This file is part of IDEAS, which uses RePEc data

Central Bank of Brazil, Research Department

Working Papers Series

Contact information of Central Bank of Brazil, Research Department:
Web page: http://www.bcb.gov.br/?english

For technical questions regarding this series, please contact (Benjamin Tabak)
Series handle: repec:bcb:wpaper

2008

174 Foreign Exchange Market Volatility Information: an investigation of real-dollar exchange rate
by Frederico Pechir Gomes & Marcelo Yoshio Takami & Vinicius Ratton Brandi [Downloadable!]
173 Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions
by Eduardo José Araújo Lima & Benjamin Miranda Tabak [Downloadable!]
172 Combining Hodrick-Prescott Filtering with aProduction Function Approach to Estimate Output Gap
by Marta Areosa [Downloadable!]
171 Modelos para a Utilização das Operações de Redesconto pelos Bancos com Carteira Comercial no Brasil
by Sérgio Mikio Koyama & Márcio Issao Nakane [Downloadable!]
170 Política de Fechamento de Bancos com Regulador Não-Benevolente: Resumo e Aplicação
by Adriana Soares Sales [Downloadable!]
169 Mensuração do Risco Sistêmico no Setor Bancário com Variáveis Contábeis e Econômicas
by Lucio Rodrigues Capelletto & Eliseu Martins & Luiz João Corrar [Downloadable!]
168 An Integrated Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks
by Wenersamy Ramos de Alcântara [Downloadable!]
167 O Poder Discriminante das Operações de Crédito das Instituições Financeiras Brasileiras
by Clodoaldo Aparecido Annibal [Downloadable!]
166 Testing Hyperinflation Theories Using the Inflation Tax Curve: A Case Study
by Fernando de Holanda Barbosa & Tito Nícias Teixeira da Silva Filho [Downloadable!]
165 Avaliação de opções de troca e opções de spread européias e americanas
by Giuliano Carrozza Uzêda Iorio de Souza & Carlos Patrício Samanez & Gustavo Santos Raposo [Downloadable!]
164 Foreign Banks' Entry and Departure: The Recent Brazilian Experience (1996-2006)
by Pedro Fachada [Downloadable!]
163 Searching for the Natural Rate of Unemployment in a Large Relative Price Shocks' Economy: the Brazilian Case
by Tito Nícias Teixeira da Silva Filho [Downloadable!]
162 Balance Sheet Effects in Currency Crises: Evidence from Brazil
by Marcio M. Janot & Márcio G. P. Garcia & Walter Novaes [Downloadable!]
161 Evaluating Value-at-Risk Models via Quantile Regressions
by Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton [Downloadable!]
160 The Incidence of Reserve Requirements in Brazil: Do Bank Stockholders Share the Burden?
by Fabia A. de Carvalho & Cyntia F. Azevedo [Downloadable!]
159 Behavior and Effects of Equity Foreign Investors on Emerging Markets
by Barbara Alemanni & José Renato Haas Ornelas [Downloadable!]
158 Characterizing the Brazilian Term Structure of Interest Rates
by Osmani T. Guillen & Benjamin M. Tabak [Downloadable!]

