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O Comportamento Cíclico do Capital dos Bancos Brasileiros


  • Renata A. Ferreira

    (Universidade de Brasília (UnB), Brasil)

  • A. C. Noronha

    (Universidade de Brasília (UnB), Brasil)

  • Benjamin Miranda Tabak

    (Banco Central do Brasil)

  • Daniel Oliveira Cajueiro

    (Instituto Nacional de Ciência e Tecnologia para Sistemas Complexos, Brasil)


No contexto de transição regulamentar para os padrões do acordo de Basiléia II, este artigo analisa o comportamento cíclico do capital bancário brasileiro sob a regulação atual. Utilizamos um painel não-balanceado de dados dos bancos operando no Brasil entre 2003 e 2008 para estimar, através de técnicas de painel dinâmico, uma equação do capital econômico dos bancos. Nossos resultados mostram que esta variável move-se com o ciclo de negócios.

Suggested Citation

  • 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], vol. 11(3), pages 671-690.
  • Handle: RePEc:anp:econom:v:11:y:2010:i:3:671_690

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    References listed on IDEAS

    1. McCracken, Michael W., 2007. "Asymptotics for out of sample tests of Granger causality," Journal of Econometrics, Elsevier, pages 719-752.
    2. Ang, Andrew & Piazzesi, Monika & Wei, Min, 2006. "What does the yield curve tell us about GDP growth?," Journal of Econometrics, Elsevier, pages 359-403.
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    More about this item


    Bancos; Basiléia II; Ciclos Econômicos; Capital dos Bancos;

    JEL classification:

    • E02 - Macroeconomics and Monetary Economics - - General - - - Institutions and the Macroeconomy
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages


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