabak, 2010. "O Comportamento Cíclico do Capital dos Bancos Brasileiros," Working Papers Series, Central Bank of Brazil, Research Department 222, Central Bank of Brazil, Research Department.
  5. Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2010. "The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk," Working Papers Series, Central Bank of Brazil, Research Department 215, Central Bank of Brazil, Research Department.
  6. Benjamin M. Tabak & Giovana L. Craveiro & Daniel O. Cajueiro, 2010. "Eficiência Bancária e Inadimplência: testes de Causalidade," Working Papers Series, Central Bank of Brazil, Research Department 220, Central Bank of Brazil, Research Department.
  7. Francisco Vazquez & Benjamin M. Tabak & Marcos Souto, 2010. "A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector," Working Papers Series, Central Bank of Brazil, Research Department 226, Central Bank of Brazil, Research Department.
  8. Benjamin M. Tabak & Daniel O. Cajueiro & Dimas M. Fazio, 2010. "Financial Fragility in a General Equilibrium Model: the Brazilian case," Working Papers Series, Central Bank of Brazil, Research Department 229, Central Bank of Brazil, Research Department.
  9. Benjamin M. Tabak & Marcela T. Laiz & Daniel O. Cajueiro, 2010. "Financial Stability and Monetary Policy - The case of Brazil," Working Papers Series, Central Bank of Brazil, Research Department 217, Central Bank of Brazil, Research Department.
  10. Leonardo M. Monasterio, 2010. "Fronteira de Desigualdade Regional: Brasil (1872 - 2000)," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA 1504, Instituto de Pesquisa Econômica Aplicada - IPEA.

2009

  1. Jose Angelo Divino & Michael McAleer, 2009. "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-650, CIRJE, Faculty of Economics, University of Tokyo.
  2. Bastos, Fabiano & Angelo Divino, Jose, 2009. "Exchange rate and output fluctuations in the small open economy of Mauritius," Policy Research Working Paper Series 5065, The World Bank.
  3. Jose Angelo Divino, 2009. "The Impact of Inflation Targeting on Unemployment in Developing and Emerging Economies," Working Papers 56, International Policy Centre for Inclusive Growth.
  4. Daniel O. Cajueiro & Jose A. Divino & Benjamin M. Tabak, 2009. "Forecasting the Yield Curve for Brazil," Working Papers Series, Central Bank of Brazil, Research Department 197, Central Bank of Brazil, Research Department.
  5. Jose Angelo Divino & Michael McAleer, 2009. "Modelling and Forecasting Daily International Mass Tourism to Peru," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-651, CIRJE, Faculty of Economics, University of Tokyo.
  6. Jose Angelo Divino, 2009. "What Impact Does Inflation Targeting Have on Unemployment?," One Pager, International Policy Centre for Inclusive Growth 74, International Policy Centre for Inclusive Growth.
  7. Jose Angelo Divino & Michael McAleer, 2009. "Modelling the Growth and Volatility in Daily International Mass Tourism to Peru," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 0915, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  8. Jose Angelo Divino, 2009. "Que Impacto tem o Regime de Metas de Inflação sobre o Desemprego?," One Pager Portuguese, International Policy Centre for Inclusive Growth 74, International Policy Centre for Inclusive Growth.
  9. Jose Angelo Divino, 2009. "¿Cuál es el Impacto de la Fijación de Objetivos de Inflación en el Desempleo?," One Pager Spanish 74, International Policy Centre for Inclusive Growth.
  10. Marcos Souto & Benjamin M. Tabak & Francisco Vazquez, 2009. "Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks," Working Papers Series, Central Bank of Brazil, Research Department 189, Central Bank of Brazil, Research Department.
  11. José Luiz Barros Fernandes & Juan Ignacio Peña & Benjamin Miranda Tabak, 2009. "Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization," Working Papers Series, Central Bank of Brazil, Research Department 184, Central Bank of Brazil, Research Department.
  12. Patricia L. Tecles & Benjamin M. Tabak & Roberta B. Staub, 2009. "Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros," Working Papers Series, Central Bank of Brazil, Research Department 191, Central Bank of Brazil, Research Department.
  13. Benjamin M. Tabak & Manuela M. de Souza, 2009. "Testes de contágio entre sistemas bancários - A crise do subprime," Working Papers Series, Central Bank of Brazil, Research Department 194, Central Bank of Brazil, Research Department.
  14. Roberta B. Staub & Geraldo Souza & Benjamin M. Tabak, 2009. "Evolution of Bank Efficiency in Brazil: A DEA Approach," Working Papers Series, Central Bank of Brazil, Research Department 200, Central Bank of Brazil, Research Department.
  15. José Luiz Barros Fernandes & Juan Ignacio Peña & Benjamin Miranda Tabak, 2009. "Delegated Portfolio Management and Risk Taking Behavior," Working Papers Series, Central Bank of Brazil, Research Department 199, Central Bank of Brazil, Research Department.
  16. Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers, Fucape Business School 16, Fucape Business School.
  17. Carlos Enrique Carrasco Gutierrez & Fábio Augusto Reis Gomes, 2009. "Evidence on Common Features and Business Cycle Synchronization in Mercosur," Fucape Working Papers, Fucape Business School 15, Fucape Business School.