2007

157 Is the Investment-Uncertainty Link Really Elusive? The Harmful Effects of Inflation Uncertainty in Brazil
by Sérgio Tito Nícias Teixeira da Silva Filho [Downloadable!]
156 Escolha do banco e demanda por empréstimos: um modelo de decisão em duas etapas aplicado para o Brasil
by Sérgio Mikio Koyama & Márcio I. Nakane [Downloadable!]
155 Does Curvature Enhance Forecasting?
by Caio Almeida & Romeu Gomes & André Leite & José Vicente [Downloadable!]
154 Identification of Monetary Policy Shocks in the Brazilian Market for Bank Reserves
by Adriana Soares Sales & Maria Tannuri-Pianto [Downloadable!]
153 Aplicação da Amostragem por Importância à Simulação de Opções Asiáticas Fora do Dinheiro
by Jaqueline Terra Moura Marins [Downloadable!]
152 Demand for Foreign Exchange Derivatives in Brazil: Hedge or Speculation
by Fernando N. de Oliveira & Walter Novaesk [Downloadable!]
151 Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability
by Eduardo José Araújo Lima & Benjamin Miranda Tabak [Downloadable!]
150 A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks
by Roberta Blass Staub & Geraldo da Silva e Souza [Downloadable!]
149 Joint Validation of Credit Rating PDs under Default Correlation
by Ricardo Schechtman [Downloadable!]
148 Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial
by Felipe Pinheiro & Caio Almeida & José Vicente [Downloadable!]
147 Explaining Bank Failures in Brazil: Micro, Macro and Contagion Effects (1994-1998)
by Adriana Soares Sales & Maria Eduarda Tannuri-Pianto [Downloadable!]
146 Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial
by Caio Almeida & Romeu Gomes & André Leite & José Vicente [Downloadable!]
145 The Stability-Concentration Relationship in the Brazilian Banking System
by Benjamin Miranda Tabak & Solange Maria Guerra & Eduardo José Araújo Lima & Eui Jung Chang [Downloadable!]
144 The Effect of Bid-Ask Prices on Brazilian Options Implied Volatility: A Case Study of Telemar Call Options
by Claudio Henrique da Silveira Barbedo & Eduardo Facó Lemgruber [Downloadable!]
143 Price Rigidity in Brazil: Evidence from CPI Micro Data
by Solange Gouvea [Downloadable!]
142 Análise da Coerência de Medidas de Risco no Mercado Brasileiro de Ações e Desenvolvimento de uma Metodologia Híbrida para o Expected Shortfall
by Alan Cosme Rodrigues da Silva & Eduardo Facó Lemgruber & José Alberto Rebello Baranowski & Renato da Silva Carvalho [Downloadable!]
141 Forecasting Bonds Yields in the Brazilian Fixed Income Market
by Jose Vicente & Benjamin M. Tabak [Downloadable!]
140 Inflation Targeting, Credibility and Confidence Crises
by Rafael Santos & Aloisio Araujo [Downloadable!]
139 Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features
by Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén [Downloadable!]
138 Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil
by Marcos M. Abe & Eui J. Chang & Benjamin M. Tabak [Downloadable!]
137 Monetary Policy Design under Competing Models of Inflation Persistence
by Solange Gouvea & Abhijit Sen Gupta [Downloadable!]
136 Identifying Volatility Risk Premium from Fixed Income Asian Options
by Caio Ibsen R. Almeida & José Valentim M. Vicente [Downloadable!]
135 Evaluation of Default Risk for The Brazilian Banking Sector
by Marcelo Y. Takami & Benjamin M. Tabak [Downloadable!]
134 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
by Eduardo Saliby & Sergio Luiz Medeiros Proença de Gouvêa & Jaqueline Terra Moura Marins [Downloadable!]
133 A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives
by Gilneu F. A. Vivan & Benjamin M. Tabak [Downloadable!]
132 Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling
by Jaqueline Terra Moura Marins & Eduardo Saliby [Downloadable!]
131 Long-Range Dependence in Exchange Rates: the case of the European Monetary System
by Sergio Rubens Stancato de Souza & Benjamin M. Tabak & Daniel O. Cajueiro [Downloadable!]
130 The role of banks in the Brazilian Interbank Market: Does bank type matter?
by Daniel O. Cajueiro & Benjamin M. Tabak [Downloadable!]
129 Brazil: taming inflation expectations
by Afonso S. Bevilaqua & Mário Mesquita & André Minella [Downloadable!]

