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Publications

by members of

Banco Central do Brasil
Brasília, Brazil

(Central Bank of Brazil)

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

Working papers

2025

  1. Thiago Christiano Silva & Paulo Victor Berri Wilhelm & Solange Maria Guerra, 2025. "Weathering the Storm: how supply chains adapt to extreme climate events," Working Papers Series 613, Central Bank of Brazil, Research Department.
  2. Bruno Pires Tiberto, 2025. "How Does Central Bank Independence Influence the Relationship Between Inflation, Income Inequality and Poverty?," Working Papers Series 615, Central Bank of Brazil, Research Department.

2024

  1. Marc-Andreas Muendler & James E. Rauch & Sergio Mikio Koyama, 2024. "You Can Take Them With You: Recruiting Coworkers to One's Own New Firm," NBER Working Papers 33230, National Bureau of Economic Research, Inc.
  2. Marcos Valli Jorge & Angelo M Fasolo & Silvio Michael de Azevedo Costa, 2024. "Mitigating Policies for Pollutant Emissions in a DSGE for the Brazilian Economy," Working Papers Series 591, Central Bank of Brazil, Research Department.
  3. Daniel Grimaldi & Jose Renato Haas Ornelas, 2024. "Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans," Working Papers Series 599, Central Bank of Brazil, Research Department.
  4. Matheus C. Sampaio & Jose Renato Haas Ornelas, 2024. "Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix," Working Papers Series 600, Central Bank of Brazil, Research Department.
  5. Vicente da Gama Machado, 2024. "Core Inflation in Brazil: past and present," Working Papers Series 602, Central Bank of Brazil, Research Department.
  6. Thiago C. Silva & Paulo V. B. Wilhelm & Diego R. Amancio, 2024. "Machine learning and economic forecasting: the role of international trade networks," Papers 2404.08712, arXiv.org.
  7. Michel Alexandre & Thiago Christiano Silva & Francisco Aparecido Rodrigues, 2024. "Critical Edges in Financial Networks," Working Papers Series 594, Central Bank of Brazil, Research Department.
  8. Thiago Christiano Silva & Carlos Eduardo de Almeida, 2024. "COVID-19 and Supply Chain Disruptions: a novel perspective using a network of payments in Brazil," Working Papers Series 595, Central Bank of Brazil, Research Department.
  9. Thiago Christiano Silva & Carlos Eduardo de Almeida & Solange Maria Guerra & Benjamin Miranda Tabak, 2024. "COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil," Working Papers Series 601, Central Bank of Brazil, Research Department.
  10. Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Solange Maria Guerra & Iuri Lazier & Rodrigo Cesar de Castro Miranda, 2024. "Network Analysis of Exchange Rate Shocks: implications for financial stability in Brazil," Working Papers Series 605, Central Bank of Brazil, Research Department.
  11. Victor Orestes & Thiago Silva & Henry Zhang, 2024. "Firm-Level and Aggregate Effects of Cheaper Liquidity: evidence from factoring," Working Papers Series 611, Central Bank of Brazil, Research Department.
  12. Bruno Pires Tiberto & Francisco Fernando Viana Ferreira, 2024. "The Effects of COVID-19 Pandemic on Cross-Border Banking Flows: comparative analysis between advanced and emerging market economies," Working Papers Series 598, Central Bank of Brazil, Research Department.
  13. Andre Guettler & Mahvish Naeem & Lars Norden & Bernardus Van Doornik, 2024. "Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?," Working Papers Series 590, Central Bank of Brazil, Research Department.
  14. Bernardus Van Doornik & Armando Gomes & David Schoenherr & Janis Skrastins, 2024. "Savings-and-Credit Contracts," Working Papers Series 610, Central Bank of Brazil, Research Department.
  15. Bernardus van Doornik & Dimas Fazio & Tarun Ramadorai & Janis Skrastins, 2024. "Housing and Fertility," Working Papers Series 612, Central Bank of Brazil, Research Department.
  16. Thiago Trafane Oliveira Santos & Daniel Oliveira Cajueiro, 2024. "Why you should also use OLS estimation of tail exponents," Papers 2409.10448, arXiv.org, revised Sep 2024.
  17. Tomás R. Martinez & Thiago Trafane Oliveira Santos, 2024. "Revisiting the Facts of Economic Growth: insights from assessing misallocation over 70 years for up to 100 countries," Working Papers Series 603, Central Bank of Brazil, Research Department.
  18. Tomás R. Martinez & Thiago Trafane Oliveira Santos, 2024. "Disentangling Brazilian TFP: the role of misallocation in recent economic cycles," Working Papers Series 609, Central Bank of Brazil, Research Department.
  19. Alexandre Kornelius & Jose Angelo Divino, 2024. "Renewable Energy Shocks and Business Cycle Dynamics with Application to Brazil," Working Papers Series 592, Central Bank of Brazil, Research Department.
  20. Nikolas Schiozer & Gilberto Tadeu Lima & Michel Alexandre, 2024. "Heterogeneity in pricing behavior in hybrid DSGE-ABM macrodynamics," Working Papers, Department of Economics 2024_26, University of São Paulo (FEA-USP).
  21. Eduardo G. C. Amaral, 2024. "Smoothing the New-Keynesian Capital Puzzle," Working Papers Series 606, Central Bank of Brazil, Research Department.

2023

  1. Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner Piazza Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Artur Brasil Fialho Rodrigues, 2023. "Predicting Recessions in (almost) Real Time in a Big-data Setting," Working Papers Series 587, Central Bank of Brazil, Research Department.
  2. Angelo Marsiglia Fasolo & Eurilton Araújo & Marcos Valli Jorge & Alexandre Kornelius & Leonardo Sousa Gomes Marinho, 2023. "Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model," Working Papers Series 578, Central Bank of Brazil, Research Department.
  3. Marta Baltar Moreira Areosa & Wagner Piazza Gaglianone, 2023. "Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models," Working Papers Series 574, Central Bank of Brazil, Research Department.
  4. Lucas A. Mariani & Jose Renato Haas Ornelas & Bernardo Ricca, 2023. "Banks’ Physical Footprint and Financial Technology Adoption," Working Papers Series 576, Central Bank of Brazil, Research Department.
  5. Rodrigo Barbone Gonzalez & José Renato Haas Ornelas & Thiago Christiano Silva, 2023. "The Value of Clean Water: evidence from an environmental disaster," Working Papers Series 583, Central Bank of Brazil, Research Department.
  6. Michel Alexandre & Thiago Christiano Silva, 2023. "Labor Market and Systemic Risk: a network-based approach," Working Papers Series 584, Central Bank of Brazil, Research Department.
  7. Valter T. Yoshida Jr & Alan de Genaro & Rafael Schiozer & Toni R. E. dos Santos, 2023. "A Novel Credit Model Risk Measure: does more data lead to lower model risk in credit scoring models?," Working Papers Series 582, Central Bank of Brazil, Research Department.
  8. Bruno Pires Tiberto & Helder Ferreira de Mendonça, 2023. "Effects of Sustainable Monetary and Fiscal Policy on FDI Inflows to EMDE Countries," Working Papers Series 575, Central Bank of Brazil, Research Department.
  9. da Rocha Braga, Bruno, 2023. "Implementing the Process Tracing Technique using Combinatory Categorial Grammars: An Application to the Analysis of Economic Coordination within Firms," MPRA Paper 117322, University Library of Munich, Germany, revised 31 May 2023.
  10. Leonardo Nogueira Ferreira, 2023. "Monetary Policy Surprises, Financial Conditions, and the String Theory Revisited," Working Papers Series 573, Central Bank of Brazil, Research Department.
  11. Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers Series 581, Central Bank of Brazil, Research Department.
  12. Joao Felix & Michel Alexandre & Gilberto Tadeu Lima, 2023. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Working Papers, Department of Economics 2023_10, University of São Paulo (FEA-USP), revised 11 Sep 2023.
  13. Joao Vitor Matos Goncalves & Michel Alexandre & Gilberto Tadeu Lima, 2023. "ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting," Working Papers, Department of Economics 2023_13, University of São Paulo (FEA-USP).

2022

  1. Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022. "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series 561, Central Bank of Brazil, Research Department.
  2. Jose Renato Haas Ornelas & Alexandre Reggi Pecora, 2022. "Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market," Working Papers Series 571, Central Bank of Brazil, Research Department.
  3. Gustavo Joaquim & Felipe Netto & José Renato Haas Ornelas, 2022. "Government Banks and Interventions in Credit Markets," Working Papers 22-20, Federal Reserve Bank of Boston.
  4. Miriam Bruhn & Gabriel Garber & Sergio Koyama & Bilal Zia, 2022. "The Long-Term Impact of High School Financial Education: evidence from Brazil," Working Papers Series 563, Central Bank of Brazil, Research Department.
  5. Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Solange Maria Guerra, 2022. "Covid-19 and market power in local credit markets: the role of digitalization," BIS Working Papers 1017, Bank for International Settlements.
  6. Silva, Thiago & Souza, Sérgio & Guerra, Solange & Tabak, Benjamin, 2022. "Decentralized Market Power in Credit Markets," MPRA Paper 114766, University Library of Munich, Germany.
  7. Flávio de Freitas Val & Gustavo Silva Araujo, 2022. "Breakeven Inflation Rate Estimation: an alternative approach considering indexation lag and seasonality," Working Papers Series 493, Central Bank of Brazil, Research Department.
  8. Sérgio Leão & Rafael Schiozer & Raquel F. Oliveira & Gustavo Araujo, 2022. "Lending Relationships and Currency Hedging," Working Papers Series 565, Central Bank of Brazil, Research Department.
  9. Michel Alexandre & Felipe Jordão Xavier & Thiago Christiano Silva & Francisco A. Rodrigues, 2022. "Nestedness in the Brazilian Financial System," Working Papers Series 566, Central Bank of Brazil, Research Department.
  10. Michel Alexandre & Krzystof Michalak & Thiago Christiano Silva & Francisco A. Rodrigues, 2022. "Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach," Working Papers Series 568, Central Bank of Brazil, Research Department.
  11. Dimas Mateus Fazio & Thiago Christiano Silva, 2022. "Creditor Rights and Bank Competition," Working Papers Series 569, Central Bank of Brazil, Research Department.
  12. Carlos Cantù & Catherine Casanova & Rodrigo Alfaro & Fernando Chertman & Gerald Cisneros & Toni dos Santos & Roberto Lobato & Calixto Lopez & Facundo Luna & David Moreno & Miguel Sarmiento & Rafael Ni, 2022. "How capital inflows translate into new bank lending: tracing the mechanism in Latin America," BIS Working Papers 1051, Bank for International Settlements.
  13. da Rocha Braga, Bruno, 2022. "The Generative Nature of the Firm," MPRA Paper 117007, University Library of Munich, Germany, revised 09 Apr 2023.
  14. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The financial network channel of monetary policy transmission: An agent-based model," Working Papers 2022/01, Economics Department, Universitat Jaume I, Castellón (Spain).

2021

  1. Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021. "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series 544, Central Bank of Brazil, Research Department.
  2. Angelo M. Fasolo & Flávia M. Graminho & Saulo B. Bastos, 2021. "Seeing the Forest for the Trees: using hLDA models to evaluate communication in Banco Central do Brasil," Working Papers Series 555, Central Bank of Brazil, Research Department.
  3. Marta Areosa & Waldyr Areosa & Vinicius Carrasco, 2021. "Optimal Informational Interest Rate Rule," Working Papers Series 553, Central Bank of Brazil, Research Department.
  4. José Valentim Machado Vicente & Jaqueline Terra Moura Marins & Wagner Piazza Gaglianone, 2021. "Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil," Working Papers Series 552, Central Bank of Brazil, Research Department.
  5. José Renato Haas Ornelas & Alvaro Pedraza & Claudia Ruiz-Ortega & Thiago Christiano Silva, 2021. "Credit Allocation When Private Banks Distribute Government Loans," Working Papers Series 548, Central Bank of Brazil, Research Department.
  6. Gabriel Garber & Atif R. Mian & Jacopo Ponticelli & Amir Sufi, 2021. "Consumption Smoothing or Consumption Binging? The effects of government-led consumer credit expansion in Brazil," NBER Working Papers 29386, National Bureau of Economic Research, Inc.
  7. Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Solange Maria Guerra, 2021. "COVID-19 and Local Market Power in Credit Markets," Working Papers Series 558, Central Bank of Brazil, Research Department.
  8. Filipe Correia & Gustavo S. Cortes & Thiago C. Silva, 2021. "Is Corporate Credit Risk Propagated to Employees?," Working Papers Series 551, Central Bank of Brazil, Research Department.
  9. Michel Alexandre & Thiago Christiano Silva & Colm Connaughton & Francisco A. Rodrigues, 2021. "The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach," Working Papers Series 556, Central Bank of Brazil, Research Department.
  10. Michel Alexandre & Thiago Christiano Silva & Krzysztof Michalak & Francisco A. Rodrigues, 2021. "Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data," Working Papers Series 557, Central Bank of Brazil, Research Department.
  11. Leonardo N. Ferreira, 2021. "Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication," Working Papers Series 559, Central Bank of Brazil, Research Department.
  12. Mauricio Medeiros Jr & Bernardus Van Doornik, 2021. "Human Capital and Startup Financing," Working Papers Series 546, Central Bank of Brazil, Research Department.
  13. Bernardus Van Doornik & Armando Gomes & David Schoenherr & Janis Skrastins, 2021. "Financial Access and Labor Market Outcomes: evidence from credit lotteries," Working Papers Series 547, Central Bank of Brazil, Research Department.
  14. Thiago Trafane Oliveira Santos, 2021. "High Lending Interest Rates in Brazil: cost or concentration?," Working Papers Series 550, Central Bank of Brazil, Research Department.
  15. Michel Alexandre & Kau^e Lopes de Moraes & Francisco Aparecido Rodrigues, 2021. "Risk-dependent centrality in the Brazilian stock market," Papers 2103.09059, arXiv.org.

2020

  1. Tarciso Gouveia da Silva & Osmani Teixeira de Carvalho Guillén & George Augusto Noronha Morcerf & Andre de Melo Modenesi, 2020. "Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17)," Working Papers Series 536, Central Bank of Brazil, Research Department.
  2. Angelo Mont’Alverne Duarte & Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & João Victor Issler, 2020. "Commodity Prices and Global Economic Activity: a derived-demand approach," Working Papers Series 539, Central Bank of Brazil, Research Department.
  3. Eurilton Araújo & Ricardo D. Brito & Antônio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers Series 525, Central Bank of Brazil, Research Department.
  4. Leonardo S. Alencar & Rodrigo Augusto Silva de Andrade & Klenio de Souza Barbosa, 2020. "Creditor's Protection and Bank Loans: market power and bankruptcy reform's effects," Working Papers Series 521, Central Bank of Brazil, Research Department.
  5. José Renato Haas Ornelas & Marcos Soares da Silva & Bernardus Ferdinandus Nazar Van Doornik, 2020. "Informational Switching Costs, Bank Competition and the Cost of Finance," Working Papers Series 512, Central Bank of Brazil, Research Department.
  6. Vinicius Ratton Brandi, 2020. "Short-Term Predictability of Stock Market Indexes following Large Drawdowns and Drawups," Working Papers Series 529, Central Bank of Brazil, Research Department.
  7. Rodrigo Barbone Gonzalez, 2020. "Monetary Policy Surprises and Employment: evidence from matched bank-firm loan data on the bank lending-channel," Working Papers Series 518, Central Bank of Brazil, Research Department.
  8. João Barata R. Blanco Barroso & Rodrigo Barbone Gonzalez & José-Luis Peydró & Bernardus F. Nazar Van Doornik, 2020. "Countercyclical Liquidity Policy and Credit Cycles: evidence from macroprudential and monetary policy in Brazil," Working Papers Series 537, Central Bank of Brazil, Research Department.
  9. Gabriel Garber & Atif Mian & Jacopo Ponticelli & Amir Sufi, 2020. "Government Banks, Household Debt, and Economic Downturns: the case of Brazil," Working Papers Series 538, Central Bank of Brazil, Research Department.
  10. Vicente da Gama Machado & Raquel Nadal & Fernando Ryu Ramos Kawaoka, 2020. "A Data-Rich Measure of Underlying Inflation for Brazil," Working Papers Series 516, Central Bank of Brazil, Research Department.
  11. Thiago C. Silva & Diego R. Amancio & Benjamin M. Tabak, 2020. "Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers," Papers 2001.06889, arXiv.org, revised Aug 2020.
  12. Dimas Mateus Fazio & Thiago Christiano Silva, 2020. "Housing Collateral Reform and Economic Reallocation," Working Papers Series 522, Central Bank of Brazil, Research Department.
  13. Dimas Mateus Fazio & Thiago Christiano Silva & Janis Skrastins, 2020. "Economic Resilience: spillovers, courts, and vertical integration," Working Papers Series 531, Central Bank of Brazil, Research Department.
  14. Emerson Erik Schmitz & Thiago Christiano Silva, 2020. "Financial Intermediation, Human Capital Development and Economic Growth," Working Papers Series 533, Central Bank of Brazil, Research Department.
  15. Frederico A. Mourad & Rafael F. Schiozer & Toni R. E. dos Santos, 2020. "Bank Loan Forbearance: evidence from a million restructured loans," Working Papers Series 541, Central Bank of Brazil, Research Department.
  16. Leonardo N. Ferreira, 2020. "Forward Guidance Matters: disentangling monetary policy shocks," Working Papers Series 530, Central Bank of Brazil, Research Department.
  17. Leila Aghabarari & Andre Guettler & Mahvish Naeem & Bernardus Van Doornik, 2020. "Is There Help Indeed, if There is Help in Need? The case of credit unions during the global financial crisis," Working Papers Series 511, Central Bank of Brazil, Research Department.
  18. Bernardus Ferdinandus Nazar Van Doornik & Dimas Mateus Fazio & David Schoenherr & Janis Skrastins, 2020. "Unemployment Insurance as a Subsidy to Risky Firms," Working Papers Series 523, Central Bank of Brazil, Research Department.
  19. Julia Fonseca & Bernardus Van Doornik, 2020. "Financial Development and Labor Markets: evidence from Brazil," Working Papers Series 532, Central Bank of Brazil, Research Department.
  20. Bernardus Van Doornik & David Schoenherr & Janis Skrastins, 2020. "Rent-Extraction from the Unemployment Insurance System: The Role of Firms," Working Papers 2020-20, Princeton University. Economics Department..
  21. Bernardus Van Doornik & David Schoenherr & Janis Skrastins, 2020. "Strategic Formal Layoffs: Unemployment Insurance and Informal Labor Markets," Working Papers 2020-5, Princeton University. Economics Department..
  22. Thiago Trafane Oliveira Santos, 2020. "A General Characterization of the Capital Cost and the Natural Interest Rate: an application for Brazil," Working Papers Series 524, Central Bank of Brazil, Research Department.
  23. Alexandre de Carvalho & Thiago Trafane Oliveira Santos, 2020. "Is the Equity Risk Premium Compressed in Brazil?," Working Papers Series 527, Central Bank of Brazil, Research Department.