2008

  1. Jaimilton Carvalho & José Angelo Divino, 2008. "Paridade Descoberta da Taxa de Juros em Países Latino-Americanos," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of G 200807172349250, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Sérgio Ricardo de Brito Gadelha & José Angelo Divino, 2008. "Dominância Fiscal ou Dominância Monetária no Brasil? Uma Análise de Causalidade," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of G 200807090901370, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. 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, Central Bank of Brazil, Research Department 173, Central Bank of Brazil, Research Department.
  4. Leonardo Monteiro Monastério & Mateus Signorini, 2008. "As condições de vida dos gaúchos entre 1889-1920: uma análise antropométrica," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of G 200807202137560, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  5. Leonardo Monasterio & Eustáquio Reis, 2008. "Mudanças na Concentração Espacial das Ocupações nas Atividades Manufatureiras no Brasil – 1872-1920," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA 1361, Instituto de Pesquisa Econômica Aplicada - IPEA.

2007

  1. Leonardo Alves Rangel & Joaquim Andrade & José Ângelo Divino, 2007. "Crescimento Econômico e Desigualdade de Renda no Brasil de 1991 a 2000 - Uma Análise das Áreas Mínimas Comparáveis," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA 1312, Instituto de Pesquisa Econômica Aplicada - IPEA.
  2. Simone Maciel Cuiabano & José Ângelo Divino, 2007. "Determinação Da Taxa De Câmbio: Aplicação Do Modelo De Cagan Para O Brasil," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Gr 039, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. Daniel O. Cajueiro & Benjamin M. Tabak, 2007. "The role of banks in the Brazilian Interbank Market: Does bank type matter?," Working Papers Series, Central Bank of Brazil, Research Department 130, Central Bank of Brazil, Research Department.
  4. Sergio Rubens Stancato de Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2007. "Long-Range Dependence in Exchange Rates: the case of the European Monetary System," Working Papers Series, Central Bank of Brazil, Research Department 131, Central Bank of Brazil, Research Department.
  5. Gilneu F. A. Vivan & Benjamin M. Tabak, 2007. "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series, Central Bank of Brazil, Research Department 133, Central Bank of Brazil, Research Department.
  6. Marcelo Y. Takami & Benjamin M. Tabak, 2007. "Evaluation of Default Risk for The Brazilian Banking Sector," Working Papers Series, Central Bank of Brazil, Research Department 135, Central Bank of Brazil, Research Department.
  7. Marcos M. Abe & Eui J. Chang & Benjamin M. Tabak, 2007. "Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil," Working Papers Series, Central Bank of Brazil, Research Department 138, Central Bank of Brazil, Research Department.
  8. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2007. "Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability," Working Papers Series, Central Bank of Brazil, Research Department 151, Central Bank of Brazil, Research Department.
  9. 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, Central Bank of Brazil, Research Department 145, Central Bank of Brazil, Research Department.
  10. Jose Vicente & Benjamin M. Tabak, 2007. "Forecasting Bonds Yields in the Brazilian Fixed Income Market," Working Papers Series, Central Bank of Brazil, Research Department 141, Central Bank of Brazil, Research Department.
  11. Mateus A. Feitosa & Benjamin M. Tabak, 2007. "Predictability Of Economic Activity Using Yield Spreads: The Case Of Brazil," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Gr 029, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  12. Osmani Teixeira de Carvalho Guillén & Benjamin M. Tabak?, 2007. "Characterizing The Brazilian Term Structure Of Interest Rates," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Gr 108, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].