2006

128 Term Structure Movements Implicit in Option Prices
by Caio Ibsen R. Almeida & José Valentim M. Vicente [Downloadable!]
127 Uma Investigação Baseada em Reamostragem sobre Requerimentos de Capital para Risco de Crédito no Brasil
by Ricardo Schechtman [Downloadable!]
126 Risk Premium: Insights Over The Threshold
by José L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña [Downloadable!]
125 Herding Behavior by Equity Foreign Investors on Emerging Markets
by Barbara Alemanni & José Renato Haas Ornelas [Downloadable!]
124 The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil
by Benjamin M. Tabak [Downloadable!]
123 A Neoclassical Analysis of the Brazilian "Lost-Decades"
by Flávia Mourão Graminho [Downloadable!]
122 Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil
by Arnildo da Silva Correa & André Minella [Downloadable!]
121 The Role of Consumer's Risk Aversion on Price Rigidity
by Sergio A. Lago Alves & Mirta N. S. Bugarin [Downloadable!]
120 Forecasting Interest Rates: an application for Brazil
by Eduardo J. A. Lima & Felipe Luduvice & Benjamin M. Tabak [Downloadable!]
119 A Central de Risco de Crédito no Brasil: uma análise de utilidade de informação
by Ricardo Schechtman [Downloadable!]
118 Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint
by Aloísio P. Araújo & José Valentim M. Vicente [Downloadable!]
117 An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks
by Theodore M. Barnhill & Marcos R. Souto & Benjamin M. Tabak [Downloadable!]
116 Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling
by Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos [Downloadable!]
115 Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach
by José L. B. Fernandes & Juan Ignacio Peña & Benjamin M. Tabak [Downloadable!]
114 The Inequality Channel of Monetary Transmission
by Marta Areosa & Waldyr Areosa [Downloadable!]
113 Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil
by Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak & Daniel O. Cajueiro [Downloadable!]
112 Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets
by Angelo Marsiglia Fasolo [Downloadable!]
111 Avaliação de Modelos de Exigência de Capital para Risco de Mercado do Cupom Cambial
by Alan Cosme Rodrigues da Silva & João Maurício de Souza Moreira & Myriam Beatriz Eiras das Neves [Downloadable!]
110 Fatores de Risco e o Spread Bancário no Brasil
by Fernando G. Bignotto & Eduardo Augusto de Souza Rodrigues [Downloadable!]
109 The Recent Brazilian Disinflation Process and Costs
by Alexandre A. Tombini & Sergio A. Lago Alves [Downloadable!]
108 O Efeito da Consignação em Folha nas Taxas de Juros dos Empréstimos Pessoais
by Eduardo A. S. Rodrigues & Victorio Chu & Leonardo S. Alencar & Tony Takeda [Downloadable!]
107 Demand for Bank Services and Market Power in Brazilian Banking
by Márcio I. Nakane & Leonardo S. Alencar & Fabio Kanczuk [Downloadable!]
106 Testing Nonlinearities Between Brazilian Exchange Rate and Inflation Volatilities
by Christiane R. Albuquerque & Marcelo S. Portugal [Downloadable!]
105 Representing Roomates' Preferences with Symmetric Utilities
by José Álvaro Rodrigues Neto [Downloadable!]
104 Extração de Informação de Opções Cambiais no Brasil
by Eui Jung Chang & Benjamin Miranda Tabak [Downloadable!]
103 The Effect of Adverse Supply Shocks on Monetary Policy and Output
by Maria da Glória D. S. Araújo & Mirta Bugarin & Marcelo Kfoury Muinhos & Jose Ricardo C. Silva [Downloadable!]
102 Judicial Risk and Credit Market Performance: Micro Evidence from Brazil Payroll Loans
by Ana Carla A. Costa & João M. P. de Mello [Downloadable!]
101 Comparing equilibrium real interest rates: different approaches to measure Brazilian rates
by Marcelo Kfoury Muinhos & Márcio I. Nakane [Downloadable!]