2019

  1. Marcos R. Castro, 2019. "Sectoral Countercyclical Buffers in a DSGE Model with a Banking Sector," Working Papers Series 503, Central Bank of Brazil, Research Department.
  2. Maurício S. Bugarin & Fabia A. de Carvalho, 2019. "Elections, Heterogeneity of Central Bankers and Inflationary Pressure: the case for staggered terms for the president and the central banker," Working Papers Series 501, Central Bank of Brazil, Research Department.
  3. Fernando Nascimento de Oliveira & Wagner Piazza Gaglianone, 2019. "Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term," Working Papers Series 497, Central Bank of Brazil, Research Department.
  4. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2019. "Implied Volatility Term Structure and Exchange Rate Predictability," Working Papers Series 492, Central Bank of Brazil, Research Department.
  5. Gustavo Joaquim & Bernardus Van Doornik & José Renato Ornelas, 2019. "Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil," Working Papers Series 508, Central Bank of Brazil, Research Department.
  6. Haas Ornelas,Jose Renato & Pedraza Morales,Alvaro Enrique & Ruiz Ortega,Claudia & Silva,Thiago, 2019. "Winners and Losers When Private Banks Distribute Government Loans : Evidence from Earmarked Credit in Brazil," Policy Research Working Paper Series 8952, The World Bank.
  7. Rodrigo Barbone Gonzalez & Dmitry Khametshin & José-Luis Peydró & Andrea Polo, 2019. "Hedger of Last Resort: evidence from Brazilian FX interventions, local credit, and global financial cycles," Working Papers Series 509, Central Bank of Brazil, Research Department.
  8. Thiago Christiano Silva & Solange Maria Guerra & Benjamin Miranda Tabak, 2019. "Fiscal Risk and Financial Fragility," Working Papers Series 495, Central Bank of Brazil, Research Department.
  9. Thiago Christiano Silva & Benjamin Miranda Tabak, 2019. "Growth and Activity Diversification: the impact of financing non-traditional local activities," Working Papers Series 498, Central Bank of Brazil, Research Department.
  10. Sergio Rubens Stancato de Souza & Thiago Christiano Silva & Carlos Eduardo de Almeida, 2019. "Bailing in Banks: costs and benefits," Working Papers Series 504, Central Bank of Brazil, Research Department.
  11. Thiago Christiano Silva & Benjamin Miranda Tabak & Marcela Tetzner Laiz, 2019. "The Finance-Growth Nexus: the role of banks," Working Papers Series 506, Central Bank of Brazil, Research Department.
  12. Gustavo S. Cortes & Thiago Christiano Silva & Bernardus F. N. Van Doornik, 2019. "Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions," Working Papers Series 507, Central Bank of Brazil, Research Department.
  13. Michel Alexandre & Gilberto Tadeu Lima, 2019. "Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration," Working Papers, Department of Economics 2019_31, University of São Paulo (FEA-USP).

2018

  1. Eurilton Araújo, 2018. "Neo-Fisherianism in a Small Open-Economy New Keynesian Model," Working Papers Series 481, Central Bank of Brazil, Research Department.
  2. Angelo Marsiglia Fasolo, 2018. "Monetary Policy Volatility Shocks in Brazil," Working Papers Series 480, Central Bank of Brazil, Research Department.
  3. Ricardo Schechtman & Tony Takeda, 2018. "Capital (and Earnings) Incentives for Loan Loss Provisions in Brazil: evidence from a crisis-buffering regulatory intervention," Working Papers Series 477, Central Bank of Brazil, Research Department.
  4. Wagner Piazza Gaglianone & Raffaella Giacomini & João Victor Issler & Vasiliki Skreta, 2018. "Incentive-driven Inattention," Working Papers Series 485, Central Bank of Brazil, Research Department.
  5. Marinela Adriana Finta & José Renato Haas Ornelas, 2018. "Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia," Working Papers Series 479, Central Bank of Brazil, Research Department.
  6. Vinicius Ratton Brandi & Joaquim Pinto de Andrade, 2018. "Avaliação de Políticas Macroprudenciais em um Modelo com Fricções Financeiras Estimado para a Economia Brasileira," Working Papers Series 491, Central Bank of Brazil, Research Department.
  7. Gabriel Garber & Atif Mian & Jacopo Ponticelli & Amir Sufi, 2018. "Household Debt and Recession in Brazil," NBER Working Papers 25170, National Bureau of Economic Research, Inc.
  8. Thiago Christiano Silva & Solange Maria Guerra & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2018. "Interconnectedness, Firm Resilience and Monetary Policy," Working Papers Series 478, Central Bank of Brazil, Research Department.
  9. Gustavo Silva Araujo & Ricardo Alves Carmo Ribeiro, 2018. "Is Petrobras Options Market Efficient? A Study Using The Delta-Gamma Neutral Strategy," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting] 126, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  10. Heloisa Elias de Souza & Claudio Henrique da Silveira Barbedo & Gustavo Silva Araujo, 2018. "Does Investor Attention Affect Trading Volume In The Brazilian Stock Market?," Working Papers Series 472, Central Bank of Brazil, Research Department.
  11. Dimas Mateus Fazio & Thiago Christiano Silva & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro, 2018. "Inflation Targeting and Financial Stability: does the quality of institutions matter?," Working Papers Series 470, Central Bank of Brazil, Research Department.
  12. Bernardus Van Doornik & David Schoenherr & Janis Skrastins, 2018. "Unemployment Insurance, Strategic Unemployment and Firm-Worker Collusion," Working Papers Series 483, Central Bank of Brazil, Research Department.
  13. Pablo Jose Campos de Carvalho & Aparna Gupta, 2018. "Multivariate Jump Diffusion Model with Markovian Contagion," Working Papers Series 482, Central Bank of Brazil, Research Department.
  14. Ricardo Sabbadini, 2018. "Overcoming the Original Sin: gains from local currency external debt," Working Papers Series 484, Central Bank of Brazil, Research Department.
  15. Ricardo Sabbadini, 2018. "Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt," Working Papers, Department of Economics 2018_16, University of São Paulo (FEA-USP).
  16. Ricardo Sabbadini, 2018. "International Reserves Management in a Model of Partial Sovereign Default," Working Papers, Department of Economics 2018_14, University of São Paulo (FEA-USP).
  17. Michel Alexandre da Silva & Giovani Antônio Silva Brito & Theo Cotrim Martins, 2018. "Default Contagion among Credit Types: evidence from Brazilian data," Working Papers Series 476, Central Bank of Brazil, Research Department.

2017

  1. Flávio de Freitas Val & Wagner Piazza Gaglianone & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto, 2017. "Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model," Working Papers Series 463, Central Bank of Brazil, Research Department.
  2. Wagner Piazza Gaglianone, 2017. "Empirical Findings on Inflation Expectations in Brazil: a survey," Working Papers Series 464, Central Bank of Brazil, Research Department.
  3. Alessandra Pasqualina Viola & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Wagner Piazza Gaglianone, 2017. "Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression," Working Papers Series 466, Central Bank of Brazil, Research Department.
  4. José Renato Haas Ornelas, 2017. "Expected Currency Returns and Volatility Risk Premia," Working Papers Series 454, Central Bank of Brazil, Research Department.
  5. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017. "Volatility Risk Premia and Future Commodity Returns," Working Papers Series 455, Central Bank of Brazil, Research Department.
  6. José Renato Haas Ornelas, 2017. "Risco, Dívida e Alavancagem Soberana," Working Papers Series 457, Central Bank of Brazil, Research Department.
  7. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017. "Volatility risk premia and future commodities returns," BIS Working Papers 619, Bank for International Settlements.
  8. João Barata R. B. Barroso & Rodrigo Barbone Gonzalez & Bernardus F. Nazar Van Doornik, 2017. "Credit Supply Responses to Reserve Requirement: loan-level evidence from macroprudential policy," Working Papers Series 467, Central Bank of Brazil, Research Department.
  9. Douglas Kiarelly Godoy de Araujo & João Barata R B Barroso & Rodrigo Barbone Gonzalez, 2017. "Loan-to-value policy and housing finance: effects on constrained borrowers," BIS Working Papers 673, Bank for International Settlements.
  10. Gabriel Garber & Sergio Mikio Koyama, 2017. "Policy-effective Financial Knowledge and Attitude Factors in Latin America," Working Papers Series 469, Central Bank of Brazil, Research Department.
  11. Gustavo Silva Araujo & José Valentim Machado Vicente, 2017. "Estimação da Inflação Implícita de Curto Prazo," Working Papers Series 460, Central Bank of Brazil, Research Department.
  12. Edimilson Costa Lucas & Wesley Mendes Da Silva & Gustavo Silva Araujo, 2017. "Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry?," Working Papers Series 462, Central Bank of Brazil, Research Department.
  13. Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2017. "Systemic Risk in Financial Systems: a feedback approach," Working Papers Series 461, Central Bank of Brazil, Research Department.
  14. Anand, Kartik & van Lelyveld, Iman & Banai, Ádám & Friedrich, Soeren & Garratt, Rodney & Hałaj, Grzegorz & Fique, Jose & Hansen, Ib & Martínez Jaramillo, Serafín & Lee, Hwayun & Molina-Borboa, José Lu, 2017. "The missing links: A global study on uncovering financial network structures from partial data," ESRB Working Paper Series 51, European Systemic Risk Board.
  15. Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2017. "Dynamic Bank Runs: an agent-based approach," Working Papers Series 465, Central Bank of Brazil, Research Department.
  16. Alexandre, Michel & Antônio Silva Brito, Giovani & Cotrim Martins, Theo, 2017. "Default contagion among credit modalities: evidence from Brazilian data," MPRA Paper 76859, University Library of Munich, Germany.

2016

  1. Eurilton Araújo, 2016. "Monetary Policy Credibility and the Comovement between Stock Returns and Inflation," Working Papers Series 449, Central Bank of Brazil, Research Department.
  2. Arnildo Da Silva Correa & Sergio Afonso Lago Alves, 2016. "A Tale Of Three Gaps: Unemployment, Capacity Utilization And Output," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 031, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. Sergio A. Lago Alves, 2016. "Labor Markets in Heterogenous Sectors," Working Papers Series 421, Central Bank of Brazil, Research Department.
  4. Sergio A. Lago Alves, 2016. "Monetary Policy, Trend Inflation and Unemployment Volatility," Working Papers Series 450, Central Bank of Brazil, Research Department.
  5. Rafael Tiecher Cusinato & Francisco Marcos Rodrigues Figueiredo & Vicente da Gama Machado & Euler Pereira Gonçalves de Mello & Leonardo Pio Perez, 2016. "Decomposição de Inflação: revisão da metodologia e resultados para 2012 a 2014," Working Papers Series 440, Central Bank of Brazil, Research Department.
  6. Marcelo Estrela Fiche & Marcelo Estrela Fiche & Gustavo José De Guimarães E Souza & Flávio Augusto Corrêa Basílio & Roberto Ellery, 2016. "Determinantes Do Retorno Financeiro Do Bancos No Brasil: Uma Análise Acerca Do Spread Ex-Post," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 142, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  7. Silvio Michael de Azevedo Costa, 2016. "Structural Trends and Cycles in a DSGE Model for Brazil," Working Papers Series 434, Central Bank of Brazil, Research Department.
  8. Daniel Gersten Reiss, 2016. "Invoice Currency In Brazil," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 106, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  9. Eleonora Rodrigues Loureiro & Gabriel de Abreu Madeira & Fani Léa Cymrot Bader, 2016. "Expansão dos Correspondentes Bancários no Brasil: uma análise empírica," Working Papers Series 433, Central Bank of Brazil, Research Department.
  10. Lilian Pacheco de Medeiros Ferro & Gabriel de Abreu Madeira & Fani Léa Cymrot Bader, 2016. "Crédito e Formação de Domicílios no Brasil," Working Papers Series 432, Central Bank of Brazil, Research Department.
  11. Waldyr D. Areosa, 2016. "What drives inflation expectations in Brazil? Public versus private information," Working Papers Series 418, Central Bank of Brazil, Research Department.
  12. Wagner Piazza Gaglianone & Waldyr Dutra Areosa, 2016. "Financial Conditions Indicators for Brazil," Working Papers Series 435, Central Bank of Brazil, Research Department.
  13. Marta B. M. Areosa & Waldyr D. Areosa & Pierre Monnin, 2016. "How Would Monetary Policy Look Like if John Rawls Had Been Hired as a Chairman of the Fed?," Working Papers Series 447, Central Bank of Brazil, Research Department.
  14. Fabia A. de Carvalho & Marcos R. Castro, 2016. "Macroprudential Policy Transmission and Interaction with Fiscal and Monetary Policy in an Emerging Economy: a DSGE model for Brazil," Working Papers Series 453, Central Bank of Brazil, Research Department.
  15. Jacopo Ponticelli & Leonardo S. Alencar, 2016. "Court Enforcement, Bank Loans and Firm Investment: evidence from a bankruptcy reform in Brazil," Working Papers Series 425, Central Bank of Brazil, Research Department.
  16. Arnildo da Silva Correa & Myrian Beatriz S. Petrassi & Rafael Santos, 2016. "Price-Setting Behavior in Brazil: survey evidence," Working Papers Series 422, Central Bank of Brazil, Research Department.
  17. Aloisio Araujo & Marcia Leon & Rafael Santos, 2016. "Bargained Haircuts and Debt Policy Implications," Working Papers Series 416, Central Bank of Brazil, Research Department.
  18. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2016. "Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation," Working Papers Series 436, Central Bank of Brazil, Research Department.
  19. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2016. "Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil," Working Papers Series 446, Central Bank of Brazil, Research Department.
  20. Douglas Kiarelly Godoy de Araujo & João Barata Ribeiro Blanco Barroso & Rodrigo Barbone Gonzalez, 2016. "Loan-To-Value Policy and Housing Loans: effects on constrained borrowers," Working Papers Series 445, Central Bank of Brazil, Research Department.
  21. Paula Bustos & Gabriel Garber & Jacopo Ponticelli, 2016. "Capital Allocation Across Sectors: Evidence from a Boom in Agriculture," Working Papers Series 414, Central Bank of Brazil, Research Department.
  22. Gabriel Garber & Márcio Issao Nakane, 2016. "Commercial Platforms With Heterogeneous Participants," Working Papers Series 417, Central Bank of Brazil, Research Department.
  23. Gabriel Garber & Márcio Issao Nakane, 2016. "Undue Charges and Price Discrimination," Working Papers Series 427, Central Bank of Brazil, Research Department.
  24. Gabriel Garber & Sergio Mikio Koyama, 2016. "Policy-effective Financial Knowledge and Attitude Factors," Working Papers Series 430, Central Bank of Brazil, Research Department.
  25. Paula Bustos & Gabriel Garber & Jacopo Ponticelli, 2016. "Capital Accumulation and Structural Transformation," Working Papers Series 444, Central Bank of Brazil, Research Department.
  26. João Barata Ribeiro Blanco Barroso & Sergio Rubens Stancato de Souza & Solange Maria Guerra, 2016. "Systemic Risk-Taking Channel of Domestic and Foreign Monetary Policy," Working Papers Series 412, Central Bank of Brazil, Research Department.
  27. João Barata Ribeiro Blanco Barroso, 2016. "Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets," Working Papers Series 420, Central Bank of Brazil, Research Department.
  28. João Barata Ribeiro Blanco Barroso & Thiago Christiano Silva & Sergio Rubens Stancato de Souza, 2016. "Decomposition of Systemic Risk Drivers in Evolving Financial Networks," Working Papers Series 448, Central Bank of Brazil, Research Department.
  29. Sergio Rubens Stancato de Souza & Thiago Christiano Silva & Benjamin Miranda Tabak & Solange Maria Guerra, 2016. "Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks," Working Papers Series 426, Central Bank of Brazil, Research Department.
  30. Thiago Christiano Silva & Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Cesar de Castro Miranda, 2016. "Financial Networks, Bank Efficiency and Risk-Taking," Working Papers Series 428, Central Bank of Brazil, Research Department.
  31. Thiago Christiano Silva & Benjamin Miranda Tabak & Solange Maria Guerra, 2016. "Why Do Vulnerability Cycles Matter in Financial Networks?," Working Papers Series 442, Central Bank of Brazil, Research Department.
  32. Marco Bonomo & Bruno Martins, 2016. "The Impact of Government-Driven Loans in the Monetary Transmission Mechanism: what can we learn from firm-level data?," Working Papers Series 419, Central Bank of Brazil, Research Department.
  33. Gustavo Silva Araujo & Ricardo Alves Carmo Ribeiro, 2016. "Mercado de Opções no Brasil é Eficiente? Um Estudo a partir da Estratégia Delta-Gama-Neutra com Opções da Petrobras," Working Papers Series 441, Central Bank of Brazil, Research Department.
  34. Arnildo da Silva Correa & Paulo Picchetti, 2016. "New Information and Updating of Market Experts’ Inflation Expectations," Working Papers Series 411, Central Bank of Brazil, Research Department.
  35. Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2016. "Modeling Financial Networks: a feedback approach," Working Papers Series 438, Central Bank of Brazil, Research Department.
  36. Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak, 2016. "Structure and Dynamics of the Global Financial Network," Working Papers Series 439, Central Bank of Brazil, Research Department.
  37. Bruno Pires Tiberto & Gabriel Caldas Montes, 2016. "A Importância Da Administração Da Dívida Pública Para A Construção Da Reputação Fiscal E Redução Do Risco-País: Evidências Empíricas Para O Brasil," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 025, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  38. Márcio Poletti Laurini & Roberto Baltieri Mauad & Fernando Antonio Lucena Aiube, 2016. "Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets," Working Papers Series 415, Central Bank of Brazil, Research Department.
  39. Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2016. "Medidas Macroprudenciais Em Um Modelo Dsge: Ancorando O Requerimento Contracíclico De Capital," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 033, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  40. Claudio Oliveira De Moraes & Helder Ferreira De Mendonça, 2016. "Regulação Macroprudencial E O Modelo De Fluxos Financeiros," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 034, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  41. José Américo Pereira Antunes & Claudio Oliveira De Moraes & Gabriel Caldas Montes, 2016. "Bank Regulatory Capital, Risk-Taking Channel And Monetary Policy: Evidence From An Inflation Targeting Emerging Economy," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 042, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  42. Thiago Trafane Oliveira Santos, 2016. "Petróleo e o Reequilíbrio de Mercado: um modelo econométrico de projeção de preços," Working Papers Series 429, Central Bank of Brazil, Research Department.
  43. Michel Alexandre Da Silva & Gilberto Tadeu Lima, 2016. "Combining Monetary Policy And Prudential Regulation: An Agent-Based Modeling Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 039, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

2015

  1. Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & Francisco Marcos Rodrigues Figueiredo, 2015. "Local Unit Root and Inflationary Inertia in Brazil," Working Papers Series 406, Central Bank of Brazil, Research Department.
  2. Eurilton Araújo, 2015. "Monetary Policy Objectives and Money's Role in U.S. Business Cycles," Working Papers Series 403, Central Bank of Brazil, Research Department.
  3. Sergio Afonso Lago Alves & Angelo Marsiglia Fasolo, 2015. "Not Just Another Mixed Frequency Paper," Working Papers Series 400, Central Bank of Brazil, Research Department.
  4. Cyntia Freitas Azevedo & Angelo Marsiglia Fasolo, 2015. "Effective Tax Rates on Consumption and Factor Incomes: a quarterly frequency estimation for Brazil," Working Papers Series 398, Central Bank of Brazil, Research Department.
  5. Daniel Gersten Reiss, 2015. "Invoice Currency: puzzling evidence and new questions from Brazil," Working Papers Series 382, Central Bank of Brazil, Research Department.
  6. Fabia A. de Carvalho & Marcos R. Castro, 2015. "Foreign Capital Flows, Credit Growth and Macroprudential Policy in a DSGE Model with Traditional and Matter-of-Fact Financial Frictions," Working Papers Series 387, Central Bank of Brazil, Research Department.
  7. Fabia A. de Carvalho & Marcos R. de Castro, 2015. "Macroprudential and Monetary Policy Interaction: a Brazilian perspective," Working Papers Series 405, Central Bank of Brazil, Research Department.
  8. Wilfredo Leiva Maldonado & Octávio Augusto Fontes Tourinho & Marcos Valli, 2015. "Endogenous Foreign Capital Flow in a CGE Model for Brazil: the Role of International Reserves," Discussion Papers 0133, Instituto de Pesquisa Econômica Aplicada - IPEA.
  9. Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2015. "Inattention in Individual Expectations," Working Papers Series 395, Central Bank of Brazil, Research Department.
    • Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2017. "Inattention in individual expectations," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 17(1), pages 40-59.
  10. José Renato Haas Ornelas & Pablo José Campos de Carvalho, 2015. "The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks," Working Papers Series 383, Central Bank of Brazil, Research Department.
  11. Rodrigo Barbone Gonzalez & Joaquim Lima & Leonardo Marinho, 2015. "Countercyclical Capital Buffers: bayesian estimates and alternatives focusing on credit growth," Working Papers Series 384, Central Bank of Brazil, Research Department.
  12. Rodrigo Barbone Gonzalez & Joaquim Lima & Leonardo Marinho, 2015. "Business and Financial Cycles: an estimation of cycles’ length focusing on Macroprudential Policy," Working Papers Series 385, Central Bank of Brazil, Research Department.
  13. Gabriel Garber & Márcio Issao Nakane, 2015. "The Break of Brand Exclusivity in Brazilian Credit Card Acquiring: effects and markup-cost decomposition in a price dispersion setting," Working Papers Series 390, Central Bank of Brazil, Research Department.
  14. Gustavo Silva Araujo & Sérgio Leão, 2015. "OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector," Working Papers Series 379, Central Bank of Brazil, Research Department.
  15. Juliana Xavier Serapio da Silva & Cláudio Henrique da Silveira Barbedo & Gustavo Silva Araújo, 2015. "Há Efeito Manada em Ações com Alta Liquidez do Mercado Brasileiro?," Working Papers Series 386, Central Bank of Brazil, Research Department.
  16. Jaqueline Terra Moura Marins & Gustavo Silva Araujo & José Valentim Machado Vicente, 2015. "As Atuações Cambiais do Banco Central Afetam as Expectativas de Mercado?," Working Papers Series 393, Central Bank of Brazil, Research Department.
  17. Charles Henrique Correa, 2015. "Expectativa de Vida no Mercado de Trabalho Brasileiro," Working Papers Series 389, Central Bank of Brazil, Research Department.
  18. Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak, 2015. "Network Structure Analysis of the Brazilian Interbank Market," Working Papers Series 391, Central Bank of Brazil, Research Department.
  19. Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak, 2015. "Monitoring Vulnerability and Impact Diffusion in Financial Networks," Working Papers Series 392, Central Bank of Brazil, Research Department.
  20. Thiago Christiano Silva & Marcos Soares da Silva & Benjamin Miranda Tabak, 2015. "Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach," Working Papers Series 401, Central Bank of Brazil, Research Department.
  21. Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2015. "Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer," Working Papers Series 407, Central Bank of Brazil, Research Department.
  22. Bernardus Ferdinandus Nazar Van Doornik & Lucio Rodrigues Capelletto, 2015. "Collateral after the Brazilian Creditor Rights Reform," Working Papers Series 404, Central Bank of Brazil, Research Department.
  23. Nazar van Doornik, B.F., 2015. "Essays on the behavior of foreign banks in Brazil," Other publications TiSEM 06586714-3b67-4f84-be4f-3, Tilburg University, School of Economics and Management.
  24. Flávia Mourão Graminho, 2015. "Sentimento e Macroeconomia: uma análise dos índices de confiança no Brasil," Working Papers Series 408, Central Bank of Brazil, Research Department.