2006

  1. Jose Angelo Divino, 2006. "Cross-Country Evidence On Monetary Policy Rules," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of G 178, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Marcelo Yoshio Takami & Benjamin Miranda Tabak, 2006. "Avaliação Do Risco Sistêmico Do Setor Bancário Brasileiro," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of G 96, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak & Daniel O. Cajueiro, 2006. "Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil," Working Papers Series, Central Bank of Brazil, Research Department 113, Central Bank of Brazil, Research Department.
  4. Eduardo J. A. Lima & Felipe Luduvice & Benjamin M. Tabak, 2006. "Forecasting Interest Rates: an application for Brazil," Working Papers Series, Central Bank of Brazil, Research Department 120, Central Bank of Brazil, Research Department.
  5. Theodore M. Barnhill & Marcos R. Souto & Benjamin M. Tabak, 2006. "An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks," Working Papers Series, Central Bank of Brazil, Research Department 117, Central Bank of Brazil, Research Department.
  6. José L. B. Fernandes & Juan Ignacio Peña & Benjamin M. Tabak, 2006. "Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach," Working Papers Series, Central Bank of Brazil, Research Department 115, Central Bank of Brazil, Research Department.
  7. Benjamin M. Tabak, 2006. "The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil," Working Papers Series, Central Bank of Brazil, Research Department 124, Central Bank of Brazil, Research Department.
  8. Eui Jung Chang & Benjamin Miranda Tabak, 2006. "Extração de Informação de Opções Cambiais no Brasil," Working Papers Series, Central Bank of Brazil, Research Department 104, Central Bank of Brazil, Research Department.
  9. Daniel O. Cajueiro & Benjamin M. Tabak, 2006. "Long-range dependence in Interest Rates and Monetary Policy," Papers physics/0607245, arXiv.org.
  10. Daniel O. Cajueiro & Benjamin M. Tabak, 2006. "Econophysics of interest rates and the role of monetary policy," Papers physics/0607246, arXiv.org.
  11. Leonardo Monasterio & Mauro Salvo, 2006. "Wages and Industrial Clusters in Rio Grande Do Sul (Brazil)," ERSA conference papers ersa06p930, European Regional Science Association.

2005

  1. Luiz Paulo Nogueról & Cláudio D. Shikida & Leonardo M. Monasterio, 2005. "Seis Centímetros: Uma Analíse Antropométrica Da Pof 2002- 2003," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 159, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Monasterio, Leonardo M & Noguerol, Luiz Paulo, 2005. "Growth and inequalities of height in Brazil (1939-1981)," MPRA Paper 769, University Library of Munich, Germany.

2004

  1. Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang, 2004. "Tracking Brazilian Exchange Rate Volatility," Econometric Society 2004 Far Eastern Meetings, Econometric Society 487, Econometric Society.
  2. Leonardo M. Monasterio & Rodrigo Peres de Ávila, 2004. "Uma Análise Espacial Do Crescimento Econômico Do Rio Grande Do Sul (1939-2001)," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of G 113, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. Cysne, Rubens Penha & Maldonado, Wilfredo L. & Monteiro, Paulo Klinger, 2004. "Inflation and Income Inequality: A Shopping-Time Aproach," Economics Working Papers (Ensaios Economicos da EPGE) 566, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  4. 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, Instituto de Pesquisa Econômica Aplicada - IPEA 1042, Instituto de Pesquisa Econômica Aplicada - IPEA.

2003

  1. Benjamin Miranda Tabak, 2003. "Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates," Working Papers Series, Central Bank of Brazil, Research Department 70, Central Bank of Brazil, Research Department.
  2. Benjamin Miranda Tabak, 2003. "On the Information Content of Oil Future Prices," Working Papers Series, Central Bank of Brazil, Research Department 65, Central Bank of Brazil, Research Department.
  3. Charles Lima de Almeida & Marco Aurélio Peres & Geraldo da Silva e Souza & Benjamin Miranda Tabak, 2003. "Optimal Monetary Rules: The Case of Brazil," Working Papers Series, Central Bank of Brazil, Research Department 63, Central Bank of Brazil, Research Department.
  4. Leonardo Monteiro Monasterio, 2003. "FHC Errou? A Economia da Escravidão no Brasil Meridional," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Gr a40, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].

2002

  1. Benjamin Miranda Tabak & Solange Maria Guerra, 2002. "Stock Returns and Volatility," Working Papers Series, Central Bank of Brazil, Research Department 54, Central Bank of Brazil, Research Department.
  2. Benjamin Miranda Tabak, 2002. "The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case," Working Papers Series, Central Bank of Brazil, Research Department 58, Central Bank of Brazil, Research Department.
  3. Paulo Coutinho & Benjamin Miranda Tabak, 2002. "Delegated Portfolio Management," Working Papers Series, Central Bank of Brazil, Research Department 60, Central Bank of Brazil, Research Department.
  4. Benjamin Miranda Tabak & Eduardo José Araújo Lima, 2002. "The Effects of the Brazilian ADRs Program on Domestic Market Efficiency," Working Papers Series, Central Bank of Brazil, Research Department 43, Central Bank of Brazil, Research Department.
  5. Benjamin Miranda Tabak & Eduardo José Araújo Lima, 2002. "Causality and Cointegration in Stock Markets: The Case of Latin America," Working Papers Series, Central Bank of Brazil, Research Department 56, Central Bank of Brazil, Research Department.
  6. Moreira, Humberto Ataíde & Maldonado, Wilfredo L., 2002. "A Contractive Method for Computing the Stationary Solution of the Euler Equation," Economics Working Papers (Ensaios Economicos da EPGE) 456, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  7. Wilfredo L. Maldonado & Benar F. Svaiter, 2002. "On the accuracy of the estimated policy function using the Bellman contraction method," Computing in Economics and Finance 2002, Society for Computational Economics 30, Society for Computational Economics.