2005

100 Targets and Inflation Dynamics
by Sergio A. L. Alves & Waldyr D. Areosa [Downloadable!]
99 Adequação das Medidas de Valor em Risco na Formulação da Exigência de Capital para Estratégias de Opções no Mercado Brasileiro
by Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & Eduardo Facó Lemgruber [Downloadable!]
98 Capital Flows Cycle: Stylized Facts and Empirical Evidences for Emerging Market Economies
by Helio Mori & Marcelo Kfoury Muinhos [Downloadable!]
97 Finance and the Business Cycle: a Kalman Filter Approach with Markov Switching
by Ryan A. Compton & Jose Ricardo da Costa e Silva [Downloadable!]
96 O que é Estratégia: uma Abordagem Multiparadigmática para a Disciplina
by Anthero de Moraes Meirelles [Downloadable!]
95 Comment on Market Discipline and Monetary Policy by Carl Walsh
by Maurício S. Bugarin & Fabia A. de Carvalho [Downloadable!]
94 Simulação Histórica Filtrada: Incorporação da Volatilidade ao Modelo Histórico de Cálculo de Risco para Ativos Não-Lineares
by Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Eduardo Facó Lemgruber [Downloadable!]
93 Avaliação de Métodos de Cálculo de Exigência de Capital para Risco Cambial
by Claudio H. da S. Barbedo & Gustavo S. Araújo & João Maurício S. Moreira & Ricardo S. Maia Clemente [Downloadable!]
92 Steady State Analysis of an Open Economy General Equilibrium Model for Brazil
by Mirta Noemí Sataka Bugarin & Roberto de Goes Ellery Jr. & Victor Gomes Silva & Marcelo Kfoury Muinhos [Downloadable!]

2004

91 Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - A Corporate Analysis
by Ricardo Schechtman & Valéria Salomão Garcia & Sergio Mikio Koyama & Guilherme Cronemberger Parente [Downloadable!]
90 Bank Privatization and Productivity: Evidence for Brazil
by Márcio I. Nakane & Daniela B. Weintraub [Downloadable!]
89 O Mercado de Hedge Cambial no Brasil: Reação das Instituições Financeiras a Intervenções do Banco Central
by Fernando N. de Oliveira [Downloadable!]
88 Ciclos Internacionais de Negócios: Uma Análise de Mudança de Regime Markoviano para Brasil, Argentina e Estados Unidos
by Arnildo da Silva Correa & Ronald Otto Hillbrecht [Downloadable!]
87 Mercado de Crédito: Uma Análise Econométrica dos Volumes de Crédito Total e Habitacional no Brasil
by Ana Carla Abrão Costa [Downloadable!]
86 Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo
by Fabio Araújo & João Victor Issler [Downloadable!]
85 Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002
by André Soares Loureiro & Fernando de Holanda Barbosa [Downloadable!]
84 Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis
by Aloisio Araujo & Marcia Leon [Downloadable!]
83 Does Inflation Targeting Reduce Inflation? An Analysis for the OECD Industrial Countries
by Thomas Y. Wu [Downloadable!]
82 Carteiras de Opções: Avaliação de Metodologias de Exigência de Capital no Mercado Brasileiro
by Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo [Downloadable!]
81 Bank Competition, Agency Costs and the Performance of the Monetary Policy
by Leonardo Soriano de Alencar & Márcio I. Nakane [Downloadable!]