2014

  1. Osmani Teixeira De Carvalho Guillén & José Valentim Machado Vicente & Claudio Oliveira De Moraes, 2014. "Análise Do Comportamento Dos Bancosbrasileiros Pré E Pós Crise Subprime," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 132, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Fani Lea Cymrot Bader & Sérgio Mikio Koyama & Marcos Hiroyuki Tsuchida, 2014. "Modelo FAVAR Canônico para Previsão do Mercado de Crédito," Working Papers Series 369, Central Bank of Brazil, Research Department.
  3. Eurilton Araújo & Alexandre B. Cunha, 2014. "Simple Macroeconomic Policies and Welfare: a quantitative assessment," Working Papers Series 360, Central Bank of Brazil, Research Department.
  4. Eurilton Araújo, 2014. "Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices," Working Papers Series 376, Central Bank of Brazil, Research Department.
  5. Angelo Marsiglia Fasolo, 2014. "The Ramsey Steady State under Optimal Monetary and Fiscal Policy for Small Open Economies," Working Papers Series 357, Central Bank of Brazil, Research Department.
  6. Gustavo José De Guimarães E Souza & Helder Ferreira De Mendonça & Joaquim Pinto De Andrade, 2014. "Output Growth And Inflation Targeting: Empirical Effects Across The World," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 057, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  7. Waldyr Dutra Areosa & Marta Baltar Moreira Areosa, 2014. "Megaeventos Esportivos e Inflação ao Consumidor," Working Papers Series 373, Central Bank of Brazil, Research Department.
  8. Tito Nícias Teixeira da Silva Filho & Francisco Marcos Rodrigues Figueiredo, 2014. "Revisitando as Medidas de Núcleo de Inflação do Banco Central do Brasil," Working Papers Series 356, Central Bank of Brazil, Research Department.
  9. Euler Pereira G. de Mello & Francisco Marcos R. Figueiredo, 2014. "Assessing the Short-term Forecasting Power of Confidence Indices," Working Papers Series 371, Central Bank of Brazil, Research Department.
  10. Tito Nícias Teixeira da Silva Filho & Francisco Marcos Rodrigues Figueiredo, 2014. "A Volatility and Persistence-Based Core Inflation," Working Papers Series 367, Central Bank of Brazil, Research Department.
  11. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2014. "Risk Assessment of the Brazilian FX Rate," Working Papers Series 344, Central Bank of Brazil, Research Department.
  12. Wagner Piazza Gaglianone & João Victor Issler, 2014. "Microfounded Forecasting," Working Papers Series 372, Central Bank of Brazil, Research Department.
  13. Jose Renato Haas Ornelas & Antonio Francisco de Almeida Silva Jr, 2014. "Testing the Liquidity Preference Hypothesis using Survey Forecasts," Working Papers Series 353, Central Bank of Brazil, Research Department.
  14. José Renato Haas Ornelas, 2014. "Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies," Working Papers Series 370, Central Bank of Brazil, Research Department.
  15. João Barata R. B. Barroso, 2014. "External Sustainability and Gross Positions: are Brazilian external accounts sustainable?," Working Papers Series 362, Central Bank of Brazil, Research Department.
  16. João Barata R. B. Barroso, 2014. "Realized Volatility as an Instrument to Official Intervention," Working Papers Series 363, Central Bank of Brazil, Research Department.
  17. João Barata R. B. Barroso, 2014. "Behavioral Models of the Foreign Exchange Market: is there any empirical content?," Working Papers Series 364, Central Bank of Brazil, Research Department.
  18. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés De Souza Penaloza & Rodrigo César De Castro Mirand, 2014. "Systemic Risk Measures," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 124, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    • Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Penaloza & Rodrigo César de Castro Miranda, 2013. "Systemic Risk Measures," Working Papers Series 321, Central Bank of Brazil, Research Department.
  19. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Cesar de Castro Miranda, 2014. "Do Interconnections Matter for Bank Efficiency?," Working Papers Series 374, Central Bank of Brazil, Research Department.
  20. Bruno Vieira Carvalho & Gustavo Silva Araújo, 2014. "Política Monetária E O Componente Deassimetria De Informação Embutido No Spread Do Mercado Futuro Detaxasde Juros No Brasil," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 042, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  21. José Valentim Machado Vicente & Gustavo Silva Araújo & Paula Baião Fisher De Castro & Felipe Noronha Tavares, 2014. "Assessing Day-To-Day Volatility: Doesthe Trading Time Matter?," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 130, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  22. Gustavo Silva Araújo & José Valentim Machado Vicente, 2014. "Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal," Working Papers Series 361, Central Bank of Brazil, Research Department.
  23. Vicente da Gama Machado & Marcelo Savino Portugal, 2014. "Phillips curve in Brazil: an unobserved components approach," Working Papers Series 354, Central Bank of Brazil, Research Department.
  24. Bruno Pires Tiberto & Helder Ferreira De Mendonça, 2014. "Social Security And Public Debt: Empirical Evidence For The Brazilian Economy," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 066, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  25. Fernando Nascimento De Oliveira, 2014. "Análise Empírica Entre Países Da Persistência Inflacionária," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 045, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  26. Fernando Nascimento de Oliveira & Leandro Oliveira, 2014. "Análise das Políticas de Financiamento das Firmas do IBRX 100 Utilizando Filtro de Kalman," Working Papers Series 355, Central Bank of Brazil, Research Department.
  27. Fernando Nascimento de Oliveira & Luiz Paulo Vervloet Sollero, 2014. "Consumo de Aço no Brasil: um modelo baseado na técnica da intensidade do uso," Working Papers Series 358, Central Bank of Brazil, Research Department.
  28. José Valentim Machado Vicente & Flávia Mourão Graminho, 2014. "Decompondo a Inflação Implícita," Working Papers Series 359, Central Bank of Brazil, Research Department.

2013

  1. Debora Pereira Tavares & Gabriel Caldas Montes & Osmani Teixeira de Carvalho Guillén, 2013. "Transmissão da Política Monetária pelos Canais de Tomada de Risco e de Crédito: uma análise considerando os seguros contratados pelos bancos e o spread de crédito no Brasil," Working Papers Series 308, Central Bank of Brazil, Research Department.
  2. Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva, 2013. "Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," Working Papers Series 330, Central Bank of Brazil, Research Department.
  3. Issler, João Victor & Rodrigues, Claudia Ferreira & Burjack, Rafael, 2013. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 735, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  4. Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2013. "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 742, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  5. Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2013. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 748, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  6. Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves, 2013. "Inadimplência de Crédito e Ciclo Econômico: um exame da relação no mercado brasileiro de crédito corporativo," Working Papers Series 304, Central Bank of Brazil, Research Department.
  7. Sergio A. Lago Alves, 2013. "Is the Divine Coincidence Just a Coincidence? The Implications of Trend Inflation," Working Papers Series 329, Central Bank of Brazil, Research Department.
  8. Sergio Afonso Lago Alves & Arnildo da Silva Correa, 2013. "Um Conto de Três Hiatos: Desemprego, Utilização da Capacidade Instalada da Indústria e Produto," Working Papers Series 339, Central Bank of Brazil, Research Department.
  9. Paulo Roberto de Sampaio Alves & Francisco Marcos Rodrigues Figueiredo & Antonio Negromonte Nascimento Junior & Leonardo Pio Perez, 2013. "Preços Administrados: projeção e repasse cambial," Working Papers Series 305, Central Bank of Brazil, Research Department.
  10. Fabia A. de Carvalho & Marcos R. Castro & Silvio M. A. Costa, 2013. "Traditional and Matter-of-fact Financial Frictions in a DSGE Model for Brazil: the role of macroprudential instruments and monetary policy," Working Papers Series 336, Central Bank of Brazil, Research Department.
  11. Waldyr Dutra Areosa & Christiano Arrigoni Coelho, 2013. "Utilizando um Modelo DSGE para Avaliar os Efeitos Macroeconômicos dos Recolhimentos Compulsórios no Brasil," Working Papers Series 303, Central Bank of Brazil, Research Department.
  12. Bruno Martins & Ricardo Schechtman, 2013. "Loan Pricing Following a Macro Prudential Within-Sector Capital Measure," Working Papers Series 323, Central Bank of Brazil, Research Department.
  13. Bruno Martins & Ricardo Schechtman, 2013. "Too Rich to Let Me Fail?," Documentos de Investigación - Research Papers 13, CEMLA.
  14. Jacopo Ponticelli & Leonardo S. Alencar, 2013. "Celeridade do Sistema Judiciário e Créditos Bancários para as Indústrias de Transformação," Working Papers Series 327, Central Bank of Brazil, Research Department.
  15. Marcos Valli Jorge & Wilfredo Leiva Maldonado, 2013. "Diferenciação de Preços e Custos de Menu nos Pagamentos com Cartão de Crédito," Working Papers Series 315, Central Bank of Brazil, Research Department.
  16. João Barata R. B. Barroso & Luiz A. Pereira da Silva & Adriana Soares Sales, 2013. "Quantitative Easing and Related Capital Flows into Brazil: measuring its effects and transmission channels through a rigorous counterfactual evaluation," Working Papers Series 313, Central Bank of Brazil, Research Department.
  17. João Barata R. B. Barroso, 2013. "Does trade shrink the measure of domestic firms?," Working Papers Series 332, Central Bank of Brazil, Research Department.
  18. Benjamin M. Tabak & Sergio R. S. Souza & Solange M. Guerra, 2013. "Assessing Systemic Risk in the Brazilian Interbank Market," Working Papers Series 318, Central Bank of Brazil, Research Department.
  19. Sergio R. S. Souza & Benjamin M. Tabak & Solange M. Guerra, 2013. "Insolvency and Contagion in the Brazilian Interbank Market," Working Papers Series 320, Central Bank of Brazil, Research Department.
  20. 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 326, Central Bank of Brazil, Research Department.
  21. 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 343, Central Bank of Brazil, Research Department.
  22. Gustavo Silva Araújo & Sérgio Leão, 2013. "Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar," Working Papers Series 307, Central Bank of Brazil, Research Department.
  23. Max Leandro Ferreira Tavares & Cláudio Henrique da Silveira Barbedo & Gustavo Silva Araújo, 2013. "A Influência da Assimetria de Informação no Retorno e na Volatilidade das Carteiras de Ações de Valor e de Crescimento," Working Papers Series 312, Central Bank of Brazil, Research Department.
  24. Gustavo Araújo & Bruno Vieira Carvalho & Claudio Henrique Barbedo & Margarida Maria Gutierrez, 2013. "Política Monetária e Assimetria de Informação: um estudo a partir do mercado futuro de taxas de juros no Brasil," Working Papers Series 316, Central Bank of Brazil, Research Department.
  25. Vicente da Gama Machado & Marcelo Savino Portugal, 2013. "Measuring Inflation Persistence in Brazil Using a Multivariate Model," Working Papers Series 331, Central Bank of Brazil, Research Department.

2012

  1. Osmani Teixeira de Carvalho Guillény & João Victor Issler & Afonso Arinos de Mello Franco-Neto, 2012. "On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century," Working Papers Series 284, Central Bank of Brazil, Research Department.
  2. Sergio A. Lago Alves, 2012. "Optimal Policy When the Inflation Target is not Optimal," Working Papers Series 271, Central Bank of Brazil, Research Department.
  3. Sergio A. Lago Alves, 2012. "Trend Inflation and the Unemployment Volatility Puzzle," Working Papers Series 277, Central Bank of Brazil, Research Department.
  4. Angelo Marsiglia Fasolo, 2012. "A Note on Particle Filters Applied to DSGE Models," Working Papers Series 281, Central Bank of Brazil, Research Department.
  5. Reiss, Daniel G, 2012. "Easing trade costs within Mercosul," MPRA Paper 42174, University Library of Munich, Germany.
  6. Marta Areosa & Waldyr Areosa & Vinicius Carrasco, 2012. "A Sticky-Dispersed Information Phillips Curve: a model with partial and delayed information," Working Papers Series 276, Central Bank of Brazil, Research Department.
  7. Waldyr Areosa & Marta Areosa, 2012. "The Signaling Effect of Exchange Rates: pass-through under dispersed information," Working Papers Series 282, Central Bank of Brazil, Research Department.
  8. Marta Areosa. Waldyr Areosa, 2012. "Asset Prices and Monetary Policy – A sticky-dispersed information model," Working Papers Series 285, Central Bank of Brazil, Research Department.
  9. Waldyr Areosa & Marta Areosa, 2012. "Information (in) Chains: information transmission through production chains," Working Papers Series 286, Central Bank of Brazil, Research Department.
  10. Adriana Soares Sales & Waldyr D. Areosa & Marta B. M. Areosa, 2012. "Some Financial Stability Indicators for Brazil," Working Papers Series 287, Central Bank of Brazil, Research Department.
  11. Fabia A. de Carvalho, 2012. "Uma Breve Análise de Medidas Alternativas à Mediana na Pesquisa de Expectativas de Inflação do Banco Central do Brasil," Working Papers Series 264, Central Bank of Brazil, Research Department.
  12. Leonardo S. Alencar & Tony Takeda & Bruno S. Martins & Paulo Evandro Dawid, 2012. "Uma Avaliação dos Recolhimentos Compulsórios," Working Papers Series 296, Central Bank of Brazil, Research Department.
  13. Marcos Valli Jorge & Wilfredo Leiva Maldonado, 2012. "Price Differentiation and Menu Costs in Credit Card Payments," ANU Working Papers in Economics and Econometrics 2012-592, Australian National University, College of Business and Economics, School of Economics.
  14. Luiz Awazu Pereira da Silva & Ricardo Eyer Harris, 2012. "Financial Stability in Brazil," Working Papers Series 289, Central Bank of Brazil, Research Department.
  15. Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone, 2012. "Constructing Optimal Density Forecasts from Point Forecast Combinations," Série Textos para Discussão (Working Papers) 5, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
  16. José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012. "Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options," Working Papers Series 269, Central Bank of Brazil, Research Department.
  17. Garber, Gabriel & Haddad, Eduardo, 2012. "Target Fitting and Robustness Analysis in CGE Models," TD NEREUS 4-2012, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS).
  18. João Barata Ribeiro Blanco Barroso, 2012. "Optimal Capital Flow Taxes in Latin America," Working Papers Series 268, Central Bank of Brazil, Research Department.
  19. João Barata Ribeiro Blanco Barroso, 2012. "Pricing-to-market by Brazilian Exporters: a Panel Cointegration Approach," Working Papers Series 270, Central Bank of Brazil, Research Department.
  20. Adriana Soares Sales & João Barata Ribeiro Blanco Barroso, 2012. "Coping with a Complex Global Environment: a Brazilian perspective on emerging market issues," Working Papers Series 292, Central Bank of Brazil, Research Department.
  21. Benjamin M. Tabak & Solange M. Guerra & Rodrigo C. Miranda & Sergio Rubens S. de Souza, 2012. "Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro," Working Papers Series 302, Central Bank of Brazil, Research Department.
  22. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo César de Castro Miranda, 2012. "Pesquisa de Estabilidade Financeira do Banco Central do Brasil," Working Papers Series 294, Central Bank of Brazil, Research Department.
  23. Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior, 2012. "Contagion in CDS, Banking and Equity Markets," Working Papers Series 293, Central Bank of Brazil, Research Department.
  24. Benjamin Miranda Tabak & Rodrigo César de Castro Miranda & Sergio Rubens Stancato de Souza, 2012. "Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro," Working Papers Series 300, Central Bank of Brazil, Research Department.
  25. Bruno Martins, 2012. "Local Market Structure and Bank Competition: evidence from the Brazilian auto loan market," Working Papers Series 299, Central Bank of Brazil, Research Department.
  26. José Valentim Machado Vicente & Gustavo Silva Araújo & Paula Baião Fisher de Castro & Felipe Noronha Tavares, 2012. "Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa?," Working Papers Series 297, Central Bank of Brazil, Research Department.
  27. Vicente da Gama Machado, 2012. "Monetary Policy, Asset Prices and Adaptive Learning," Working Papers Series 274, Central Bank of Brazil, Research Department.
  28. Fernando Nascimento de Oliveira, 2012. "The External Finance Premium in Brazil: empirical analyses using state space models," Working Papers Series 295, Central Bank of Brazil, Research Department.
  29. Antonio Francisco de A. da Silva Jr., 2012. "Liquidez do Sistema e Administração das Operações de Mercado Aberto," Working Papers Series 278, Central Bank of Brazil, Research Department.
  30. Raquel de Freitas Oliveira & Rafael Felipe Schiozer & Sérgio Leão, 2012. "Atuação de Bancos Estrangeiros no Brasil: mercado de crédito e de derivativos de 2005 a 2011," Working Papers Series 298, Central Bank of Brazil, Research Department.