2001

  1. Sandro Canesso de Andrade & Benjamin Miranda Tabak, 2001. "Is it Worth Tracking Dollar/Real Implied Volatility?," Working Papers Series, Central Bank of Brazil, Research Department 15, Central Bank of Brazil, Research Department.
  2. Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2001. "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Working Papers Series, Central Bank of Brazil, Research Department 30, Central Bank of Brazil, Research Department.
  3. Paulo Coutinho & Benjamin Miranda Tabak, 2001. "Decentralized Portfolio Management," Working Papers Series, Central Bank of Brazil, Research Department 22, Central Bank of Brazil, Research Department.
  4. Araújo, Aloísio Pessoa de & Maldonado, Wilfredo L., 2001. "A Note on Learning Chaotic Sunspot Equilibrium," Economics Working Papers (Ensaios Economicos da EPGE) 423, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

2000

  1. Jaime Jose Orrillo Carhuajulca, 2000. "Default and Exogenous Collateral in Incomplete Markets with a Continuum of States," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1860, Econometric Society.

Journal articles

2014

  1. Jaimilton Carvalho & José Angelo Divino & Jaime Orrillo, 2014. "Determinantes do Requerimento de Colateral em Empréstimos Empresariais," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 68(1), pages 5-18, April.
  2. Tabak, Benjamin M. & Takami, Marcelo & Rocha, Jadson M.C. & Cajueiro, Daniel O. & Souza, Sergio R.S., 2014. "Directed clustering coefficient as a measure of systemic risk in complex banking networks," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 394(C), pages 211-216.
  3. Gamboa, Franklin & Maldonado, Wilfredo Leiva, 2014. "Feasibility and optimality of the initial capital stock in the Ramsey vintage capital model," Journal of Mathematical Economics, Elsevier, vol. 52(C), pages 40-45.

2013

  1. Jose Angelo Divino & Luis Felipe Vital Nunes Pereira, 2013. "Are increases in government spending neutral? Evidence from Latin-American households," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 101-120, May.
  2. Divino, Jose Angelo & Rocha, Líneke Clementino Sleegers, 2013. "Probability of default in collateralized credit operations," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 25(C), pages 276-292.
  3. da Silva, Marcos Soares & Divino, Jose Angelo, 2013. "The role of banking regulation in an economy under credit risk and liquidity shock," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 26(C), pages 266-281.
  4. Jose Angelo Divino & Edna Souza Lima & Jaime Orrillo, 2013. "Interest rates and default in unsecured loan markets," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(12), pages 1925-1934, December.
  5. Papadimitriou, Theophilos & Gogas, Periklis & Tabak, Benjamin M., 2013. "Complex networks and banking systems supervision," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 392(19), pages 4429-4434.
  6. Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, Springer, vol. 9(3), pages 519-541, August.
  7. Benjamin Miranda Tabak, 2013. "Financial Stability and Monetary Policy - The case of Brazil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 67(4), pages 403-413, November.
  8. Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2013. "Systemically important banks and financial stability: The case of Latin America," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(10), pages 3855-3866.
  9. Tabak, Benjamin M. & Miranda, Rogério Boueri & Fazio, Dimas M., 2013. "A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(10), pages 3747-3756.
  10. Guilherme Resende Oliveira & Benjamin Miranda Tabak, 2013. "Determinants of the level of indebtedness for Brazilian firms: A quantile regression approach," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 14(3–4), pages 123_138.