2003

80 Diferenças e Semelhanças entre Países da América Latina: Uma Análise de Markov Switching para os Ciclos Econômicos de Brasil e Argentina
by Arnildo da Silva Correa [Downloadable!]
79 Inclusão do Decaimento Temporal na Metodologia Delta-Gama para o Cálculo do VaR de Carteiras Compradas em Opções no Brasil
by Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Eduardo Facó Lemgruber [Downloadable!]
78 Contornando os Pressupostos de Black & Scholes: Aplicação do Modelo de Precificação de Opções de Duan no Mercado Brasileiro
by Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & Antonio Carlos Figueiredo & Eduardo Facó Lemgruber [Downloadable!]
77 Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility
by André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos [Downloadable!]
76 Inflation Targeting in Emerging Market Economies
by Arminio Fraga & Ilan Goldfajn & André Minella [Downloadable!]
75 Brazil's Financial System: Resilience to Shocks, no Currency Substitution, but Struggling to Promote Growth
by Ilan Goldfajn & Katherine Hennings & Hélio Mori [Downloadable!]
74 Aplicação do Modelo de Black, Derman & Toy à Precificação de Opções Sobre Títulos de Renda Fixa
by Octavio Manuel Bessada Lion & Carlos Alberto Nunes Cosenza & César das Neves [Downloadable!]
73 Análise de componentes principais de dados funcionais - uma aplicação às estruturas a termo de taxas de juros
by Getúlio Borges da Silveira & Octavio Bessada [Downloadable!]
72 O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras
by Ricardo D. Brito & Angelo José Mont'Alverne Duarte & Osmani Teixeira de Carvalho Guillén [Downloadable!]
71 On Shadow-Prices of Banks in Real-Time Gross Settlement Systems
by Rodrigo Andrés de Souza Peñaloza [Downloadable!]
70 Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates
by Benjamin Miranda Tabak [Downloadable!]
69 r-filters: a Hodrick-Prescott Filter Generalization
by Fabio Araujo & Marta Baltar Moreira Areosa & José Alvaro Rodrigues Neto [Downloadable!]
68 Real Balances in the Utility Function: Evidence for Brazil
by Leonardo Soriano de Alencar & Márcio I. Nakane [Downloadable!]
67 Avaliação de Métodos de Cálculo de Exigência de Capital para Risco de Mercado de Carteiras de Ações no Brasil
by Gustavo S. Araújo & João Maurício S. Moreira & Ricardo S. Maia Clemente [Downloadable!]
66 A Taxa de Juros de Equilíbrio: uma Abordagem Múltipla
by Pedro Calhman de Miranda & Marcelo Kfoury Muinhos [Downloadable!]
65 On the Information Content of Oil Future Prices
by Benjamin Miranda Tabak [Downloadable!]
64 Medium-Size Macroeconomic Model for the Brazilian Economy
by Marcelo Kfoury Muinhos & Sergio Afonso Lago Alves [Downloadable!]
63 Optimal Monetary Rules: The Case of Brazil
by Charles Lima de Almeida & Marco Aurélio Peres & Geraldo da Silva e Souza & Benjamin Miranda Tabak [Downloadable!]
62 Taxa de Juros e Concentração Bancária no Brasil
by Eduardo Kiyoshi Tonooka & Sérgio Mikio Koyama [Downloadable!]