2011

  1. Osmani Teixeira De Carvalho Guillen & José Valentim Machado Vicente, 2011. "Characterizing The Brazilian Termstructure Of Interest Rates In A Cointegrated Var Model," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 041, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Arnildo da Silva Correa & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves & Antonio Carlos Magalhães da Silva, 2011. "Credit Default and Business Cycles: an empirical investigation of Brazilian retail loans," Working Papers Series 260, Central Bank of Brazil, Research Department.
  3. Clodoaldo Aparecido Annibal & Sérgio Mikio Koyama, 2011. "Pesquisa Trimestral de Condições de Crédito no Brasil," Working Papers Series 245, Central Bank of Brazil, Research Department.
  4. Clodoaldo Aparecido Annibal & Sérgio Mikio Koyama, 2011. "Cooperativas de Crédito: taxas de juros praticadas e fatores de viabilidade," Working Papers Series 257, Central Bank of Brazil, Research Department.
  5. Leonardo Pio Perez, 2011. "Optimal costs of sovereign default," Working Papers Series 236, Central Bank of Brazil, Research Department.
  6. Angelo M. Fasolo, 2011. "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series 262, Central Bank of Brazil, Research Department.
  7. Fabio Stallivieri & Jorge Britto & Gustavo José deGuimarães e Souza, 2011. "Análise Dadinâmica Inovativa De Empresas Inseridas Em Arranjosprodutivos Locais Em Santa Catarina," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 171, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  8. Gustavo José De Guimarães E Souza & Fabio Stallivieri & Jorge Britto, 2011. "Processosinterativos De Empresas Localizadas Em Arranjos Produtivos Locais: Umestudo Sobre Os Determinantes Do Desempenho Inovativo," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 179, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  9. Carlos Antonio Luque & Eduardo Amaral Haddad & Gilberto Tadeu Lima & Sérgio Naruhiko Sakurai & Silvio M. A. Costa, 2011. "Impact Assessment Of Interregionalgovernment Transfers In Brazil: An Input-Output Approach," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 117, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  10. Eduardo De Oliveira Horta & Anna Carolina Granja Meira & Raphael Da Silva Ornellas & Rodrigo De Sá Da Silva, 2011. "Evidências Sobre A Utilidade Nãopertencer À Família Crra: Expandindo-A Por Polinômios De Legendre," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 099, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  11. Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho, 2011. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Working Papers Series 239, Central Bank of Brazil, Research Department.
  12. Fabia A. de Carvalho & Marcos Valli, 2011. "Fiscal Policy in Brazil through the Lens of an Estimated DSGE Model," Working Papers Series 240, Central Bank of Brazil, Research Department.
  13. Ricardo Schechtman & Wagner Piazza Gaglianone, 2011. "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series 241, Central Bank of Brazil, Research Department.
  14. Leonardo S. Alencar, 2011. "Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets," Working Papers Series 235, Central Bank of Brazil, Research Department.
  15. Leonardo S. Alencar, 2011. "Um Exame sobre como os Bancos Ajustam seu Índice de Basileia no Brasil," Working Papers Series 251, Central Bank of Brazil, Research Department.
  16. Daniela Silva Pires Alcântara & José Maria Ferreira Jardim Da Silveira & Wenersamy Ramos De Alcantara, 2011. "Distribuição De Renda Em Um Modelo Comsistema Financeiro Imperfeito," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 079, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  17. Lycia M. G. Araujo & Guilherme M. R. Gomes & Solange M. Guerra & Benjamin M. Tabak, 2011. "Comparação da Eficiência de Custo para BRICs e América Latina," Working Papers Series 252, Central Bank of Brazil, Research Department.
  18. Bruno Martins & Eduardo Lundberg & Tony Takeda, 2011. "Housing Finance in Brazil: Institutional Improvements and Recent Developments," Research Department Publications 4730, Inter-American Development Bank, Research Department.
  19. Gustavo Silva Araújo & Claudio Henrique Da Silveira Barbedo & Jose Valentim Machado Vicente, 2011. "Custo De Assimetria De Informação Deinformação Embutido No Spread De Ações No Brasil E Governançacorporativa," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 055, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  20. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente, 2011. "The Adverse Selection Cost Component of the Spread of Brazilian Stocks," Working Papers Series 263, Central Bank of Brazil, Research Department.
  21. Marco Bonomo & Marcelo Medeiros & Arnildo Correa, 2011. "Estimating Strategic Complementarity in a State-Dependent Pricing Model," 2011 Meeting Papers 691, Society for Economic Dynamics.
  22. Antonio Francisco A. Silva Jr, 2011. "The Self-insurance Role of International Reserves and the 2008-2010 Crisis," Working Papers Series 256, Central Bank of Brazil, Research Department.
  23. Mauro Rodrigues & Ricardo Sabbadini, 2011. "Impactos Da Inflação Sobre Adesigualdade De Renda," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 120, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  24. Ricardo Sabbadini, 2011. "Democracia, Desigualdade De Renda Ecrescimento Econômico," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 067, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  25. Michel Alexandre da Silva, 2011. "Endogenouscategorization and neighborhood effects," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 213, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  26. Michel Alexandre da Silva, 2011. "Impacto do Sistema Cooperativo de Crédito na Eficiência do Sistema Financeiro Nacional," Working Papers Series 246, Central Bank of Brazil, Research Department.
  27. Alexandre, Michel, 2011. "Endogenous categorization and group inequality," MPRA Paper 33239, University Library of Munich, Germany.

2010

  1. George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
  2. José Valentim Machado Vicente & Osmani Teixeira de Carvalho Guillen, 2010. "Do Inflation-linked Bonds Contain Information about Future Inflation?," Working Papers Series 214, Central Bank of Brazil, Research Department.
  3. Antonio Carlos Magalhães da Silva & Arnildo da Silva Correa & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves, 2010. "Correlação de Default: uma Investigação Empírica de Créditos de Varejo no Brasil," Working Papers Series 208, Central Bank of Brazil, Research Department.
  4. Marco Shinobu Matsumura & Ajax Reynaldo Bello Moreira & José Valentim Machado Vicente, 2010. "Forecasting the Yield Curve with Linear Factor Models," Working Papers Series 223, Central Bank of Brazil, Research Department.
  5. José Luis Oreiro & Luciano Nakabashi & Guilherme Jonas & Gustavo Souza, 2010. "The Economics of Demand Led-Growth: Theory and Evidence for Brazil," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 339, Departamento de Economia da Universidade de Brasilia.
  6. Reiss, Daniel G, 2010. "Concessão de crédito entre bancos centrais no âmbito do Convênio de Pagamentos e Créditos Recíprocos [Credit concession among central banks within the Agreement on Reciprocal Payments and Credits]," MPRA Paper 41322, University Library of Munich, Germany.
  7. Marcos Valli & Fabia A. de Carvalho, 2010. "Fiscal and Monetary Policy Interaction: a Simulation Based Analysis of a Two-country New Keynesian DSGE Model with Heterogeneous Households," Working Papers Series 204, Central Bank of Brazil, Research Department.
  8. Rafael Tiecher Cusinato & André Minella & Sabino da Silva Pôrto Júnior, 2010. "Hiato do Produto e PIB no Brasil: uma Análise de Dados em Tempo Real," Working Papers Series 203, Central Bank of Brazil, Research Department.
  9. Rafael Tiecher Cusinato & André Minella & Sabino da Silva Pôrto Júnior, 2010. "Produção Industrial no Brasil: uma Análise de Dados em Tempo Real," Working Papers Series 209, Central Bank of Brazil, Research Department.
  10. Francisco Marcos Rodrigues Figueiredo, 2010. "Forecasting Brazilian Inflation Using a Large Data Set," Working Papers Series 228, Central Bank of Brazil, Research Department.
  11. Rafael Santos & Márcia S. Leon, 2010. "Efeitos da Globalização na Inflação Brasileira," Working Papers Series 201, Central Bank of Brazil, Research Department.
  12. Bruno S. Martins, 2010. "Financial Instability and Credit Constraint: Evidence from the Cost of Bank Financing," Working Papers Series 221, Central Bank of Brazil, Research Department.
  13. Fernando N. de Oliveira & Myrian Petrassi, 2010. "Is Inflation Persistence Over?," Working Papers Series 230, Central Bank of Brazil, Research Department.
  14. Antonio Francisco A. Silva Jr., 2010. "Brazilian Strategy for Managing the Risk of Foreign Exchange Rate Exposure During a Crisis," Working Papers Series 207, Central Bank of Brazil, Research Department.

2009

  1. 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 16, Fucape Business School.
  2. Antonio Carlos Magalhães da Silva & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves, 2009. "Loss Given Default: um estudo sobre perdas em operações prefixadas no mercado brasileiro," Working Papers Series 193, Central Bank of Brazil, Research Department.
  3. Alan Cosme Rodrigues da Silva & Antônio Carlos Magalhães da Silva & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras da Neves & Giovani Antonio Silva Brito, 2009. "The Influence of Collateral on Capital Requirements in the Brazilian Financial System: an approach through historical average and logistic regression on probability of default," Working Papers Series 187, Central Bank of Brazil, Research Department.
  4. Marcos S. Matsumura & José Valentim Vicente, 2009. "The role of macroeconomic variables in sovereign risk," Working Papers Series 196, Central Bank of Brazil, Research Department.
  5. André Luís Leite & Romeu Braz Pereira Gomes Filho & José Valentim Machado Vicente, 2009. "Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas," Working Papers Series 186, Central Bank of Brazil, Research Department.
  6. Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente & Octávio Manuel Bessada Lion, 2009. "Pricing Asian Interest Rate Options with a Three-Factor HJM Model," Working Papers Series 188, Central Bank of Brazil, Research Department.
  7. Fabia A. de Carvalho & André Minella, 2009. "Market Forecasts in Brazil: performance and determinants," Working Papers Series 185, Central Bank of Brazil, Research Department.
  8. André Minella & Nelson F. Souza-Sobrinho, 2009. "Monetary Channels in Brazil through the Lens of a Semi-Structural Model," Working Papers Series 181, Central Bank of Brazil, Research Department.
  9. Andre Minella & Andrew Powell & Alessandro Rebucci & Nelson Souza-Sobrino, 2009. "Monetary and Exchange Rate Policies for the Perfect Storm: The Case of The Bahamas, Barbados, Guyana, Haiti, Jamaica, Suriname, and Trinidad & Tobago," Research Department Publications 4638, Inter-American Development Bank, Research Department.
  10. Ricardo Schechtman, 2009. "From Default Rates to Default Matrices: a complete measurement of Brazilian banks' consumer credit delinquency," Working Papers Series 195, Central Bank of Brazil, Research Department.
  11. Patricia L. Tecles & Benjamin M. Tabak & Roberta B. Staub, 2009. "Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros," Working Papers Series 191, Central Bank of Brazil, Research Department.
  12. Roberta B. Staub & Geraldo Souza & Benjamin M. Tabak, 2009. "Evolution of Bank Efficiency in Brazil: A DEA Approach," Working Papers Series 200, Central Bank of Brazil, Research Department.
  13. Bruno Silva Martins & Leonardo S. Alencar, 2009. "Concentração Bancária, Lucratividade e Risco Sistêmico: uma abordagem de Contágio Indireto," Working Papers Series 190, Central Bank of Brazil, Research Department.
  14. Da Silva Filho, Tito Nícias Teixeira & Figueiredo, Francisco Marcos Rodrigues, 2009. "Has core inflation been doing a good job in Brazil?," MPRA Paper 23340, University Library of Munich, Germany.

2008

  1. Carlos Hamilton Vasconcelos Araujo & Osmani Teixeira de Carvalho Guillén, 2008. "Previsão de inflação com incerteza do hiato do produto no Brasil," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807211138520, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Araújo, Eurilton & Donha, Talita, 2008. "Discricionariedade na Política Monetária Brasileira após o Plano Real: Um teste baseado na Correlação de Longo Prazo entre Inflação e Produto," Insper Working Papers wpe_109, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  3. Araújo, Eurilton, 2008. "Robust Monetary Policy with the Consumption-Wealth Channel," Insper Working Papers wpe_110, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  4. Araújo, Eurilton, 2008. "Optimal Monetary Policy and Interest Income Taxation," Insper Working Papers wpe_111, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  5. Araújo, Eurilton, 2008. "Real Wage Rigidity and the Taylor Principle," Insper Working Papers wpe_112, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  6. Araújo, Eurilton, 2008. "Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America," Insper Working Papers wpe_113, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  7. Araújo, Eurilton, 2008. "Supply-side effects of monetary policy and the central bank’s objective function," Insper Working Papers wpe_116, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  8. Araújo, Eurilton & Pinheiro, Tatiana, 2008. "Policy Preferences for Output Stability before and after Inflation Targeting," Insper Working Papers wpe_149, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  9. Caio Almeida & José Vicente, 2008. "Are Interest Rate Options Important for the Assessment of Interest Rate Risk?," Working Papers Series 179, Central Bank of Brazil, Research Department.
  10. Fabio Stallivieri & Gustavo José de Guimarães e Souza, 2008. "Processos de Aprendizagem e Cooperação: Uma Análise Exploratória da Influência sobre o Desempenho Inovativo," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807211812420, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  11. Fabia A. de Carvalho & Cyntia F. Azevedo, 2008. "The Incidence of Reserve Requirements in Brazil: Do Bank Stockholders Share the Burden?," Working Papers Series 160, Central Bank of Brazil, Research Department.
  12. Reiss, Daniel G, 2008. "Gastos de Defesa no Brasil: análise qualitativa do orçamento nacional no período de 2001 a 2007 [Defense Expenditures in Brazil: a qualitative analysis of the federal budget for the period from 200," MPRA Paper 47373, University Library of Munich, Germany.
  13. Areosa, W.D. & McAleer, M.J. & Medeiros, M.C., 2008. "Moment-bases estimation of smooth transition regression models with endogenous variables," Econometric Institute Research Papers EI 2008-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
  15. Carlos Enrique Carrasco Gutierrez & Wagner Piazza Gaglianone, 2008. "Evaluating Asset Pricing Models in a Fama-French Framework," Working Papers Series 175, Central Bank of Brazil, Research Department.
  16. Wagner Piazza Gaglianone & João Victor Issler, 2008. "An Econometric Contribution to the Intertemporal Approach of the Current Account," Working Papers Series 178, Central Bank of Brazil, Research Department.
  17. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008. "Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions," Working Papers Series 173, Central Bank of Brazil, Research Department.
  18. Barbara Alemanni & José Renato Haas Ornelas, 2008. "Behavior and Effects of Equity Foreign Investors on Emerging Markets," Working Papers Series 159, Central Bank of Brazil, Research Department.
  19. Wenersamy Ramos de Alcântara, 2008. "An Integrated Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks," Working Papers Series 168, Central Bank of Brazil, Research Department.
  20. Frederico Pechir Gomes & Marcelo Yoshio Takami & Vinicius Ratton Brandi, 2008. "Foreign Exchange Market Volatility Information: An Investigation of Real-Dollar Exchange Rate," Working Papers Series 174, Central Bank of Brazil, Research Department.
  21. Mário Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat money and the value of binding portfolio constraints," Working Papers wp283, University of Chile, Department of Economics.
  22. MArio Páscoa & Myrian Petrassi & Juan Pablo Torres Martinez, 2008. "Inter-temporal discounting and uniform impatience," Textos para discussão 555, Department of Economics PUC-Rio (Brazil).
  23. José Fajardo & Aquiles Farias, 2008. "Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation," IBMEC RJ Economics Discussion Papers 2008-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.

2007

  1. 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] 108, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Sérgio Mikio Koyama & Márcio Issao Nakane, 2007. "Modelos Para A Utilização Das Operações De Redesconto Pelos Bancos Com Carteira Comercial No Brasil," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 042, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. Sérgio Mikio Koyama & Márcio I. Nakane, 2007. "Escolha do Banco e Demanda por Empréstimos: um Modelo de Decisão em Duas Etapas Aplicado para o Brasil," Working Papers Series 156, Central Bank of Brazil, Research Department.
  4. Jaqueline Terra Moura Marins & Eduardo Saliby, 2007. "Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling," Working Papers Series 132, Central Bank of Brazil, Research Department.
  5. Eduardo Saliby & Sergio Luiz Medeiros Proença de Gouvêa & Jaqueline Terra Moura Marins, 2007. "Amostragem Descritiva no Apreçamento de Opções Européias através de Simulação Monte Carlo: o Efeito da Dimensionalidade e da Probabilidade de Exercício no Ganho de Precisão," Working Papers Series 134, Central Bank of Brazil, Research Department.
  6. Alan Cosme Rodrigues da Silva & Eduardo Facó Lemgruber & José Alberto Rebello Baranowski & Renato da Silva Carvalho, 2007. "Análise da Coerência de Medidas de Risco no Mercado Brasileiro de Ações e Desenvolvimento de uma Metodologia Híbrida para o Expected Shortfall," Working Papers Series 142, Central Bank of Brazil, Research Department.
  7. Caio Ibsen R. Almeida & José Valentim M. Vicente, 2007. "Identifying Volatility Risk Premium from Fixed Income Asian Options," Working Papers Series 136, Central Bank of Brazil, Research Department.
  8. Felipe Pinheiro & Caio Almeida & José Vicente, 2007. "Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial," Working Papers Series 148, Central Bank of Brazil, Research Department.
  9. Caio Almeida & Romeu Gomes & André Leite & José Vicente, 2007. "Does Curvature Enhance Forecasting?," Working Papers Series 155, Central Bank of Brazil, Research Department.
  10. Caio Almeida & Romeu Gomes & André Leite & José Vicente, 2007. "Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial," Working Papers Series 146, Central Bank of Brazil, Research Department.
  11. Jose Vicente & Benjamin M. Tabak, 2007. "Forecasting Bonds Yields in the Brazilian Fixed Income Market," Working Papers Series 141, Central Bank of Brazil, Research Department.
  12. Araújo, Aloísio Pessoa de & Vicente, José, 2007. "Social welfare analysis in a simple financial economy with risk regulation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 651, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  13. Almeida, Caio Ibsen Rodrigues de & Vicente, José, 2007. "The role of no-arbitrage on forecasting: lessons from a parametric term structure model," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 657, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  14. Fabio Stallivieri & Jorge Britto & Marcelo Pessoa de Matos & Gustavo José de Guimarães e Souza, 2007. "Interação E Desempenho Inovativo: Evidências Para Empresas Inseridas Em Aglomerações Produtivas Intensivas Em Conhecimento," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 063, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  15. Gustavo José de Guimarães e Souza & Carmem Aparecida do Valle Costa Feijó, 2007. "O Processo Interativo Entre A Dinâmica Macroeconômica E Os Bancos: Uma Perspectiva Acerca Do Risco De Crédito Além Do Spread," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 099, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  16. Afonso S. Bevilaqua & Mário Mesquita & André Minella, 2007. "Brazil: taming inflation expectations," Working Papers Series 129, Central Bank of Brazil, Research Department.
  17. Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department.
  18. Roberta Blass Staub & Geraldo da Silva & Souza, 2007. "A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks," Working Papers Series 150, Central Bank of Brazil, Research Department.
  19. Araújo, Aloísio Pessoa de & Santos, Rafael Chaves, 2007. "Inflation targeting, credibility and confidence crises," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 653, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  20. Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007. "Speculative attacks, openness and crises," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 654, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  21. Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007. "Monetary arrangements for emerging economies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 652, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  22. Benjamin Miranda Tabak & Solange Maria Guerra & Eduardo José Araújo Lima & Eui Jung Chang, 2007. "The Stability-Concentration Relationship in the Brazilian Banking System," Working Papers Series 145, Central Bank of Brazil, Research Department.
  23. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2007. "Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability," Working Papers Series 151, Central Bank of Brazil, Research Department.
  24. Mario R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Welfare-improving debt constraints," Textos para discussão 541, Department of Economics PUC-Rio (Brazil), revised Dec 2007.
  25. Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Collateralized Assets And Asymmetric Information," Textos para discussão 539, Department of Economics PUC-Rio (Brazil).