2012

  1. José Angelo Divino & Rogério Lúcio Soares da Silva Junior, 2012. "Composição dos Gastos Públicos e Crescimento Econômico dos Municípios Brasileiros," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 13(3a), pages 507_528.
  2. Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos, 2012. "A macro stress test model of credit risk for the Brazilian banking sector," Journal of Financial Stability, Elsevier, Elsevier, vol. 8(2), pages 69-83.
  3. Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2012. "The relationship between banking market competition and risk-taking: Do size and capitalization matter?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(12), pages 3366-3381.
  4. Tabak, B.M. & Sollaci, A.B. & Gomes, G.M. & Cajueiro, D.O., 2012. "Forecasting the yield curve for the Euro region," Economics Letters, Elsevier, Elsevier, vol. 117(2), pages 513-516.
  5. de Carvalho Filho, Irineu & Monasterio, Leonardo, 2012. "Immigration and the origins of regional inequality: Government-sponsored European migration to southern Brazil before World War I," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 42(5), pages 794-807.
  6. Wilfredo L. Maldonado & Isabel M. Marques & Osvaldo C. da Silva Filho, 2012. "A dynamic model of education level choice: Application to brazilian states," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 66(2), pages 225-245, June.
  7. Wilfredo Leiva Maldonado & Adolfo Sachsida, 2012. "Group Characteristics Evolution Arising from Asymmetric Information," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 13(2), pages 247_269.
  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, Elsevier, vol. 31(5), pages 1033-1059.

2011

  1. Sachsida, Adolfo & Divino, Jose Angelo & Cajueiro, Daniel Oliveira, 2011. "Inflation, unemployment, and the time consistency of the US monetary policy," Structural Change and Economic Dynamics, Elsevier, Elsevier, vol. 22(2), pages 173-179, June.
  2. Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2011. "The effects of loan portfolio concentration on Brazilian banks' return and risk," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(11), pages 3065-3076, November.
  3. Tabak, Benjamin M. & Luduvice, André Victor D. & Cajueiro, Daniel O., 2011. "Modeling default probabilities: The case of Brazil," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 21(4), pages 513-534, October.
  4. Zunino, Luciano & Tabak, Benjamin M. & Serinaldi, Francesco & Zanin, Massimiliano & Pérez, Darío G. & Rosso, Osvaldo A., 2011. "Commodity predictability analysis with a permutation information theory approach," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 390(5), pages 876-890.

2010

  1. Antonio Alberto Mazali & Jose Angelo Divino, 2010. "Real Wage Rigidity and the New Phillips Curve: The Brazilian Case," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 64(3), pages 291-306, September.
  2. Simone Cuiabano & Jose Divino, 2010. "Exchange Rate Determination: An Application of a Monetary Model for Brazil," International Advances in Economic Research, Springer, Springer, vol. 16(4), pages 345-357, November.
  3. 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, Elsevier, vol. 202(1), pages 204-213, April.
  4. Tabak, Benjamin M. & Langsch Tecles, Patricia, 2010. "Estimating a Bayesian stochastic frontier for the Indian banking system," International Journal of Production Economics, Elsevier, Elsevier, vol. 125(1), pages 96-110, May.
  5. Jose Luiz Barros Fernandes & Juan Ignacio Pena & Benjamin Miranda Tabak, 2010. "Behaviour finance and estimation risk in stochastic portfolio optimization," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(9), pages 719-738.
  6. Cajueiro, Daniel O. & Tabak, Benjamin M., 2010. "Fluctuation dynamics in US interest rates and the role of monetary policy," Finance Research Letters, Elsevier, Elsevier, vol. 7(3), pages 163-169, September.
  7. Renata A. Ferreira & A. C. Noronha & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro, 2010. "O Comportamento Cíclico do Capital dos Bancos Brasileiros," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 11(3), pages 671_690.
  8. Jose Luiz Barros Fernandes & Juan Ignacio Pena & Benjamin Miranda Tabak, 2010. "Delegated portfolio management and risk-taking behavior," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(4), pages 353-372.
  9. Tecles, Patricia Langsch & Tabak, Benjamin M., 2010. "Determinants of bank efficiency: The case of Brazil," European Journal of Operational Research, Elsevier, Elsevier, vol. 207(3), pages 1587-1598, December.
  10. B. M. Tabak & T. R. Serra & D. O. Cajueiro, 2010. "Topological properties of commodities networks," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, Springer, vol. 74(2), pages 243-249, March.
  11. Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2010. "Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 389(9), pages 1891-1901.
  12. Tabak, Benjamin M. & Serra, Thiago R. & Cajueiro, Daniel O., 2010. "Topological properties of stock market networks: The case of Brazil," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 389(16), pages 3240-3249.
  13. Leonardo Monasterio, 2010. "Brazilian spatial dynamics in the long term (1872–2000): “path dependency” or “reversal of fortune”?," Journal of Geographical Systems, Springer, Springer, vol. 12(1), pages 51-67, March.
  14. Fernando A. Ribeiro Soares & Mauricio Barata de Paula Pinto & Tito Belchior Silva Moreira, 2010. "An alternative methodology for testing currency crises resulting from imbalances in macroeconomic fundamentals," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(13), pages 1051-1056.