2002

61 O Uso de Dados de Alta Freqüência na Estimação da Volatilidade e do Valor em Risco para o Ibovespa
by João Maurício de Souza Moreira & Eduardo Facó Lemgruber [Downloadable!]
60 Delegated Portfolio Management
by Paulo Coutinho & Benjamin Miranda Tabak [Downloadable!]
59 Os Preços Administrados e a Inflação no Brasil
by Francisco Marcos R. Figueiredo & Thaís Porto Ferreira [Downloadable!]
58 The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case
by Benjamin Miranda Tabak [Downloadable!]
57 As Leis de Falência: uma Abordagem Econômica
by Aloisio Araujo [Downloadable!]
56 Causality and Cointegration in Stock Markets: The Case of Latin America
by Benjamin Miranda Tabak & Eduardo José Araújo Lima [Downloadable!]
55 Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil
by Carlos Hamilton Vasconcelos Araújo & Osmani Teixeira de Carvalho de Guillén [Downloadable!]
54 Stock Returns and Volatility
by Benjamin Miranda Tabak & Solange Maria Guerra [Downloadable!]
53 Inflation Targeting in Brazil: Lessons and Challenges
by André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos [Downloadable!]
52 Generalized Hyperbolic Distributions and Brazilian Data
by José Fajardo & Aquiles Farias [Downloadable!]
51 Credit Channel with Sovereign Credit Risk: an Empirical Test
by Victorio Yi Tson Chu [Downloadable!]
50 Macroeconomic Coordination and Inflation Targeting in a Two-Country Model
by Eui Jung Chang & Marcelo Kfoury Muinhos & Joanílio Rodolpho Teixeira [Downloadable!]
49 Desenvolvimento do Sistema Financeiro e Crescimento Econômico no Brasil: Evidências de Causalidade
by Orlando Carneiro de Matos [Downloadable!]
48 Should Government Smooth Exchange Rate Risk?
by Ilan Goldfajn & Marcos Antonio Silveira [Downloadable!]
47 Indicadores Derivados de Agregados Monetários
by Fernando de Aquino Fonseca Neto & José Albuquerque Júnior [Downloadable!]
46 The Determinants of Bank Interest Spread in Brazil
by Tarsila Segalla Afanasieff & Priscilla Maria Villa Lhacer & Márcio I. Nakane [Downloadable!]
45 Optimal Monetary Policy, Gains from Commitment, and Inflation Persistence
by André Minella [Downloadable!]
44 Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil
by Pedro Cavalcanti Ferreira & Osmani Teixeira de Carvalho Guillén [Downloadable!]
43 The Effects of the Brazilian ADRs Program on Domestic Market Efficiency
by Benjamin Miranda Tabak & Eduardo José Araújo Lima [Downloadable!]
42 Modelo Estrutural com Setor Externo: Endogenização do Prêmio de Risco e do Câmbio
by Marcelo Kfoury Muinhos & Sérgio Afonso Lago Alves & Gil Riella [Downloadable!]
41 Mudanças de Regime no Câmbio Brasileiro
by Carlos Hamilton V. Araújo & Getúlio B. da Silveira Filho [Downloadable!]
40 Speculative Attacks on Debts, Dollarization and Optimum Currency Areas
by Aloisio Araujo & Marcia Leon [Downloadable!]
39 Opções sobre Dólar Comercial e Expectativas a Respeito do Comportamento da Taxa de Câmbio
by Paulo Castor de Castro [Downloadable!]
38 Volatilidade Implícita e Antecipação de Eventos de Stress: um Teste para o Mercado Brasileiro
by Frederico Pechir Gomes [Downloadable!]
37 Monetary Policy in Brazil: Remarks on the Inflation Targeting Regime, Public Debt Management and Open Market Operations
by Luiz Fernando Figueiredo & Pedro Fachada & Sérgio Goldenstein [Downloadable!]
36 Can Emerging Markets Float? Should They Inflation Target?
by Barry Eichengreen [Downloadable!]
35 An Operational Definition of Price Stability
by Tito Nícias Teixeira da Silva Filho [Downloadable!]
17 Estimating Brazilian Potential Output: A Production Function Approach
by Tito Nícias Teixeira da Silva Filho [Downloadable!]