2006

  1. Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos, 2006. "Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling," Working Papers Series 116, Central Bank of Brazil, Research Department.
  2. Alexandre A. Tombini & Sergio A. Lago Alves, 2006. "The Recent Brazilian Disinflation Process and Costs," Working Papers Series 109, Central Bank of Brazil, Research Department.
  3. A. Lago Alves & Mirta N. S. Bugarin, 2006. "The Role of Consumer's Risk Aversion on Price Rigidity," Working Papers Series 121, Central Bank of Brazil, Research Department.
  4. Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department.
  5. Caio Ibsen R. Almeida & José Valentim M. Vicente, 2006. "Term Structure Movements Implicit in Option Prices," Working Papers Series 128, Central Bank of Brazil, Research Department.
  6. Angelo Marsiglia Fasolo, 2006. "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series 112, Central Bank of Brazil, Research Department.
  7. Gustavo José de Guimarães e Souza & Helder Ferreira de Mendonça, 2006. "Mensuração E Análise Da Credibilidade Do Regime De Metas Inflacionárias No Brasil," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 148, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  8. Marta Areosa & Waldyr Areosa, 2006. "The Inequality Channel of Monetary Transmission," Working Papers Series 114, Central Bank of Brazil, Research Department.
  9. Bugarin, Mauricio & Carvalho. Fabia A., 2006. "Heterogeneity of Central Bankers and Inflationary Pressure," Insper Working Papers wpe_68, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  10. Arnildo da Silva Correa & André Minella, 2006. "Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil," Working Papers Series 122, Central Bank of Brazil, Research Department.
  11. Ricardo Schechtman, 2006. "A Central de Risco de Crédito no Brasil: uma análise de utilidade de informação," Working Papers Series 119, Central Bank of Brazil, Research Department.
  12. Ricardo Schechtman, 2006. "Uma Investigação Baseada em Reamostragem sobre Requerimentos de Capital para Risco de Crédito no Brasil," Working Papers Series 127, Central Bank of Brazil, Research Department.
  13. Márcio I. Nakane & Leonardo S. Alencar & Fabio Kanczuk, 2006. "Demand for Bank Services and Market Power in Brazilian Banking," Working Papers Series 107, Central Bank of Brazil, Research Department.
  14. Eduardo A. S. Rodrigues & Victorio Chu & Leonardo S. Alencar & Tony Takeda, 2006. "O Efeito da Consignação em Folha nas Taxas de Juros dos Empréstimos Pessoais," Working Papers Series 108, Central Bank of Brazil, Research Department.
  15. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2006. "Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 631, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  16. Sin, Hui Lok & Gaglianone, Wagner Piazza, 2006. "Stochastic simulation of a DSGE model for Brazil," MPRA Paper 20853, University Library of Munich, Germany.
  17. Eduardo J. A. Lima & Felipe Luduvice & Benjamin M. Tabak, 2006. "Forecasting Interest Rates: an application for Brazil," Working Papers Series 120, Central Bank of Brazil, Research Department.
  18. Barbara Alemanni & José Renato Haas Ornelas, 2006. "Herding Behavior by Equity Foreign Investors on Emerging Markets," Working Papers Series 125, Central Bank of Brazil, Research Department.
  19. Bruno Martins & Enrico Vasconcelos, 2006. "Inflação, Abertura Comercial E Coordenação De Políticas Macroeconômicas," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 43, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  20. Ricardo Sabbadini & Carlos Roberto Azzoni, 2006. "Migração Interestadual De Pessoal Altamente Educado: Evidências Sobre A Fuga De Cérebros," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 26, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  21. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.

2005

  1. Osmani Teixeira de Carvalho de Guillén & Carlos Hamilton Vasconcelos Araújo, 2005. "O Mecanismo De Transmissão Da Taxa De Câmbio Para Índices De Preços: Uma Análise Vecm Para O Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 034, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Athanasopoulos, George & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 589, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  3. Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 605, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  4. Eurilton Araújo & Luciane Carpena & Alexandre Cunha, 2005. "Brazilian Business Cycles And Growth From 1850 To 2000," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 030, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  5. Sergio A. L. Alves & Waldyr D. Areosa, 2005. "Targets and Inflation Dynamics," Working Papers Series 100, Central Bank of Brazil, Research Department.
  6. Claudio H. da S. Barbedo & Gustavo S. Araújo & João Maurício S. Moreira & Ricardo S. Maia Clemente, 2005. "Avaliação de Métodos de Cálculo de Exigência de Capital para Risco Cambial," Working Papers Series 93, Central Bank of Brazil, Research Department.
  7. Maurício S. Bugarin & Fabia A. de Carvalho, 2005. "Comment on Market Discipline and Monetary Policy by Carl Walsh," Working Papers Series 95, Central Bank of Brazil, Research Department.
  8. Ilan Goldfajn & André Minella, 2005. "Capital Flows and Controls in Brazil: What Have We Learned?," NBER Working Papers 11640, National Bureau of Economic Research, Inc.
  9. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2005. "Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 602, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  10. Gaglianone, Wagner Piazza & Pereira, Ana Luiza Louzada, 2005. "Um ensaio sobre expectativas da taxa de câmbio no Brasil [An essay on the foreign exchange rate expectations in Brazil]," MPRA Paper 20840, University Library of Munich, Germany.
  11. Bruno Silva Martins & Marco Bonomo, 2005. "Calibrando E Simulando O Modelo Do Acelerador Financeiro Para A Economia Brasileira," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 043, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  12. Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Eduardo Facó Lemgruber, 2005. "Simulação Histórica Filtrada: Incorporação da Volatilidade ao Modelo Histórico de Cálculo de Risco para Ativos Não-Lineares," Working Papers Series 94, Central Bank of Brazil, Research Department.
  13. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & Eduardo Facó Lemgruber, 2005. "Adequação das Medidas de Valor em Risco na Formulação da Exigência de Capital para Estratégias de Opções no Mercado Brasileiro," Working Papers Series 99, Central Bank of Brazil, Research Department.
  14. Arnildo da Silva Correa & André Minella, 2005. "Mecanismos Não-Lineares De Repasse Cambial: Um Modelo De Curva De Phillips Com Threshold Para O Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 033, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  15. Vladimir Kühl Teles & Mauro Miranda, 2005. "Política Monetária E Ciclos Regionais No Brasil: Uma Investigação Das Condicões Para Uma Área Monetária Ótima," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 120, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  16. Luis Felipe Céspedes & Ilan Goldfajn & Phil Lowe & Rodrigo Valdés, 2005. "Policy Responses to External Shocks: The Experiences of Australia, Brazil and Chile," Working Papers Central Bank of Chile 321, Central Bank of Chile.

2004

  1. Carlos Hamilton Vasconcelos Araujo & Marta Baltar Moreira Areosa & Osmani Teixera de Carvalho Guillén, 2004. "Estimating Potential Output And The Output Gap For Brazil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 041, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Ricardo D. Brito & Angelo Jose Mont & Alverne Duarte & Osamani Teixeira de Carvalho Guillén, 2004. "Reação Exagerada dos Diferenciais de Rendimento e Movimentos das Taxas de Juros Brasileiras," Finance Lab Working Papers flwp_67, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  3. Ricardo Schechtman & Valéria Salomão Garcia & Sergio Mikio Koyama & Guilherme Cronemberger Parente, 2004. "Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - A Corporate Analysis," Working Papers Series 91, Central Bank of Brazil, Research Department.
  4. Araújo, E. & Fajardo, J. & Tavani, L., 2004. "CAPM Usando uma Carteira Sintética do PIB Brasileiro," Finance Lab Working Papers flwp_63, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  5. Araújo, E, 2004. "Avaliando Três Especificações para o Fator de Desconto Estocástico através da Fronteira de Volatilidade de Hansen e Jagannathan: Um Estudo Empirico para o Brasil," Insper Working Papers wpe_44, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  6. Araújo, E. & Gama, C. A. F., 2004. "Replicando características de ciclos econômicos: um estudo comparativo entre Redes Neurais Artificiais e modelos ARIMA," Insper Working Papers wpe_45, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  7. Araújo, E., 2004. "Medindo o Impacto Regional da Política Monetária Brasileira: Uma Comparação entre as Regiões Nordeste e Sul," Insper Working Papers wpe_46, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  8. Araújo, E. & Santos, T. T., 2004. "A dinâmica da Inflação Brasileira após o Plano Real," Insper Working Papers wpe_47, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  9. Perez, Leonardo Pio & Ferreira, Pedro Cavalcanti, 2004. "Efeitos macroeconômicos e custos sociais de uma transição entre regimes de previdência no Brasil," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 556, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  10. Cyntia F. Azevedo & Fabia A. de Carvalho, 2004. "The Incidence of Reserve Requirements in Brazil: do Stockholders Share the Burden?," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 319, Departamento de Economia da Universidade de Brasilia.
  11. Leonardo Soriano de Alencar & Márcio I. Nakane, 2004. "Bank Competition, Agency Costs and the Performance of the Monetary Policy," Working Papers Series 81, Central Bank of Brazil, Research Department.
  12. Eduardo Augusto de Souza Rodrigues & Tony Takeda, 2004. "Recolhimentos Compulsórios E Distribuição Das Taxas De Empréstimos Bancários No Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 095, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  13. Farias, A. R. & Ornelas, J. R. H & Fajardo, J., 2004. "Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates," Finance Lab Working Papers flwp_70, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  14. Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo, 2004. "Carteiras de Opções: Avaliação de Metodologias de Exigência de Capital no Mercado Brasileiro," Working Papers Series 82, Central Bank of Brazil, Research Department.
  15. Arnildo da Silva Correa & Ronald Otto Hillbrecht, 2004. "Ciclos Internacionais de Negócios: Uma Análise de Mudança de Regime Markoviano para Brasil, Argentina e Estados Unidos," Working Papers Series 88, Central Bank of Brazil, Research Department.
  16. Michel Alexandre & Ciro Biderman & Gilberto Tadeu Lima, 2004. "Distribuição Regional Do Crédito Bancário E Convergência No Crescimento Estadual Brasileiro," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 124, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

2003

  1. Ricardo D. Brito & Angelo José Mont’Alverne Duarte & Osmani Teixeira de Carvalho Guillén, 2003. "O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras," Working Papers Series 72, Central Bank of Brazil, Research Department.
  2. Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2003. "On the welfare costs of business cycles in the 20th century," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 481, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  3. Alan Cosme Rodrigues da Silva & João Maurício de Souza Moreira & Myriam Beatriz Eiras das Neves, 2003. "Avaliação de Modelos de Exigência de Capital para Risco de Mercado do Cupom Cambial," Working Papers Series 111, Central Bank of Brazil, Research Department.
  4. Márcio I. Nakane & Sérgio Mikio Koyama, 2003. "Search Costs and the Dispersion of Loan Interest Rates in Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] d28, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  5. Eduardo Kiyoshi Tonooka & Sérgio Mikio Koyama, 2003. "Taxa de Juros e Concentração Bancária no Brasil," Working Papers Series 62, Central Bank of Brazil, Research Department.
  6. Marcelo Kfoury Muinhos & Sergio Afonso Lago Alves, 2003. "Medium-Size Macroeconomic Model for the Brazilian Economy," Working Papers Series 64, Central Bank of Brazil, Research Department.
  7. Angelo M. Fasolo & Marcelo Savino Portugal, 2003. "Imperfect Rationality and Inflationary Inertia: a New Estimation of the Phillips Curve for Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] b34, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  8. Gustavo S. Araújo & João Maurício S. Moreira & Ricardo S. Maia Clemente, 2003. "Avaliação de Métodos de Cálculo de Exigência de Capital para Risco de Mercado de Carteiras de Ações no Brasil," Working Papers Series 67, Central Bank of Brazil, Research Department.
  9. Arminio Fraga & Ilan Goldfajn & Andre Minella, 2003. "Inflation Targeting in Emerging Market Economies," NBER Working Papers 10019, National Bureau of Economic Research, Inc.
  10. André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos, 2003. "Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility," Working Papers Series 77, Central Bank of Brazil, Research Department.
  11. Leonardo Soriano de Alencar & Márcio I. Nakane, 2003. "Real Balances in the Utility Function: Evidence for Brazil," Working Papers Series 68, Central Bank of Brazil, Research Department.
  12. Tony Takeda & Fabiana Rocha & Márcio Nakane, 2003. "The Reaction of Bank Lending to Monetary Policy in Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] b30, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  13. Tourinho, Octavio A.F. & Valli, Marcos & Maldonado, Wilfredo L., 2003. "Impactos da ALCA e do acordo comercial com a UE na economia brasileira: o papel das reservas internacionais," Oficina de la CEPAL en Brasilia (Estudios e Investigaciones) 28362, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  14. Fajardo, J. & Farias, A. R & Ornelas, J. R. H, 2003. "Goodness-of-fit Tests focus on VaR Estimation," Finance Lab Working Papers flwp_55, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  15. Fajardo, J. & Farias, A. R. & Ornelas, J. R. H., 2003. "Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations," Finance Lab Working Papers flwp_58, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  16. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & Antonio Carlos Figueiredo & Eduardo Facó Lemgruber, 2003. "Contornando os Pressupostos de Black & Scholes: Aplicação do Modelo de Precificação de Opções de Duan no Mercado Brasileiro," Working Papers Series 78, Central Bank of Brazil, Research Department.
  17. Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Eduardo Facó Lemgruber, 2003. "Inclusão do Decaimento Temporal na Metodologia Delta-Gama para o Cálculo do VaR de Carteiras Compradas em Opções no Brasil," Working Papers Series 79, Central Bank of Brazil, Research Department.
  18. Arnildo da Silva Correa, 2003. "Diferenças e Semelhanças entre Países da América Latina: Uma Análise de Markov Switching para os Ciclos Econômicos de Brasil e Argentina," Working Papers Series 80, Central Bank of Brazil, Research Department.
  19. Ilan Goldfajn & Katherine Hennings & Hélio Mori, 2003. "Brazil’s Financial System: Resilience to Shocks, no Currency Substitution, but Struggling to Promote Growth," Working Papers Series 75, Central Bank of Brazil, Research Department.
  20. Canuto, Otaviano & Alexandre, Michel & Lima, Gilberto Tadeu, 2003. "Investimentos externos em serviços e efeitos potenciais da negociação da ALCA," Estudios y Perspectivas – Oficina de la CEPAL en Brasilia 4831, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  21. Canuto, Otaviano & Alexandre, Michel & Lima, Gilberto Tadeu, 2003. "Capitais estrangeiros em serviços no Brasil e impactos potenciais da negociação da ALCA," Oficina de la CEPAL en Brasilia (Estudios e Investigaciones) 28366, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

2002

  1. Pedro Cavalcanti Ferreira & Osmani Teixeira de Carvalho Guillén, 2002. "Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil," Working Papers Series 44, Central Bank of Brazil, Research Department.
  2. Carlos Hamilton Vasconcelos Araújo & Osmani Teixeira de Carvalho de Guillén, 2002. "Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil," Working Papers Series 55, Central Bank of Brazil, Research Department.
  3. Araujo, Eurilton, 2002. "Intratemporal Adjustment Costs and International Co-movement," Insper Working Papers wpe_18, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  4. Araújo, Eurilton, 2002. "Regional Comovement in the US: Can it Be Explained by a Common Component?," Insper Working Papers wpe_21, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  5. Araujo, Eurilton & Cunha, Alexandre, 2002. "Brazilian Inflation and GDP from 1850 to 2000: An Empirical Investigation," Insper Working Papers wpe_26, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  6. Araujo, Eurilton & Fiorencio, Antonio, 2002. "Frequency Domain Analysis of Core Inflation Measures for Brasil," Insper Working Papers wpe_28, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  7. Araujo, Eurilton, 2002. "Export-Led Recoveries in a Small Open Industrialized Economy," Insper Working Papers wpe_32, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  8. Araujo, Eurilton, 2002. "Taylor Rule and Fixed Exchange Rate Regime in a Small Open Developing Economy with Financially Constrained Households," Insper Working Papers wpe_33, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  9. Marcelo Kfoury Muinhos & Sérgio Afonso Lago Alves & Gil Riella, 2002. "Modelo Estrutural com Setor Externo: Endogenização do Prêmio de Risco e do Câmbio," Working Papers Series 42, Central Bank of Brazil, Research Department.
  10. João Maurício de Souza Moreira & Eduardo Facó Lemgruber, 2002. "O Uso de Dados de Alta Freqüência na Estimação da Volatilidade e do Valor em Risco para o Ibovespa," Working Papers Series 61, Central Bank of Brazil, Research Department.
  11. André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos, 2002. "Inflation Targeting in Brazil: Lessons and Challenges," Working Papers Series 53, Central Bank of Brazil, Research Department.
  12. André Minella, 2002. "Optimal Monetary Policy, Gains from Commitment, and Inflation Persistence," Working Papers Series 45, Central Bank of Brazil, Research Department.
  13. Victorio Yi Tson Chu, 2002. "Credit Channel with Sovereign Credit Risk: an Empirical Test," Working Papers Series 51, Central Bank of Brazil, Research Department.
  14. Francisco Marcos R. Figueiredo & Thaís Porto Ferreira, 2002. "Os Preços Administrados e a Inflação no Brasil," Working Papers Series 59, Central Bank of Brazil, Research Department.
  15. Benjamin Miranda Tabak & Eduardo José Araújo Lima, 2002. "The Effects of the Brazilian ADRs Program on Domestic Market Efficiency," Working Papers Series 43, Central Bank of Brazil, Research Department.
  16. Benjamin Miranda Tabak Eduardo José Araújo Lima, 2002. "Causality and Cointegration in Stock Markets: The Case of Latin America," Working Papers Series 56, Central Bank of Brazil, Research Department.
  17. Benjamin Miranda Tabak. Solange Maria Guerra, 2002. "Stock Returns and Volatility," Working Papers Series 54, Central Bank of Brazil, Research Department.
  18. José Fajardo & Aquiles Farias, 2002. "Generalized Hyperbolic Distributions and Brazilian Data," Working Papers Series 52, Central Bank of Brazil, Research Department.
  19. Ilan Goldfajn & Marcos Antonio Silveira, 2002. "Should government smooth exchange rate risk?," Textos para discussão 465, Department of Economics PUC-Rio (Brazil).

2001

  1. Osmani Teixeira de Carvalho Guillén & Pedro Cavalcanti Ferreira, 2001. "O Impacto da Abertura Comercial sobre Mark-Up e Produtividade Industrial Brasileira," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 066, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Sérgio Mikio Koyama & Márcio I. Nakane, 2001. "Os Efeitos da CPMF sobre a Intermediação Financeira," Working Papers Series 23, Central Bank of Brazil, Research Department.
  3. Sergio Afonso Lago Alves, 2001. "Avaliação das Projeções do Modelo Estrutural do Banco Central do Brasil para a Taxa de Variação do IPCA," Working Papers Series 16, Central Bank of Brazil, Research Department.
  4. André Minella, 2001. "Monetary Policy and Inflation in Brazil (1975-2000): a VAR Estimation," Working Papers Series 33, Central Bank of Brazil, Research Department.
  5. Francisco Marcos R. Figueiredo & Roberta Blass Staub, 2001. "Algumas Considerações Sobre a Sazonalidade no IPCA," Working Papers Series 31, Central Bank of Brazil, Research Department.
  6. Victorio Y. T. Chu & Márcio I. Nakane, 2001. "Credit Channel without the LM Curve," Working Papers Series 20, Central Bank of Brazil, Research Department.
  7. Francisco Marcos Rodrigues Figueiredo, 2001. "Evaluating Core Inflation Measures for Brazil," Working Papers Series 14, Central Bank of Brazil, Research Department.
  8. Mauro Costa Miranda, 2001. "Crises Cambiais e Ataques Especulativos no Brasil," Working Papers Series 32, Central Bank of Brazil, Research Department.
  9. Ilan Goldfajn & Poonam Gupta, 2001. "Overshootings and Reversals: The Role of Monetary Policy," Working Papers Central Bank of Chile 126, Central Bank of Chile.
  10. Joel Bogdanski & Paulo Springer de Freitas & Ilan Goldfajn & Alexandre Antonio Tombini, 2001. "Inflation Targeting in Brazil: Shocks, Backward-looking prices, and IMF conditionality," Working Papers Central Bank of Chile 110, Central Bank of Chile.
  11. Ilan GOLDFAJN & Gino OLIVARES, 2001. "Can Flexible Exchange Rates Still “Work” In Financially Open Economies?," G-24 Discussion Papers 8, United Nations Conference on Trade and Development.