2009

  1. José Angelo Divino, 2009. "Monetary Policy Rules Across OECD Countries," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 63(1), pages 63-74, April.
  2. Divino, Jose Angelo, 2009. "Optimal monetary policy for a small open economy," Economic Modelling, Elsevier, Elsevier, vol. 26(2), pages 352-358, March.
  3. Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade, 2009. "On the purchasing power parity for Latin-American countries," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 33-54, May.
  4. Divino, Jose Angelo, 2009. "Is there a case for domestic inflation target?," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 79(10), pages 3122-3135.
  5. Orrillo, Jaime, 2009. "Making promises in infinite-horizon economies with default and collateral," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 79(10), pages 3055-3068.
  6. 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, Elsevier, vol. 194(3), pages 814-820, May.
  7. Cajueiro, Daniel O. & Gogas, Periklis & Tabak, Benjamin M., 2009. "Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange," International Review of Financial Analysis, Elsevier, Elsevier, vol. 18(1-2), pages 50-57, March.
  8. Eduardo Lima & Benjamin Tabak, 2009. "Tests of Random Walk: A Comparison of Bootstrap Approaches," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 34(4), pages 365-382, November.
  9. Benjamin Tabak, 2009. "Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 41(21), pages 2681-2689.
  10. 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.
  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, Inderscience Enterprises Ltd, vol. 1(4), pages 415-435.
  12. Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2009. "Forbidden patterns, permutation entropy and stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 388(14), pages 2854-2864.
  13. Tabak, Benjamin M. & Serra, Thiago R. & Cajueiro, Daniel O., 2009. "The expectation hypothesis of interest rates and network theory: The case of Brazil," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 388(7), pages 1137-1149.
  14. Cajueiro, Daniel O. & Tabak, Benjamin M. & Werneck, Filipe K., 2009. "Can we predict crashes? The case of the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 388(8), pages 1603-1609.
  15. Tabak, B.M. & Takami, M.Y. & Cajueiro, D.O. & Petitinga, A., 2009. "Quantifying price fluctuations in the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 388(1), pages 59-62.
  16. Claudio Djissey Shikida & Leonardo Monteiro Monasterio & Ari Francisco de Araujo Jr. & Andre Carraro & Otávio Menezes Damé, 2009. ""It is the economy, companheiro!": an empirical analysis of Lula's re-election based on municipal data," Economics Bulletin, AccessEcon, vol. 29(2), pages 976-991.
  17. Martin DIETRICH BRAUCH & Leonardo Monteiro MONASTERIO, 2009. "La dynamique spatiale de la croissance économique au Brésil (1970-2000) : une approche empirique," Revue d'économie régionale et urbaine, Armand Colin, Armand Colin, vol. 0(1), pages 7-29.
  18. Tito B.S. Moreira & Geraldo Silva Souza, 2009. "A Nominal Theory of the Nominal Rate of Interest and the Price Level: Some Empirical Evidence," Economics Bulletin, AccessEcon, vol. 29(4), pages 3120-3125.

2008

  1. 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, Elsevier, vol. 18(4), pages 388-397, October.
  2. Sergio R. S. Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2008. "Long-Range Dependence In Exchange Rates: The Case Of The European Monetary System," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 199-223.
  3. Vicente, José & Tabak, Benjamin M., 2008. "Forecasting bond yields in the Brazilian fixed income market," International Journal of Forecasting, Elsevier, Elsevier, vol. 24(3), pages 490-497.
  4. Cajueiro, Daniel O. & Tabak, Benjamin M., 2008. "The role of banks in the Brazilian interbank market: Does bank type matter?," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 387(27), pages 6825-6836.
  5. Zunino, L. & Tabak, B.M. & Figliola, A. & Pérez, D.G. & Garavaglia, M. & Rosso, O.A., 2008. "A multifractal approach for stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 387(26), pages 6558-6566.