2001

34 Constrained Discretion and Collective Action Problems: Reflections on the Resolution of International Financial Crises
by Arminio Fraga & Daniel L. Gleizer [Downloadable!]
33 Monetary Policy and Inflation in Brazil (1975-2000): a VAR Estimation
by André Minella [Downloadable!]
32 Crises Cambiais e Ataques Especulativos no Brasil
by Mauro Costa Miranda [Downloadable!]
31 Algumas Considerações Sobre a Sazonalidade no IPCA
by Francisco Marcos R. Figueiredo & Roberta Blass Staub [Downloadable!]
30 Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates
by Benjamin Miranda Tabak & Sandro Canesso de Andrade [Downloadable!]
29 Using a Money Demand Model to Evaluate Monetary Policies in Brazil
by Pedro H. Albuquerque & Solange Gouvea [Downloadable!]
28 Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais
by Marco Antonio Bonomo & Ricardo D. Brito [Downloadable!]
27 Complementaridade e Fungibilidade dos Fluxos de Capitais Internacionais
by Carlos Hamilton Vasconcelos Araújo & Renato Galvão Flores Júnior [Downloadable!]
26 Inflation Targeting in an Open Financially Integrated Emerging Economy: the case of Brazil
by Marcelo Kfoury Muinhos [Downloadable!]
25 Inflation Targeting in Brazil: Reviewing Two Years of Monetary Policy 1999/00
by Pedro Fachada [Downloadable!]
24 Inflation Targeting in Brazil: Shocks, Backward-Looking Prices, and IMF Conditionality
by Joel Bogdanski & Paulo Springer de Freitas & Ilan Goldfajn & Alexandre Antonio Tombini [Downloadable!]
23 Os Efeitos da CPMF sobre a Intermediação Financeira
by Sérgio Mikio Koyama & Márcio I. Nakane [Downloadable!]
22 Decentralized Portfolio Management
by Paulo Coutinho & Benjamin Miranda Tabak [Downloadable!]
21 Os Impactos Econômicos da CPMF: Teoria e Evidência
by Pedro H. Albuquerque [Downloadable!]
20 Credit Channel without the LM Curve
by Victorio Y. T. Chu & Márcio I. Nakane [Downloadable!]
19 Uncovered Interest Parity with Fundamentals: A Brazilian Exchange Rate Forecast Model
by Marcelo Kfoury Muinhos & Paulo Springer de Freitas & Fabio Araujo [Downloadable!]
18 A Simple Model for Inflation Targeting in Brazil
by Paulo Springer de Freitas & Marcelo Kfoury Muinhos [Downloadable!]
16 Evaluation of the Central Bank of Brazil Structural Model's Inflation Forecasts in an Inflation Targeting Framework
by Sergio Afonso Lago Alves [Downloadable!]
15 Is it Worth Tracking Dollar/Real Implied Volatility?
by Sandro Canesso de Andrade & Benjamin Miranda Tabak [Downloadable!]
14 Evaluating Core Inflation Measures for Brazil
by Francisco Marcos Rodrigues Figueiredo [Downloadable!]
13 Modelos de Previsão de Insolvência Bancária no Brasil
by Marcio Magalhães Janot [Downloadable!]
12 A Test of Competition in Brazilian Banking
by Márcio I. Nakane [Downloadable!]
11 A Note on the Efficient Estimation of Inflation in Brazil
by Michael F. Bryan & Stephen G. Cecchetti [Downloadable!]
10 Análise do Financiamento Externo a Uma Pequena Economia
by Carlos Halmiton Vasconcelos Araújo & Renato Galvão Flôres Júnior [Downloadable!]

2000

9 Estimating Exchange Market Pressure and Intervention Activity
by Emanuel-Werner Kohlscheen [Downloadable!]
8 The Correlation Matrix of the Brazilian Central Bank's Standard Model for Interest Rate Market Risk
by José Alvaro Rodrigues Neto [Downloadable!]
7 Leading Indicators of Inflation for Brazil
by Marcelle Chauvet [Downloadable!]
6 Optimal Interest Rate Rules in Inflation Targeting Frameworks
by José Alvaro Rodrigues Neto & Fabio Araújo & Marta Baltar J. Moreira [Downloadable!]
5 The Pass-through from Depreciation to Inflation: A Panel Study
by Ilan Goldfajn & Sérgio Ribeiro da Costa Werlang [Downloadable!]
4 An Information Theory Approach to the Aggregation of Log-Linear Models
by Pedro H. Albuquerque [Downloadable!]
3 Private Sector Participation: A Theoretical Justification of the Brazilian Position
by Sérgio Ribeiro da Costa Werlang [Downloadable!]
2 Monetary Policy and Banking Supervision Functions on the Central Bank
by Eduardo Lundberg [Downloadable!]
1 Implementing Inflation Targeting in Brazil
by Joel Bogdanski & Alexandre Antonio Tombini & Sérgio Ribeiro da Costa Werlang [Downloadable!]

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This page was last updated on 2008-11-27.

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