2000

  1. Ilan Goldfajn & Gino Olivares, 2000. "Is adopting Full Dollarization the solution? Looking at the evidence," Textos para discussão 416, Department of Economics PUC-Rio (Brazil).
  2. Ilan Goldfajn & Sergio R.C. Werlang, 2000. "The pass-through from depreciation to inflation : a panel study," Textos para discussão 423, Department of Economics PUC-Rio (Brazil).
  3. Ilan Goldfajn, 2000. "The swings in capital flows and the brazilian crisis," Textos para discussão 422, Department of Economics PUC-Rio (Brazil).
  4. Ilan Goldfajn & Roberto Rigobon, 2000. "Hard currency and financial development," Textos para discussão 438, Department of Economics PUC-Rio (Brazil).
  5. Taimur Baig & Ilan Goldfajn, 2000. "The Russian default and the contagion to Brazil," Textos para discussão 420, Department of Economics PUC-Rio (Brazil).
  6. Dionísio Dias Carneiro & Ilan Goldfajn, 2000. "A securitização de hipotecas no Brasil," Textos para discussão 426, Department of Economics PUC-Rio (Brazil).

1999

  1. Ilan Goldfajn & Áureo Nilo de Paula, 1999. "Uma nota sobre a composição ótima da dívida pública - reflexões para o caso brasileiro," Textos para discussão 411, Department of Economics PUC-Rio (Brazil).
  2. Ilan Goldfajn & Taimur Baig, 1999. "Monetary policy in the aftermath of currency crisis: the case of Asia," Textos para discussão 399, Department of Economics PUC-Rio (Brazil).
  3. Ilan Goldfajn & Rodrigo O. Valdes, 1999. "Liquidity crises and the international financial architecture," Textos para discussão 401, Department of Economics PUC-Rio (Brazil).
  4. Ilan Goldfajn & Taimur Baig, 1999. "Financial market contagion in the Asian crisis," Textos para discussão 400, Department of Economics PUC-Rio (Brazil).
  5. Ilan Goldfajn & Poonam Gupta, 1999. "Does monetary policy stabilize the exchange rate following a currency crisis?," Textos para discussão 396, Department of Economics PUC-Rio (Brazil).

1998

  1. Ilan Goldfajn, 1998. "Public Debt Indexation and Denomination: The Case of Brazil," Working Papers Central Bank of Chile 27, Central Bank of Chile.

1997

  1. Ilan Goldfajn & Rodrigo Valdés, 1997. "Balance of Payments Crises and Capital Flows: The Role of Liquidity," Working Papers Central Bank of Chile 11, Central Bank of Chile.
  2. Mr. Ilan Goldfajn & Mr. Rodrigo O. Valdes, 1997. "Capital Flows and the Twin Crises: The Role of Liquidity," IMF Working Papers 1997/087, International Monetary Fund.
  3. Mr. Rodrigo O. Valdes & Mr. Ilan Goldfajn, 1997. "Are Currency Crises Predictable?," IMF Working Papers 1997/159, International Monetary Fund.
  4. Ms. Eliane A. Cardoso & Mr. Ilan Goldfajn, 1997. "Capital Flows to Brazil: The Endogeneity of Capital Controls," IMF Working Papers 1997/115, International Monetary Fund.

1996

  1. Ilan Goldfajn & Rodrigo O. Valdes, 1996. "The Aftermath of Appreciations," NBER Working Papers 5650, National Bureau of Economic Research, Inc.

1990

  1. Dioniso Dias Carneiro & Ilan Goldfajn, 1990. "Reforma monetária: prós e contras do mercado secundário," Textos para discussão 236, Department of Economics PUC-Rio (Brazil).

Journal articles

Undated material is listed at the end

2025

  1. Tabak, Benjamin Miranda & e Silva, Igor Bettanin Dalla Riva & Quintino, Derick David & Silva, Thiago Christiano, 2025. "Fuel prices connectedness across Brazilian capitals: The case of ethanol and gasoline," Renewable and Sustainable Energy Reviews, Elsevier, vol. 210(C).
  2. João Felix & Michel Alexandre & Gilberto Tadeu Lima, 2025. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1169-1189, March.

2024

  1. Fasolo, Angelo M. & Araujo, Eurilton & Jorge, Marcos Valli & Kornelius, Alexandre & Marinho, Leonardo Sousa Gomes, 2024. "Brazilian macroeconomic dynamics redux: Shocks, frictions, and unemployment in SAMBA model," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(2).
  2. Jose Renato Haas Ornelas & Alvaro Pedraza & Claudia Ruiz-Ortega & Thiago Christiano Silva, 2024. "Market Power and the Transmission of Loan Subsidies," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 13(4), pages 931-965.
  3. Garber, Gabriel & Mian, Atif & Ponticelli, Jacopo & Sufi, Amir, 2024. "Consumption smoothing or consumption binging? The effects of government-led consumer credit expansion in Brazil," Journal of Financial Economics, Elsevier, vol. 156(C).
  4. Alexandre, Michel & Silva, Thiago Christiano & Tabak, Benjamin Miranda, 2024. "The labor market channel of systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
  5. Silva, Thiago Christiano & Valença, Paulo Ricardo Mendes & Tabak, Benjamin Miranda, 2024. "Economic performance of exporting sectors: Evidence for manufacturing in Brazil," Economic Systems, Elsevier, vol. 48(2).
  6. Silva, Thiago Christiano & Braz, Tercio & Tabak, Benjamin Miranda, 2024. "Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning," Energy Economics, Elsevier, vol. 136(C).
  7. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Amancio, Diego R., 2024. "Machine learning and economic forecasting: The role of international trade networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 649(C).
  8. Adriana Gomes & Thiago Christiano Silva, 2024. "Fast payment, credit and bank diversification: the impact of Pix adoption on the local credit market structure," EconomiA, Emerald Group Publishing Limited, vol. 25(2), pages 377-392, September.
  9. Thiago Christiano Silva & Tito Belchior Silva Moreira & Jeferson Trindade Santana, 2024. "Covid-19 and education: a study with undergraduate students," Empirical Economics, Springer, vol. 66(2), pages 763-784, February.
  10. Jorge A. V. Tohalino & Thiago C. Silva & Diego R. Amancio, 2024. "Using word embedding to detect keywords in texts modeled as complex networks," Scientometrics, Springer;Akadémiai Kiadó, vol. 129(7), pages 3599-3623, July.
  11. Thiago Christiano Silva & Rodrigo Batista de Araújo & Benjamin Miranda Tabak, 2024. "Real effects of direct cash transfers shocks: evidence from one of the largest social welfare programs in the world," Applied Economics, Taylor & Francis Journals, vol. 56(12), pages 1408-1422, March.
  12. de Mendonça, Helder Ferreira & Tiberto, Bruno Pires, 2024. "Are prudent monetary and fiscal policy drivers of FDI inflows?," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(1).
  13. Bernardus Van Doornik & Armando Gomes & David Schoenherr & Janis Skrastins, 2024. "Financial Access and Labor Market Outcomes: Evidence from Credit Lotteries," American Economic Review, American Economic Association, vol. 114(6), pages 1854-1881, June.
  14. Guettler, Andre & Naeem, Mahvish & Norden, Lars & Van Doornik, Bernardus, 2024. "Pre-publication revisions of bank financial statements: A novel way to monitor banks?," Journal of Financial Intermediation, Elsevier, vol. 58(C).

2023

  1. Guilherme Antônio Correa Cunha & Gustavo José de Guimaraes e Souza & Mathias Schneid Tessmann & Joilson De Assis Cabral & Luiz Augusto Ferreira Magalhaes, 2023. "Estimating the Importance of Civil Construction for the Brazilian Economy Through Hypothetical Extraction of the Input-Output Matrix," Applied Economics and Finance, Redfame publishing, vol. 10(3), pages 1-10, August.
  2. Araujo, Gustavo Silva & Gaglianone, Wagner Piazza, 2023. "Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(2).
  3. Silva, Thiago Christiano & de Souza, Sergio Rubens Stancato & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2023. "COVID-19 and bank branch lending: The moderating effect of digitalization," Journal of Banking & Finance, Elsevier, vol. 152(C).
  4. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023. "The effect of interconnectivity on stock returns during the Global Financial Crisis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  5. Alexandre, Michel & Silva, Thiago Christiano & Michalak, Krzysztof & Rodrigues, Francisco Aparecido, 2023. "Does the default pecking order impact systemic risk? Evidence from Brazilian data," European Journal of Operational Research, Elsevier, vol. 309(3), pages 1379-1391.
  6. Alexandre, Michel & Michalak, Krzysztof & Silva, Thiago Christiano & Rodrigues, Francisco A., 2023. "Efficiency-stability trade-off in financial systems: A multi-objective optimization approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 629(C).
  7. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023. "Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine," Research in International Business and Finance, Elsevier, vol. 65(C).
  8. Marcus Vinicius Santos & Fernando Morgado-Dias & Thiago C. Silva, 2023. "Oil Sector and Sentiment Analysis—A Review," Energies, MDPI, vol. 16(12), pages 1-29, June.
  9. Thiago Christiano Silva & Leandro Anghinoni & Cassia Pereira das Chagas & Liang Zhao & Benjamin Miranda Tabak, 2023. "Analysis of the Effectiveness of Public Health Measures on COVID-19 Transmission," IJERPH, MDPI, vol. 20(18), pages 1-19, September.
  10. Benjamin Miranda Tabak & Matheus B. Froner & Rafael Corrêa & Thiago C. Silva, 2023. "The Intersection of Health Literacy and Public Health: A Machine Learning-Enhanced Bibliometric Investigation," IJERPH, MDPI, vol. 20(20), pages 1-18, October.
  11. Thiago Christiano Silva & Fabiano José Muniz & Benjamin Miranda Tabak, 2023. "The Impact of Government Disaster Surveillance and Alerts on Local Economic and Financial Conditions," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(2), pages 559-591, February.
  12. Thiago Christiano Silva & Pedro Vicente da Silva Neto & Benjamin Miranda Tabak, 2023. "Tourism and the economy: evidence from Brazil," Current Issues in Tourism, Taylor & Francis Journals, vol. 26(6), pages 851-862, March.
  13. Bernardus Van Doornik & David Schoenherr & Janis Skrastins, 2023. "Strategic Formal Layoffs: Unemployment Insurance and Informal Labor Markets," American Economic Journal: Applied Economics, American Economic Association, vol. 15(1), pages 292-318, January.
  14. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2023. "The financial network channel of monetary policy transmission: an agent-based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 533-571, July.

2022

  1. da Silva, Tarciso Gouveia & de Carvalho Guillén, Osmani Teixeira & Morcerf, George Augusto Noronha & de Melo Modenesi, Andre, 2022. "Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17)," Emerging Markets Review, Elsevier, vol. 52(C).
  2. Gaglianone, Wagner Piazza & Giacomini, Raffaella & Issler, João Victor & Skreta, Vasiliki, 2022. "Incentive-driven inattention," Journal of Econometrics, Elsevier, vol. 231(1), pages 188-212.
  3. Finta, Marinela Adriana & Ornelas, José Renato Haas, 2022. "Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
  4. Ornelas, José Renato Haas & da Silva, Marcos Soares & Van Doornik, Bernardus Ferdinandus Nazar, 2022. "Informational switching costs, bank competition, and the cost of finance," Journal of Banking & Finance, Elsevier, vol. 138(C).
  5. Thiago Christiano Silva & Solange Maria Guerra & Marcus Vinicius B. Santos, 2022. "The role of externalities in fiscal efficiency," Empirical Economics, Springer, vol. 62(6), pages 2827-2864, June.
  6. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2022. "The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
  7. Silva, Thiago Christiano & Dias, Felipe A.M. & dos Reis, Vinicius E. & Tabak, Benjamin M., 2022. "The role of network topology in competition and ticket pricing in air transportation: Evidence from Brazil," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 601(C).
  8. Tabak, Benjamin Miranda & Silva, Igor Bettanin Dalla Riva e & Silva, Thiago Christiano, 2022. "Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 324-336.
  9. Thiago Christiano Silva & Tércio Braz & Diego Raphael Amancio & Benjamin Miranda Tabak, 2022. "Financial Literacy and the Perceived Value of Stress Testing: An Experiment Using Students in Brazil," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(4), pages 965-996, March.
  10. Thiago Christiano Silva & Fabiano José Muniz & Benjamin Miranda Tabak, 2022. "Indirect and direct effects of the subprime crisis on the real sector: labor market migration," Empirical Economics, Springer, vol. 62(3), pages 1407-1438, March.
  11. Luiz Augusto Magalhães & Thiago Christiano Silva & Benjamin Miranda Tabak, 2022. "Hedging commodities in times of distress: The case of COVID‐19," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1941-1959, October.
  12. Oliveira, Fernando Nascimento & Barros, Carlos Eduardo, 2022. "Um Estudo Empírico Entre Países dos Fatores Determinantes do Spread Bancário," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 75(4), February.
  13. Ferreira, Leonardo N., 2022. "Forward guidance matters: Disentangling monetary policy shocks," Journal of Macroeconomics, Elsevier, vol. 73(C).
  14. Fonseca, Julia & Van Doornik, Bernardus, 2022. "Financial development and labor market outcomes: Evidence from Brazil," Journal of Financial Economics, Elsevier, vol. 143(1), pages 550-568.
  15. Bernardus Van Doornik & Dimas Fazio & David Schoenherr & Janis Skrastins, 2022. "Unemployment Insurance as a Subsidy to Risky Firms," The Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5535-5595.
  16. Claudio O. de Moraes & Gustavo F.S. Duarte & Renan F. Nascimento, 2022. "Credit information and financial development," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2182-2193, April.
  17. Juan Camilo Galvis-Ciro & Guillermo David Hincapié-Vélez & Claudio Oliveira de Morales & Jaime García-Lopera, 2022. "The SPREAD of Interest Rates in Colombia for the Period 2010-2020," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 97, pages 45-78, July-Dece.

2021

  1. Mont'Alverne Duarte, Angelo & Gaglianone, Wagner Piazza & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor, 2021. "Commodity prices and global economic activity: A derived-demand approach," Energy Economics, Elsevier, vol. 96(C).
  2. Eurilton Araújo & Ricardo D. Brito & Antonio Z. Sanvicente, 2021. "Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6249-6263, October.
  3. Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021. "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, vol. 102(C).
  4. José Renato Haas Ornelas & Pablo José Campos de Carvalho, 2021. "Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1745-1772, April.
  5. Ilan Goldfajn & Lorenza Martínez & Rodrigo O. Valdés, 2021. "Washington Consensus in Latin America: From Raw Model to Straw Man," Journal of Economic Perspectives, American Economic Association, vol. 35(3), pages 109-132, Summer.
  6. Alexandre, Michel & Silva, Thiago Christiano & Connaughton, Colm & Rodrigues, Francisco A., 2021. "The drivers of systemic risk in financial networks: a data-driven machine learning analysis," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
  7. Silva, Thiago Christiano & Tabak, Benjamin Miranda & Laiz, Marcela Tetzner, 2021. "The finance-growth nexus: The role of banks," Economic Systems, Elsevier, vol. 45(1).
  8. Tabak, Benjamin Miranda & Silva, Thiago Christiano & Fiche, Marcelo Estrela & Braz, Tércio, 2021. "Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
  9. Thiago Christiano Silva & Iftekhar Hasan & Benjamin Miranda Tabak, 2021. "Financing choice and local economic growth: evidence from Brazil," Journal of Economic Growth, Springer, vol. 26(3), pages 329-357, September.
  10. Ahmet Sensoy & Thiago Christiano Silva & Shaen Corbet & Benjamin Miranda Tabak, 2021. "High-frequency return and volatility spillovers among cryptocurrencies," Applied Economics, Taylor & Francis Journals, vol. 53(37), pages 4310-4328, August.
  11. Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2021. "Dynamic bank runs: an agent-based approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(3), pages 675-703, July.
  12. Leila Aghabarari & Andre Guettler & Mahvish Naeem & Bernardus Van Doornik, 2021. "Is there help indeed, if there is help in need? The case of credit unions during the global financial crisis," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1215-1233, July.
  13. de Moraes, Claudio & Galvis-Ciro, Juan Camilo & Gargalhone, Micheli, 2021. "Financial access and interest rate spread: An international assessment," Journal of Economics and Business, Elsevier, vol. 114(C).
  14. Montes, Gabriel Caldas & Valladares, Matheus & de Moraes, Claudio Oliveira, 2021. "Impacts of the sovereign risk perception on financial stability: Evidence from Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 358-369.

2020

  1. Areosa, Marta B. M. & Areosa, Waldyr D. & Carrasco, Vinicius, 2020. "A Sticky–Dispersed Information Phillips Curve: A Model With Partial And Delayed Information," Macroeconomic Dynamics, Cambridge University Press, vol. 24(4), pages 747-773, June.
  2. Bugarin, Mauricio Soares & Carvalho, Fábia Aparecida de, 2020. "Elections, Heterogeneity of Central Bankers and Inflationary Pressure: The case for staggered terms for the president and the central banker," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 74(4), December.
  3. Fernando Nascimento de Oliveira & Wagner Piazza Gaglianone, 2020. "Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term," International Economics, CEPII research center, issue 163, pages 72-91.
  4. de Araujo, Douglas Kiarelly Godoy & Barroso, Joao Barata Ribeiro Blanco & Gonzalez, Rodrigo Barbone, 2020. "Loan-to-value policy and housing finance: Effects on constrained borrowers," Journal of Financial Intermediation, Elsevier, vol. 42(C).
  5. Paula Bustos & Gabriel Garber & Jacopo Ponticelli, 2020. "Capital Accumulation and Structural Transformation [“Capital Deepening and Nonbalanced Economic Growth”]," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(2), pages 1037-1094.
  6. Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2020. "Fiscal risk and financial fragility," Emerging Markets Review, Elsevier, vol. 45(C).
  7. Silva, Thiago Christiano & Guerra, Solange Maria & da Silva, Michel Alexandre & Tabak, Benjamin Miranda, 2020. "Micro-level transmission of monetary policy shocks: The trading book channel," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 279-298.
  8. da Silva, Eduardo Borges & Silva, Thiago Christiano & Constantino, Michel & Amancio, Diego Raphael & Tabak, Benjamin Miranda, 2020. "Overconfidence and the 2D:4D ratio," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
  9. Silva, Thiago Christiano & Coelho, Florângela Cunha & Ehrl, Philipp & Tabak, Benjamin Miranda, 2020. "Internet access in recessionary periods: The case of Brazil," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
  10. Benjamin M. Tabak & Thiago C. Silva & Liang Zhao & Ahmet Sensoy, 2020. "Applications of Machine Learning Methods in Complex Economics and Financial Networks," Complexity, Hindawi, vol. 2020, pages 1-2, April.
  11. Xiomara S. Q. Chacon & Thiago C. Silva & Diego R. Amancio, 2020. "Comparing the impact of subfields in scientific journals," Scientometrics, Springer;Akadémiai Kiadó, vol. 125(1), pages 625-639, October.
  12. Pires Tiberto, Bruno & Oliveira de Moraes, Claudio & Pio Corrêa, Paloma, 2020. "Does transparency of central banks communication affect credit market? Empirical evidence for advanced and emerging markets," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
  13. Laurini, Márcio Poletti & Mauad, Roberto Baltieri & Aiube, Fernando Antônio Lucena, 2020. "The impact of co-jumps in the oil sector," Research in International Business and Finance, Elsevier, vol. 52(C).
  14. Michel Alexandre & Gilberto Tadeu Lima, 2020. "Combining monetary policy and prudential regulation: an agent-based modeling approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 385-411, April.

2019

  1. Fasolo, Angelo Marsiglia, 2019. "Monetary policy volatility shocks in Brazil," Economic Modelling, Elsevier, vol. 81(C), pages 348-360.
  2. Haas Ornelas, José Renato, 2019. "Expected currency returns and volatility risk premia," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 206-234.
  3. Ornelas, José Renato Haas & Mauad, Roberto Baltieri, 2019. "Implied volatility term structure and exchange rate predictability," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1800-1813.
  4. Ornelas, José Renato Haas & Mauad, Roberto Baltieri, 2019. "Volatility risk premia and future commodity returns," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 341-360.
  5. Souza, Sergio Rubens Stancato de & Silva, Thiago Christiano & Almeida, Carlos Eduardo de, 2019. "Bailing in Banks: costs and benefits," Journal of Financial Stability, Elsevier, vol. 45(C).
  6. Thiago Christiano Silva & Benjamin Miranda Tabak & Idamar Magalhães Ferreira, 2019. "Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies," Complexity, Hindawi, vol. 2019, pages 1-14, December.
  7. Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy, 2019. "Financial Networks 2019," Complexity, Hindawi, vol. 2019, pages 1-2, December.
  8. Oliveira, Fernando Nascimento, 2019. "Investment of Firms in Brazil: Do Financial Restrictions, Unexpected Monetary Shocks and BNDES Play Important Roles?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 73(2), June.
  9. de Moraes, Claudio Oliveira & de Mendonça, Helder Ferreira, 2019. "Bank’s risk measures and monetary policy: Evidence from a large emerging economy," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 121-132.