2007

  1. Wilfredo L. Maldonado & Jaime Orrillo, 2007. "Collateral or utility penalties?," International Journal of Economic Theory, The International Society for Economic Theory, The International Society for Economic Theory, vol. 3(2), pages 95-111.
  2. Tabak, Benjamin M. & Cajueiro, Daniel O., 2007. "Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility," Energy Economics, Elsevier, Elsevier, vol. 29(1), pages 28-36, January.
  3. Tabak, Benjamin M. & Staub, Roberta B., 2007. "Assessing financial instability: The case of Brazil," Research in International Business and Finance, Elsevier, Elsevier, vol. 21(2), pages 188-202, June.
  4. Eui Jung Chang & Benjamin Miranda Tabak, 2007. "Are implied volatilities more informative? The Brazilian real exchange rate case," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 17(7), pages 569-576.
  5. Ricardo Faria & Raul Matsuhita & Jorge Nogueira & Benjamin Tabak, 2007. "Realism Versus Statistical Efficiency: A Note on Contingent Valuation with Follow-up Queries," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 35(4), pages 451-462, December.
  6. Benjamin M. Tabak, 2007. "Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 36(3), pages 231-246, November.
  7. L. Zunino & B. M. Tabak & D. G. Pérez & M. Garavaglia & O. A. Rosso, 2007. "Inefficiency in Latin-American market indices," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, Springer, vol. 60(1), pages 111-121, November.
  8. Cajueiro, Daniel O. & Tabak, Benjamin M., 2007. "Long-range dependence and multifractality in the term structure of LIBOR interest rates," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 373(C), pages 603-614.
  9. Cajueiro, Daniel O. & Tabak, Benjamin M., 2007. "Characterizing bid–ask prices in the Brazilian equity market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 373(C), pages 627-633.
  10. Cajueiro, Daniel O. & Tabak, Benjamin M., 2007. "Is the expression H=1/(3-q) valid for real financial data?," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 373(C), pages 593-602.
  11. Tabak, Benjamin M., 2007. "Testing for unit root bilinearity in the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 385(1), pages 261-269.
  12. 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, Elsevier, vol. 29(2), pages 259-276.
  13. Maldonado, Wilfredo L. & Svaiter, B.F., 2007. "Holder continuity of the policy function approximation in the value function approximation," Journal of Mathematical Economics, Elsevier, vol. 43(5), pages 629-639, June.
  14. Fernando Antˆonio Ribeiro Soares & Maurício Barata de Paula Pinto & Tito Belchior Silva Moreira, 2007. "Análise da Taxa de Câmbio a Partir do Índice de Pressão Cambial: A Experiência Brasileira de 1994 a 1999," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 8(3), pages 545–572.

2006

  1. Daniel Cajueiro & Benjamin Tabak, 2006. "The long-range dependence phenomena in asset returns: the Chinese case," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(2), pages 131-133.
  2. Cajueiro, Daniel O. & Tabak, Benjamin M., 2006. "Testing for predictability in equity returns for European transition markets," Economic Systems, Elsevier, Elsevier, vol. 30(1), pages 56-78, March.
  3. Benjamin M. Tabak, 2006. "The Dynamic Relationship Between Stock Prices And Exchange Rates: Evidence For Brazil," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 9(08), pages 1377-1396.
  4. Sergio R.S. Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2006. "Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 60(2), pages 193-209, November.
  5. Tabak, Benjamin M. & Cajueiro, Daniel O., 2006. "Assessing inefficiency in euro bilateral exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 367(C), pages 319-327.
  6. Cajueiro, Daniel O. & Tabak, Benjamin M., 2006. "Testing for rational bubbles in banking indices," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 366(C), pages 365-376.
  7. Monteiro Monasterio, Leonardo, 2006. "Wages and Industrial Clusters in Rio Grande do Sul (Brazil)," The Review of Regional Studies, Southern Regional Science Association, Southern Regional Science Association, vol. 36(3), pages 304-23.
  8. Wilfredo L. Maldonado & Humberto Luiz Ataíde Moreira, 2006. "Solving Euler Equations: Classical Methods and the C^1 Contraction Mapping Method Revisited," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 60(2), pages 167-178, November.

2005

  1. de Andrade, Joaquim Pinto & Divino, Jose Angelo, 2005. "Monetary policy of the Bank of Japan--inflation target versus exchange rate target," Japan and the World Economy, Elsevier, Elsevier, vol. 17(2), pages 189-208, April.
  2. Orrillo, Jaime, 2005. "Collateral once again," Economics Letters, Elsevier, Elsevier, vol. 87(1), pages 27-33, April.
  3. Cesar Oliveira & Benjamin Tabak, 2005. "An International Comparison of Banking Sectors: A DEA Approach," Global Economic Review, Taylor & Francis Journals, Taylor & Francis Journals, vol. 34(3), pages 291-307.
  4. Tabak, Benjamin M. & Cajueiro, Daniel O., 2005. "The long-range dependence behavior of the term structure of interest rates in Japan," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 350(2), pages 418-426.
  5. Cajueiro, Daniel O. & Tabak, Benjamin M. & Souza, Nathalia A., 2005. "Periodic market closures and the long-range dependence phenomena in the Brazilian equity market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 351(2), pages 512-522.
  6. Cajueiro, Daniel O. & Tabak, Benjamin M., 2005. "Testing for time-varying long-range dependence in volatility for emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 346(3), pages 577-588.
  7. Cajueiro, Daniel O. & Tabak, Benjamin M., 2005. "The rescaled variance statistic and the determination of the Hurst exponent," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 70(3), pages 172-179.
  8. Cajueiro, Daniel O. & Tabak, Benjamin M., 2005. "Possible causes of long-range dependence in the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 345(3), pages 635-645.
  9. Cysne, Rubens P. & Maldonado, Wilfredo L. & Monteiro, Paulo Klinger, 2005. "Inflation and income inequality: A shopping-time approach," Journal of Development Economics, Elsevier, Elsevier, vol. 78(2), pages 516-528, December.

