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Information about:
Jose Alvaro Rodrigues Neto

Personal Details | Affiliation | Works
This is information that was supplied by Jose Rodrigues Neto in registering through RePEc. If you are Jose Alvaro Rodrigues Neto , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Jose
Middle Name: Alvaro
Last Name: Rodrigues Neto
Suffix:

RePEc Short-ID: pro328

Email: [This author has chosen not to make the email address public]
Homepage: http://www26.brinkster.com/rodriguesneto
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Affiliation

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Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. José Álvaro Rodrigues Neto, 2006. "Representing Roomates' Preferences with Symmetric Utilities," Working Papers Series 105, Central Bank of Brazil, Research Department. [Downloadable!]

  2. Fabio Araujo & Marta Baltar Moreira Areosa & José Alvaro Rodrigues Neto, 2003. "r-filters: a Hodrick-Prescott Filter Generalization," Working Papers Series 69, Central Bank of Brazil, Research Department. [Downloadable!]

  3. José Alvaro Rodrigues Neto, 2000. "The Correlation Matrix of the Brazilian Central Bank's Standard Model for Interest Rate Market Risk," Working Papers Series 8, Central Bank of Brazil, Research Department. [Downloadable!]

  4. José Alvaro Rodrigues Neto & Fabio Araújo & Marta Baltar J. Moreira, 2000. "Optimal Interest Rate Rules in Inflation Targeting Frameworks," Working Papers Series 6, Central Bank of Brazil, Research Department. [Downloadable!]

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This page was last updated on 2008-7-24.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.