2018

  1. Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018. "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, vol. 73(C), pages 407-430.
  2. Sergio A. Lago Alves, 2018. "Monetary Policy, Trend Inflation, and Unemployment Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(4), pages 637-673, June.
  3. Daniel Gersten Reiss, 2018. "Is money going digital? An alternative perspective on the current hype," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-6, December.
  4. Barroso, João Barata Ribeiro Blanco & Silva, Thiago Christiano & Souza, Sergio Rubens Stancato de, 2018. "Identifying systemic risk drivers in financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 650-674.
  5. De Souza, Heloisa Elias & Barbedo, Claudio Henrique Da Silveira & Araújo, Gustavo Silva, 2018. "Does investor attention affect trading volume in the Brazilian stock market?," Research in International Business and Finance, Elsevier, vol. 44(C), pages 480-487.
  6. José Vicente & Gustavo Araujo, 2018. "What does the tail of the distribution of current stock prices tell us about future economic activity?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(4), pages 506-516, July.
  7. Fazio, Dimas Mateus & Silva, Thiago Christiano & Tabak, Benjamin Miranda & Cajueiro, Daniel Oliveira, 2018. "Inflation targeting and financial stability: Does the quality of institutions matter?," Economic Modelling, Elsevier, vol. 71(C), pages 1-15.
  8. Anand, Kartik & van Lelyveld, Iman & Banai, Ádám & Friedrich, Soeren & Garratt, Rodney & Hałaj, Grzegorz & Fique, Jose & Hansen, Ib & Jaramillo, Serafín Martínez & Lee, Hwayun & Molina-Borboa, José Lu, 2018. "The missing links: A global study on uncovering financial network structures from partial data," Journal of Financial Stability, Elsevier, vol. 35(C), pages 107-119.
  9. Silva, Thiago Christiano & Alexandre, Michel da Silva & Tabak, Benjamin Miranda, 2018. "Bank lending and systemic risk: A financial-real sector network approach with feedback," Journal of Financial Stability, Elsevier, vol. 38(C), pages 98-118.
  10. Silva, Thiago Christiano & Tabak, Benjamin Miranda & Cajueiro, Daniel Oliveira & Dias, Marina Villas Boas, 2018. "Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 1016-1025.
  11. Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy, 2018. "Financial Networks," Complexity, Hindawi, vol. 2018, pages 1-2, April.
  12. Rodolfo Tomás da Fonseca Nicolay & Claudio Oliveira de Moraes & Bruno Pires Tiberto, 2018. "The Effect of Central Bank Communication on the Capital Buffer of Banks: Evidence from an Emerging Economy," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 3(1), pages 1-26, September.
  13. Brochado, Ana & Santos, Maria & Oliveira, Fernando & Esperança, José, 2018. "Gambling behavior: Instant versus traditional lotteries," Journal of Business Research, Elsevier, vol. 88(C), pages 560-567.
  14. Fernando Nascimento Oliveira & Myrian Petrassi, 2018. "Do financial crises erode potential output? A cross-country analysis of industrial and emerging economies," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 45(2), pages 247-262, May.
  15. Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2018. "Macroprudential policy in a DSGE model: anchoring the countercyclical capital buffer," Economics Bulletin, AccessEcon, vol. 38(4), pages 2345-2352.
  16. José Américo Pereira Antunes & Claudio Oliveira De Moraes & Adriano Rodrigues, 2018. "How financial intermediation impacts on financial stability?," Applied Economics Letters, Taylor & Francis Journals, vol. 25(16), pages 1135-1139, September.
  17. de Mendonça, Helder Ferreira & de Moraes, Claudio Oliveira, 2018. "Central bank disclosure as a macroprudential tool for financial stability," Economic Systems, Elsevier, vol. 42(4), pages 625-636.
  18. de Carvalho, Pablo Jose Campos & Gupta, Aparna, 2018. "A network approach to unravel asset price comovement using minimal dependence structure," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 119-132.

2017

  1. Fabia A. Carvalho & Marcos R. Castro, 2017. "Macroprudential policy transmission and interaction with fiscal and monetary policy in an emerging economy: a DSGE model for Brazil," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 10(3), pages 215-259, September.
  2. Ricardo Schechtman, 2017. "Joint Validation of Credit Rating PDs under Default Correlation," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 235-282, June.
  3. Aloisio Araujo & Marcia Leon & Rafael Santos, 2017. "Bargained haircuts and debt policy implications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 635-656, December.
  4. Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2017. "Inattention in individual expectations," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 17(1), pages 40-59.
  5. Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura, 2017. "Evaluation of exchange rate point and density forecasts: An application to Brazil," International Journal of Forecasting, Elsevier, vol. 33(3), pages 707-728.
  6. de Freitas Val, Flávio & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gaglianone, Wagner Piazza, 2017. "Estimating the credibility of Brazilian monetary policy using a Kalman filter approach," Research in International Business and Finance, Elsevier, vol. 41(C), pages 37-53.
  7. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2017. "Applying a microfounded-forecasting approach to predict Brazilian inflation," Empirical Economics, Springer, vol. 53(1), pages 137-163, August.
  8. Gonzalez, Rodrigo Barbone & Marinho, Leonardo Sousa Gomes & Lima, Joaquim Ignacio Alves de Vasconcellos e, 2017. "Re-anchoring countercyclical capital buffers: Bayesian estimates and alternatives focusing on credit growth," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1007-1024.
  9. Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria, 2017. "Why do vulnerability cycles matter in financial networks?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 592-606.
  10. Jaqueline Terra Moura Marins & Gustavo Silva Araujo & José Valentim Machado Vicente, 2017. "Do central bank foreign exchange interventions affect market expectations?," Applied Economics, Taylor & Francis Journals, vol. 49(31), pages 3017-3031, July.
  11. Silva, Thiago Christiano & Souza, Sergio Rubens Stancato & Tabak, Benjamin Miranda, 2017. "Monitoring vulnerability and impact diffusion in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 109-135.
  12. Silva, Thiago Christiano & da Silva, Michel Alexandre & Tabak, Benjamin Miranda, 2017. "Systemic risk in financial systems: A feedback approach," Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 97-120.
  13. Silva, Thiago Christiano & Tabak, Benjamin Miranda & Cajueiro, Daniel Oliveira & Dias, Marina Villas Boas, 2017. "A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 216-223.
  14. de Mendonça, Helder Ferreira & Tiberto, Bruno Pires, 2017. "Effect of credibility and exchange rate pass-through on inflation: An assessment for developing countries," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 196-244.
  15. Claudio Oliveira De Moraes & Helder Ferreira de Mendonça, 2017. "The bridge between macro and micro banking regulation," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(2), pages 214-225, May.
  16. Juan Galvis & Claudio de Moraes & Juan Anzoátegui, 2017. "Effects of monetary policy announcements on exchange rate volatility: an analysis for Colombia, 2008-2015," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 87, pages 67-95, Julio - D.
  17. Galvis Ciro, Juan Camilo & Oliveira de Moraes, Claudio & Anzoátegui Zapata, Juan Camilo, 2017. "Efectos de los anuncios de política monetaria sobre la volatilidad de la tasa de cambio: un análisis para Colombia, 2008-2015," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 87, pages 67-95, March.

2016

  1. Araújo, Eurilton, 2016. "Determinacy and learnability of equilibrium in a small-open economy with sticky wages and prices," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 16-32.
  2. de Guimarães e Souza, Gustavo José & de Mendonça, Helder Ferreira & de Andrade, Joaquim Pinto, 2016. "Inflation targeting on output growth: A pulse dummy analysis of dynamic macroeconomic panel data," Economic Systems, Elsevier, vol. 40(1), pages 145-169.
  3. Areosa, Waldyr Dutra & Areosa, Marta B.M., 2016. "The inequality channel of monetary transmission," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 214-230.
  4. Jacopo Ponticelli & Leonardo S. Alencar, 2016. "Court Enforcement, Bank Loans, and Firm Investment: Evidence from a Bankruptcy Reform in Brazil," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(3), pages 1365-1413.
  5. Christian Upper & Marcos Valli, 2016. "Emerging derivatives markets?," BIS Quarterly Review, Bank for International Settlements, December.
  6. Marcos Valli Jorge & Wilfredo Leiva Maldonado, 2016. "Price differentiation and menu costs in credit card payments," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(2), pages 178-202, May.
  7. Ornelas, José Renato Haas, 2016. "The Forecast Ability of Option-implied Densities from Emerging Markets Currencies," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(1), March.
  8. Barroso, João Barata R.B. & da Silva, Luiz A. Pereira & Sales, Adriana Soares, 2016. "Quantitative easing and related capital flows into Brazil: Measuring its effects and transmission channels through a rigorous counterfactual evaluation," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 102-122.
  9. Souza, Sergio Rubens Stancato de & Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria, 2016. "Evaluating systemic risk using bank default probabilities in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 66(C), pages 54-75.
  10. Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda & de Castro Miranda, Rodrigo Cesar, 2016. "Financial networks, bank efficiency and risk-taking," Journal of Financial Stability, Elsevier, vol. 25(C), pages 247-257.
  11. Guerra, Solange Maria & Silva, Thiago Christiano & Tabak, Benjamin Miranda & de Souza Penaloza, Rodrigo Andrés & de Castro Miranda, Rodrigo César, 2016. "Systemic risk measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 329-342.
  12. Araujo, Gustavo Silva & Leão, Sérgio, 2016. "OTC derivatives: Impacts of regulatory changes in the non-financial sector," Journal of Financial Stability, Elsevier, vol. 25(C), pages 132-149.
  13. Silva, Thiago Christiano & de Souza, Sergio Rubens Stancato & Tabak, Benjamin Miranda, 2016. "Structure and dynamics of the global financial network," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 218-234.
  14. Silva, Thiago Christiano & de Souza, Sergio Rubens Stancato & Tabak, Benjamin Miranda, 2016. "Network structure analysis of the Brazilian interbank market," Emerging Markets Review, Elsevier, vol. 26(C), pages 130-152.
  15. Oliveira, Fernando Nascimento de, 2016. "Financial and Real Sector Leading Indicators of Recessions in Brazil Using Probabilistic Models," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 70(3), September.
  16. Oliveira, Fernando Nascimento, 2016. "The External Finance Premium in Brazil: Empirical Analyses Using State Space Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(1), March.
  17. de Moraes, Claudio Oliveira & Montes, Gabriel Caldas & Antunes, José Américo Pereira, 2016. "How does capital regulation react to monetary policy? New evidence on the risk-taking channel," Economic Modelling, Elsevier, vol. 56(C), pages 177-186.

2015

  1. Guillén, Osmani Teixeira & Hecq, Alain & Issler, João Victor & Saraiva, Diogo, 2015. "Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions," International Journal of Forecasting, Elsevier, vol. 31(3), pages 862-875.
  2. Araújo, Eurilton, 2015. "Monetary policy objectives and Money’s role in U.S. business cycles," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 85-107.
  3. Daniel Gersten Reiss, 2015. "Invoice currency: Puzzling evidence and new questions from Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 16(2), pages 206-225.
  4. de Sá, Rodrigo & Portugal, Marcelo S., 2015. "Central bank and asymmetric preferences: An application of sieve estimators to the U.S. and Brazil," Economic Modelling, Elsevier, vol. 51(C), pages 72-83.
  5. Castro, Marcos R. de & Gouvea, Solange N. & Minella, Andre & Santos, Rafael & Souza-Sobrinho, Nelson F., 2015. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
  6. Ornelas, Jose Renato Haas & Silva Jr., Antonio Francisco de Almeida, 2015. "Testing the liquidity preference hypothesis using survey forecasts," Emerging Markets Review, Elsevier, vol. 23(C), pages 173-185.
  7. De Alcântara, Wenersamy Ramos, 2015. "Liquidity effects in banks’ capital allocation decisions," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 8(2), pages 163-170, March.
  8. de Alcântara, Wenersamy Ramos & de Alcântara, Daniela Pires Ramos & da Silveira, José Maria F. J., 2015. "A desigualdade pode afetar a eficiência do sistema financeiro? Um modelo de equilíbrio em dois períodos com fricções na intermediação financeira," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 69(1), March.
  9. Souza, Sergio R.S. & Tabak, Benjamin M. & Silva, Thiago C. & Guerra, Solange M., 2015. "Insolvency and contagion in the Brazilian interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 431(C), pages 140-151.
  10. Bonomo, Marco & Brito, Ricardo D. & Martins, Bruno, 2015. "The after crisis government-driven credit expansion in Brazil: A firm level analysis," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 111-134.
  11. Juliana Xavier Serapio da Silva & Claudio Henrique Barbedo & Gustavo Silva Araújo, 2015. "Is There Herd Effect on Stocks with High Liquidity of the Brazilian Market?," Journal of Financial Innovation, IBRIF - Instituto Brasileiro de Inovação Financeira, vol. 1(2), pages 1-2.
  12. Laurini, Márcio Poletti & Mauad, Roberto Baltieri, 2015. "A common jump factor stochastic volatility model," Finance Research Letters, Elsevier, vol. 12(C), pages 2-10.
  13. Vicente, José Valentim Machado & Graminho, Flávia Mourão, 2015. "Decompondo a Inflação Implícita," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 69(2), June.
  14. Michel Alexandre, 2015. "Endogenous categorization and group inequality," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 42(3), pages 276-295, March.

2014

  1. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 62-78.
  2. Cunha, Alexandre & Araújo, Eurilton, 2014. "Simple Macroeconomic Policies and Welfare: A Quantitative Assessment," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(3), September.
  3. Alves, Sergio Afonso Lago, 2014. "Lack of divine coincidence in New Keynesian models," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 33-46.
  4. José Luís Oreiro & Flavio A. C. Basilio & Gustavo J. G. Souza, 2014. "Effects of overvaluation and exchange rate volatility over industrial investment: empirical evidence and economic policy proposals for Brazil," Brazilian Journal of Political Economy, Center of Political Economy, vol. 34(3), pages 347-369.
  5. Wagner Piazza Gaglianone & Luiz Renato Lima, 2014. "Constructing Optimal Density Forecasts From Point Forecast Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 736-757, August.
  6. Max Leandro Ferreira Tavares & Claudio Henrique da Silveira Barbedo & Gustavo Silva Araujo, 2014. "The Influence of information asymmetry on the return and volatility of value and growth stock portfolios," Brazilian Business Review, Fucape Business School, vol. 11(1), pages 111-129, January.
  7. José Valentim Machado Vicente & Gustavo Silva Araujo & Paula Baião Fisher de Castro & Felipe Noronha Tavares, 2014. "Assessing Day-to-Day Volatility: Does the Trading Time Matter?," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(1), pages 41-66.
  8. Araújo, Gustavo Silva & Barbedo, Claudio Henrique da S. & Vicente, José Valentim M., 2014. "The adverse selection cost component of the spread of Brazilian stocks," Emerging Markets Review, Elsevier, vol. 21(C), pages 21-41.
  9. Correa, Arnildo & Marins, Jaqueline & Neves, Myrian & da Silva, Antonio Carlos, 2014. "Credit Default and Business Cycles: An Empirical Investigation of Brazilian Retail Loans," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(3), September.
  10. Machado, Vicente da Gama & Portugal, Marcelo Savino, 2014. "Measuring inflation persistence in Brazil using a multivariate model," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(2), June.
  11. de Mendonça, Helder Ferreira & Tiberto, Bruno Pires, 2014. "Public debt and social security: Level of formality matters," Economic Modelling, Elsevier, vol. 42(C), pages 490-507.
  12. Márcio P. Laurini & Roberto B. Mauad, 2014. "The stochastic volatility model with random jumps and its application to BRL/USD exchange rate," Economics Bulletin, AccessEcon, vol. 34(2), pages 1002-1011.
  13. Fernando N. Oliveira, 2014. "The Market of Foreign Exchange Hedge in Brazil: Reaction of Financial Institutions to Interventions of the Central Bank," Economics Bulletin, AccessEcon, vol. 34(1), pages 174-187.
  14. Oliveira, Fernando Nascimento & Petrassi, Myrian Beatriz Silva, 2014. "Is Inflation Persistence Over?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(3), September.

2013

  1. Vicente, José Valentim Machado & Guillen, Osmani Teixeira de Carvalho, 2013. "Do inflation-linked bonds contain information about future inflation?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(2), June.
  2. Montes, Gabriel Caldas & Tavares, Debora Pereira & Guillén, Osmani Teixeira de Carvalho, 2013. "Canal de Transmissão da Política Monetária Por Meio dos Seguros Contratados Pelo Setor Bancário," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(3), September.
  3. Eurilton Araújo & Débora Gouveia, 2013. "Calvo-type rules and the forward-looking behavior of inflation targeting central banks," Economics Bulletin, AccessEcon, vol. 33(3), pages 2042-2051.
  4. Araújo, Eurilton, 2013. "Robust monetary policy with the consumption-wealth channel," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 296-311.
  5. Fabia A. de Carvalho, 2013. "A brief analysis of aggregate measures as an alternative to the median at Central Bank of Brazil's Survey of Professional Forecasts," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 14(2), pages 11-26.
  6. Minella, André & Souza-Sobrinho, Nelson F., 2013. "Monetary policy channels in Brazil through the lens of a semi-structural model," Economic Modelling, Elsevier, vol. 30(C), pages 405-419.
  7. Rafael Cusinato & André Minella & Sabino Silva Pôrto Júnior, 2013. "Output gap in Brazil: a real-time data analysis," Empirical Economics, Springer, vol. 44(3), pages 1113-1127, June.
  8. Schechtman, Ricardo, 2013. "Default matrices: A complete measurement of banks’ consumer credit delinquency," Journal of Financial Stability, Elsevier, vol. 9(4), pages 460-474.
  9. Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2013. "Welfare analysis of currency regimes with defaultable debts," Journal of International Economics, Elsevier, vol. 89(1), pages 143-153.
  10. Machado, Vicente da Gama, 2013. "Monetary policy rules, asset prices and adaptive learning," Journal of Financial Stability, Elsevier, vol. 9(3), pages 251-258.
  11. João Pedro Bumachar Resende & Ilan Goldfajn, 2013. "América Latina durante la crisis: el papel de los fundamentos," Monetaria, CEMLA, vol. 0(1), pages 181-215, enero-jun.
  12. Fernando Nascimento de Oliveira & Alexandre Romaguera Rodrigues da Costa, 2013. "The Impact of unexpected changes in the benchmark rate on the Brazilian stock market," Brazilian Business Review, Fucape Business School, vol. 10(3), pages 53-81, July.