2004

  1. Tabak, Benjamin Miranda, 2004. "A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates," Journal of Policy Modeling, Elsevier, Elsevier, vol. 26(3), pages 283-287, April.
  2. Eduardo Jose Araujo Lima & Benjamin Miranda Tabak, 2004. "Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(4), pages 255-258.
  3. Chang, Eui Jung & Lima, Eduardo Jose Araujo & Tabak, Benjamin Miranda, 2004. "Testing for predictability in emerging equity markets," Emerging Markets Review, Elsevier, Elsevier, vol. 5(3), pages 295-316, September.
  4. Cajueiro, Daniel O & Tabak, Benjamin M, 2004. "The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 336(3), pages 521-537.
  5. Cajueiro, Daniel O. & Tabak, Benjamin M., 2004. "Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 342(3), pages 656-664.
  6. Leonardo M. Monasterio & Rodrigo Peres de Ávila, 2004. "Uma Análise Espacial do Crescimento Econômico do Rio Grande do Sul (1939-2001)," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 5(2), pages 269-296.
  7. Tito Belchior Silva Moreira & Maurício Barata de Paula Pinto & Geraldo da Silva e Souza, 2004. "Crises gêmeas nos mercados emergentes: América Latina x Leste Asiático [Twin crises in emergent markets: Latin America and Eastern Asia]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 14(3), pages 161-186, September.

2003

  1. Francisco G. Carneiro & José Ângelo C. A. Divino & Carlos Henrique Rocha, 2003. "Reconsiderando o efeito Fisher: uma análise de cointegração entre taxas de juros e inflação [Rethinking the Fisher Effect: a co-integration analysis between interest rates and inflation]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 13(1), pages 81-100, January-J.
  2. Benjamin Miranda Tabak, 2003. "The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(5), pages 369-378.
  3. Charles Lima De Almeida & Marco AuréLIO Peres & Geraldo Da Silva E Souza & Benjamin Miranda Tabak, 2003. "Optimal monetary rules: the case of Brazil," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 10(5), pages 299-302, April.
  4. Humberto Moreira & Wilfredo Maldonado, 2003. "A contractive method for computing the stationary solution of the Euler equation," Economics Bulletin, AccessEcon, vol. 3(1), pages 1-14.

2002

  1. Francisco Carneiro & Jose Angelo & C. A. Divino & Carlos Rocha, 2002. "Revisiting the Fisher hypothesis for the cases of Argentina, Brazil and Mexico," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(2), pages 95-98.
  2. Carlos Henrique Rocha & José Angelo C. A. Divino, 2002. "The determinants of unemployment in Brazil and Mexico," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 3(2), pages 303-315, July-Dece.

2001

  1. Joaquim Pinto De Andrade & Joseangelo Divino, 2001. "Currency crises in Brazil: the role of the fundamentals and the rumours," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 33(7), pages 887-898.
  2. Orrillo, Jaime, 2001. "Default and exogenous collateral in incomplete markets with a continuum of states," Journal of Mathematical Economics, Elsevier, vol. 35(1), pages 151-165, February.
  3. Wilfredo Leiva Maldonado & Benar Fux Svaiter, 2001. "On the accuracy of the estimated policy function using the Bellman contraction method," Economics Bulletin, AccessEcon, vol. 3(15), pages 1-8.

2000

  1. Aloisio Ara�jo & Jaime Orrillo & Mario R. Páscoa, 2000. "Equilibrium with Default and Endogenous Collateral," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 10(1), pages 1-21.
  2. Wilfredo L. Maldonado & Aloisio P. Araujo, 2000. "Ergodic chaos, learning and sunspot equilibrium," Economic Theory, Springer, Springer, vol. 15(1), pages 163-184.
  3. Tito Belchior Silva Moreira, 2000. "Modelo de credibilidade de política monetária com inserção do mercado de crédito," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 10(1), pages 9-18.

1999

  1. Wilfredo Leiva Maldonado, 1999. "Approximation by finite horizons of the undiscounted one-sector growth model," Economic Theory, Springer, Springer, vol. 14(2), pages 473-478.