2012

  1. Araújo, Eurilton, 2012. "Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil," Economic Modelling, Elsevier, vol. 29(3), pages 671-678.
  2. Costa da Silva, Guilherme Jonas & Guimarães e Souza, Gustavo José & Nakabashi, Luciano & Oreiro, José Luis, 2012. "La economía del crecimiento impulsado por la demanda. Teoría y evidencia respecto del Brasil," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
  3. Costa da Silva, Guilherme Jonas & Guimarães e Souza, Gustavo José & Nabakashi, Luciano & Oreiro, José Luis, 2012. "The economics of demand-led growth: theory and evidence for Brazil," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
  4. de Mendonça, Helder Ferreira & de Guimarães e Souza, Gustavo José, 2012. "Is inflation targeting a good remedy to control inflation?," Journal of Development Economics, Elsevier, vol. 98(2), pages 178-191.
  5. Carvalho, Fabia A. & Minella, André, 2012. "Survey forecasts in Brazil: A prismatic assessment of epidemiology, performance, and determinants," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1371-1391.
  6. Schechtman, Ricardo & Gaglianone, Wagner Piazza, 2012. "Macro stress testing of credit risk focused on the tails," Journal of Financial Stability, Elsevier, vol. 8(3), pages 174-192.
  7. Leonardo S. Alencar, 2012. "Revisiting Bank Pricing Policies in Brazil: Evidence from Loan and Deposit Markets," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(67), pages 35-71, December.
  8. Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2012. "Speculative attacks, openness and crises," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(2), June.
  9. Maldonado, Wilfredo L. & Tourinho, Octávio A.F. & Valli, Marcos, 2012. "Exchange rate bubbles: Fundamental value estimation and rational expectations test," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1033-1059.
  10. Carlos Enrique Carrasco-Gutierrez & Wagner Piazza Gaglianone, 2012. "Evaluating Asset Pricing Models in a Simulated Multifactor Approach," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(4), pages 425-460.
  11. Wagner Piazza Gaglianone & Luiz Renato Lima, 2012. "Constructing Density Forecasts from Quantile Regressions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1589-1607, December.
  12. Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto, 2012. "Combining equilibrium, resampling, and analyst’s views in portfolio optimization," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1354-1361.
  13. José Renato Haas Ornelas & Antônio Francisco Silva Júnior & José Luiz Barros Fernandes, 2012. "Yes, the choice of performance measure does matter for ranking of us mutual funds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-72, January.
  14. Schröder, Bruno, 2012. "Práticas restritivas, barreiras à entrada e concorrência no mercado brasileiro de exibição cinematográfica," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(1), March.
  15. Montes, Gabriel Caldas & Tiberto, Bruno Pires, 2012. "Macroeconomic environment, country risk and stock market performance: Evidence for Brazil," Economic Modelling, Elsevier, vol. 29(5), pages 1666-1678.
  16. Laurini, Márcio Poletti & Mauad, Roberto Baltieri, 2012. "Non-Parametric Pricing of Interest Rates Options," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 32(2), April.
  17. Oliveira, Fernando N. de & Neto, Alberto Ronchi, 2012. "An empirical analysis of the external finance premium of public non-financial corporations in Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(3), October.

2011

  1. Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  2. Eduardo A. Haddad & Ana M.B. Barufi & Silvio M.A. Costa, 2011. "Regional Integration in Colombia: A Spatial CGE Application," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2011(2), pages 5-30.
  3. Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C., 2011. "Moment-based estimation of smooth transition regression models with endogenous variables," Journal of Econometrics, Elsevier, vol. 165(1), pages 100-111.
  4. da Silva Filho, Tito Nícias Teixeira & Figueiredo, Francisco Marcos Rodrigues, 2011. "Has Core Inflation Been Doing a Good Job in Brazil?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(2), June.
  5. Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
  6. José Renato Haas Ornelas & Marcelo Yoshio Takami, 2011. "Recovering Risk-Neutral Densities from Brazilian Interest Rate Options," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(1), pages 9-26.
  7. Mário Páscoa & Myrian Petrassi & Juan Torres-Martínez, 2011. "Fiat money and the value of binding portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(2), pages 189-209, February.
  8. Diego Paraiso Garcia Guimarães & Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo, 2011. "Is it possible to outperform Ibovespa through technical analysis in the futures market?," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 15(5), pages 918-930.
  9. Oliveira, Fernando Nascimento & Plaga, Alessandra Ribeiro, 2011. "Eficácia das intervenções do Banco Central do Brasil sobre a volatilidade da taxa de câmbio nominal," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(1), March.
  10. Otavio Ribeiro de Medeiros & Bernardus Ferdinandus Nazar Van Doornik & Gustavo Rezende de Oliveira, 2011. "Modeling and forecasting a firm’s financial statements with a VAR – VECM model," Brazilian Business Review, Fucape Business School, vol. 8(3), pages 20-39, July.

2010

  1. José Vicente & Aloísio Araújo, 2010. "Social Welfare Analysis in a Financial Economy with Risk Regulation," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(3), pages 561-586, June.
  2. Matsumura, Marco S. & Vicente, José Valentim Machado, 2010. "The role of macroeconomic variables in sovereign risk," Emerging Markets Review, Elsevier, vol. 11(3), pages 229-249, September.
  3. José Luís Oreiro & Luciano Nakabashi & Gustavo José de Guimarães e Souza, 2010. "The Brazilian economy pulled by the aggregate demand," Brazilian Journal of Political Economy, Center of Political Economy, vol. 30(4), pages 581-603.
  4. Correa, Arnildo da Silva & Minella, André, 2010. "Nonlinear mechanisms of the exchange rate pass-through: A Phillips curve model with threshold for Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 64(3), September.
  5. Staub, Roberta B. & da Silva e Souza, Geraldo & Tabak, Benjamin M., 2010. "Evolution of bank efficiency in Brazil: A DEA approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 204-213, April.
  6. Fajardo, José & Farias, Aquiles, 2010. "Derivative pricing using multivariate affine generalized hyperbolic distributions," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1607-1617, July.

2009

  1. Osmani Teixeira De Carvalho Guillen & Benjamin M. Tabak, 2009. "Characterising the Brazilian term structure of interest rates," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 103-114.
  2. Gutierrez, Carlos Enrique Carrasco & Souza, Reinaldo Castro & Guillén, Osmani Teixeira de Carvalho, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 29(1), May.
  3. Eurilton Araujo, 2009. "Supply-side effects of monetary policy and the central bank's objective function," Economics Bulletin, AccessEcon, vol. 29(2), pages 680-692.
  4. Araújo, Eurilton, 2009. "Real wage rigidity and the Taylor principle," Economics Letters, Elsevier, vol. 104(1), pages 46-48, July.
  5. Araújo, Eurilton, 2009. "Macroeconomic shocks and the co-movement of stock returns in Latin America," Emerging Markets Review, Elsevier, vol. 10(4), pages 331-344, December.
  6. Almeida, Caio & Vicente, José, 2009. "Are interest rate options important for the assessment of interest rate risk?," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1376-1387, August.
  7. Almeida, Caio & Vicente, José, 2009. "Identifying volatility risk premia from fixed income Asian options," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 652-661, April.
  8. de Mendonça, Helder Ferreira & de Guimarães e Souza, Gustavo José, 2009. "Inflation targeting credibility and reputation: The consequences for the interest rate," Economic Modelling, Elsevier, vol. 26(6), pages 1228-1238, November.
  9. Eduardo Lima & Benjamin Tabak, 2009. "Tests of Random Walk: A Comparison of Bootstrap Approaches," Computational Economics, Springer;Society for Computational Economics, vol. 34(4), pages 365-382, November.
  10. Tabak, Benjamin M. & Lima, Eduardo J.A., 2009. "Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules," European Journal of Operational Research, Elsevier, vol. 194(3), pages 814-820, May.
  11. Fernandes, José Luiz Barros & Ornelas, José Renato Haas, 2009. "Minimising operational risk in portfolio allocation decisions," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 2(4), pages 438-450, September.
  12. Benjamin Miranda Tabak & Solange Maria Guerra & Rodrigo Andres De Souza Penaloza, 2009. "Banking concentration and the price-concentration relationship: the case of Brazil," International Journal of Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(4), pages 415-435.
  13. Fajardo, José & Farias, Aquiles, 2009. "Multivariate affine generalized hyperbolic distributions: An empirical investigation," International Review of Financial Analysis, Elsevier, vol. 18(4), pages 174-184, September.
  14. Fernando Nascimento Oliveira & Pedro Góes Monteiro de Oliveira, 2009. "An Empirical Analysis of the Financing Policies Adopted by Brazilian Public Companies," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(4), pages 459-484.
  15. de Oliveira, Fernando Nascimento, 2009. "Effects of Monetary Policy on Firms in Brazil: An Empirical Analysis of the Balance Sheet Channel," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 29(2), December.

2008

  1. Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008. "The welfare cost of macroeconomic uncertainty in the post-war period," Economics Letters, Elsevier, vol. 98(2), pages 167-175, February.
  2. Eurilton Araujo & Felipe Augusto da Silva Bastos, 2008. "The relationship of stock returns, interest rates, economic activity and inflation: Evidence from Latin America," Brazilian Business Review, Fucape Business School, vol. 5(1), pages 49-68, January.
  3. Vicente, José & Tabak, Benjamin M., 2008. "Forecasting bond yields in the Brazilian fixed income market," International Journal of Forecasting, Elsevier, vol. 24(3), pages 490-497.
  4. Almeida, Caio & Vicente, José, 2008. "The role of no-arbitrage on forecasting: Lessons from a parametric term structure model," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2695-2705, December.
  5. Fabia Aparecida de Carvalho & Cyntia F. Azevedo, 2008. "The incidence of reserve requirements in Brazil: Do bank stockholders share the burden?," Journal of Applied Economics, Universidad del CEMA, vol. 11, pages 61-90, May.
  6. Lima, Luiz Renato & Gaglianone, Wagner Piazza & Sampaio, Raquel M.B., 2008. "Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach," Journal of Development Economics, Elsevier, vol. 86(2), pages 313-335, June.
  7. Chang, E.J. & Guerra, S.M. & Lima, E.J.A. & Tabak, B.M., 2008. "The stability-concentration relationship in the Brazilian banking system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 388-397, October.
  8. José Santiago Fajardo Barbachan & Aquiles Rocha de Farias & José Renato Haas Ornelas, 2008. "A Goodness-of-Fit Test with Focus on Conditional Value at Risk," Brazilian Review of Finance, Brazilian Society of Finance, vol. 6(2), pages 139-155.
  9. Gomes, Frederico Pechir & Takami, Marcelo Yoshio & Brandi, Vinicius Ratton, 2008. "Investigating Unusual Changes in Real-Dollar Exchange Rate," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 62(2), October.
  10. Chang, Eui Jung & Lima, Eduardo José Araújo & Guerra, Solange M. & Tabak, Benjamin M., 2008. "Measures of Interbank Market Structure: An Application to Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 28(2), November.
  11. Petrassi, Myrian & Torres-Marti­nez, Juan Pablo, 2008. "Collateralized assets and asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 44(5-6), pages 530-534, April.
  12. Fernando Nascimento de Oliveira & Renato da Motta Andrade Neto, 2008. "The Relevance of the Bank Lending Channel in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, vol. 6(3), pages 359-411.
  13. Fernando Nascimento de Oliveira & Eduardo Lana de Paula, 2008. "Determining the Optimum Level of Diversification of Home Brokers Investors," Brazilian Review of Finance, Brazilian Society of Finance, vol. 6(3), pages 439-463.
  14. Otavio Ribeiro de Medeiros & Bernardus Ferdinandus Nazar Van Doornik, 2008. "The Empirical Relationship Between Stock Returns, Return Volatility and Trading Volume in the Brazilian Stock Market," Brazilian Business Review, Fucape Business School, vol. 5(1), pages 01-17, January.
  15. Michel Alexandre & Ciro Biderman & Gilberto Tadeu Lima, 2008. "Distribuição Regional do Crédito Bancário e Convergência no Crescimento Estadual Brasileiro," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 9(3), pages 457-490.

2007

  1. Areosa, Waldyr Dutra & Medeiros, Marcelo, 2007. "Inflation Dynamics in Brazil: The Case of a Small Open Economy," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(1), May.
  2. Tabak, Benjamin M. & Staub, Roberta B., 2007. "Assessing financial instability: The case of Brazil," Research in International Business and Finance, Elsevier, vol. 21(2), pages 188-202, June.
  3. Maldonado, Wilfredo Leiva & Tourinho, Octavio Augusto Fontes & Valli, Marcos, 2007. "Endogenous foreign capital flow in a CGE model for Brazil: The role of the foreign reserves," Journal of Policy Modeling, Elsevier, vol. 29(2), pages 259-276.

2006

  1. Eurilton Araujo, 2006. "Estimating and Testing Two Consumption-Based Asset Pricing Models for Brazil: An Information-Theoretic Approach," Brazilian Business Review, Fucape Business School, vol. 3(1), pages 1-14, January.
  2. Fabia A de Carvalho & Mauricio S. Bugarin, 2006. "Inflation Expectations in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 101-145, January.
  3. Barbachan, José Santiago Fajardo & Ornelas, José Renato Haas & de Farias, Aquiles Rocha, 2006. "Goodness-of-fit Tests Focus on Value-at-Risk Estimation," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 26(2), November.
  4. Alan Cosme Rodrigues da Silva & Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Myrian Beatriz Eiras das Neves, 2006. "Internal Model Validation in Brazil: Analysis of VaR Backtesting Methodologies," Brazilian Review of Finance, Brazilian Society of Finance, vol. 4(1), pages 97-118.
  5. Michel Alexandre & Gilberto Tadeu Lima Otaviano Canuto & Otaviano Canuto, 2006. "Determinantes das decisões locacionais da atividade financeira [Determinants of financial sector location decisions]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 16(2), pages 243-263, May-Augus.

2005

  1. Osmani T. De C. De Guillén & Carlos Hamilton V. Araújo, 2005. "Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos," Monetaria, CEMLA, vol. 0(1), pages 77-103, enero-mar.
  2. Mauricio S. Bugarin & Fabia A. de Carvalho, 2005. "Comment on ‘Market discipline and monetary policy’ by Carl Walsh," Oxford Economic Papers, Oxford University Press, vol. 57(4), pages 732-739, October.
  3. Wagner Piazza Gaglianone & Ana Luiza Louzada Pereira, 2005. "An Essay on the Foreign Exchange Rate Expectations in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, vol. 3(1), pages 55-100.
  4. Gustavo Silva Araújo & João Maurício de Souza Moreira & Ricardo dos Santos Maia Clemente, 2005. "Avaliação de métodos de exigência de capital para risco de ações no Brasil," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 9(2), pages 121-144.
  5. Claudio H. da S. Barbedo & Gustavo S. Araújo & João Maurício S. Moreira & Ricardo S. Maia Clemente, 2005. "Evaluation of Foreign Exchange Risk Capital Requirement Models," Brazilian Review of Finance, Brazilian Society of Finance, vol. 3(2), pages 223-249.
  6. Luis Felipe Céspedes C. & Ilan Goldfajn & Phil Lowe & Rodrigo Valdés P., 2005. "Policy Responses to external Shocks in Australia, Brazil and Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 8(2), pages 7-44, August.
  7. Michel Alexandre & Gilberto Tadeu Lima & Otaviano Canuto, 2005. "Distribuição espacial da atividade bancária no Brasil: dimensões e indicadores [Spatial distribution of banking activity in Brazil - dimensions and indicators]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 15(1), pages 11-33, January-A.

2004

  1. Ferreira, Pedro Cavalcanti & Guillén, Osmani Teixeira de Carvalho, 2004. "Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 58(4), October.
  2. Brito, Ricardo D. & Duarte, Angelo José Mont' Alverne & Guillen, Osmani Teixeira de Carvalho, 2004. "Overreaction of yield spreads and movements of Brazilian interest ratest," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 24(1), May.
  3. Chang, Eui Jung & Lima, Eduardo Jose Araujo & Tabak, Benjamin Miranda, 2004. "Testing for predictability in emerging equity markets," Emerging Markets Review, Elsevier, vol. 5(3), pages 295-316, September.
  4. Vinicius Ratton Brandi & Beatriz Vaz de Melo Mendes, 2004. "Assessing Drawdown-at-Risk in Brazilian Real Foreign Exchange Rates," Brazilian Review of Finance, Brazilian Society of Finance, vol. 2(2), pages 207-223.

2003

  1. Minella, Andre & de Freitas, Paulo Springer & Goldfajn, Ilan & Muinhos, Marcelo Kfoury, 2003. "Inflation targeting in Brazil: constructing credibility under exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 1015-1040, December.
  2. Minella, André, 2003. "Monetary Policy and Inflation in Brazil (1975-2000): A VAR Estimation," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 57(3), July.
  3. Ilan Goldfajn & Poonam Gupta, 2003. "Does Monetary Policy Stabilize the Exchange Rate Following a Currency Crisis?," IMF Staff Papers, Palgrave Macmillan, vol. 50(1), pages 1-5.

2002

  1. Francisco Marcos Rodrigues Figueiredo & Roberta Blass Staub, 2002. "Evaluación y combinación de mediciones de inflación de base para Brasil," Monetaria, CEMLA, vol. 0(1), pages 29-50, enero-mar.
  2. Francisco Marcos Rodrigues Figueiredo & Roberta Blass Staub, 2002. "Evaluation and Combination of Core Inflation Measures for Brazil," Money Affairs, CEMLA, vol. 0(1), pages 1-20, January-J.
  3. Taimur Baig & Ilan Goldfajn, 2002. "Monetary Policy in the Aftermath of Currency Crises: The Case of Asia," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 92-112, February.
  4. Goldfajn, Ilan & Silveira, Marcos Antonio, 2002. "Should government smooth exchange rate risk?," Journal of Development Economics, Elsevier, vol. 69(2), pages 393-421, December.

2001

  1. Ilan Goldfajn & Gino Olivares, 2001. "Full Dollarization: TheCase of Panama," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 101-156, January.

2000

  1. Goldfajn, Ilan, 2000. "Public Debt Indexation and Denomination: The Case of Brazil," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(1), pages 43-56, February.

1999

  1. Taimur Baig & Ilan Goldfajn, 1999. "Financial Market Contagion in the Asian Crisis," IMF Staff Papers, Palgrave Macmillan, vol. 46(2), pages 1-3.
  2. Ilan Goldfajn & Rodrigo O. Valdés, 1999. "The Aftermath of Appreciations," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 114(1), pages 229-262.

1998

  1. Eliana Cardoso & Ilan Goldfajn, 1998. "Capital Flows to Brazil: The Endogeneity of Capital Controls," IMF Staff Papers, Palgrave Macmillan, vol. 45(1), pages 161-202, March.
  2. Goldfajn, Ilan & Valdes, Rodrigo O., 1998. "Are currency crises predictable?," European Economic Review, Elsevier, vol. 42(3-5), pages 873-885, May.

1996

  1. Goldfajn, Ilan, 1996. "Predicting current external imbalances for the United States and Japan : William Cline, Washington: Institute for International Economics, 1995, 104 pages, $12.95," Journal of Asian Economics, Elsevier, vol. 7(2), pages 337-340.

1995

  1. Rudger Dornbusch & Ilan Goldfajn & Rodrigo O. Valdés, 1995. "Currency Crises and Collapses," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(2), pages 219-294.

1991

  1. Goldfajn, Ilan & Carneiro, Dionísio D., 1991. "Reforma Monetária: Prós e Contras do Mercado Secundário," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 45(0), January.

Undated

  1. Thiago Christiano Silva & Marcos Soares da Silva & Benjamin Miranda Tabak, . "Financial networks and bank liquidity," Journal of Network Theory in Finance, Journal of Network Theory in Finance.
  2. Michel Alexandre & Giovani A. S. Brito & Theo C. Martins, . "Default contagion among credit modalities: evidence from Brazilian data," Journal of Credit Risk, Journal of Credit Risk.

Chapters

2018

  1. Gabriel Garber & Sergio Mikio Koyama, 2018. "Policy-effective Financial Knowledge and Attitude Factors in Latin America," Investigación Conjunta-Joint Research, in: María José Roa García & Diana Mejía (ed.), Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean, edition 1, volume 1, chapter 3, pages 51-94, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  2. Gabriel Garber & Sergio Mikio Koyama, 2018. "Factores de conocimiento y de actitud financieros eficaces para la elaboración de políticas en América Latina," Investigación Conjunta-Joint Research, in: María José Roa García & Diana Mejía (ed.), Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe, edition 1, volume 1, chapter 3, pages 55-100, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  3. João Barata Ribeiro Blanco Barroso, 2018. "Realized Volatility as an Instrument to Official Intervention," Investigación Conjunta-Joint Research, in: Alberto Ortiz-Bolaños (ed.), Monetary Policy and Financial Stability in Latin America and the Caribbean, edition 1, volume 1, chapter 8, pages 259-281, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  4. João Barata Ribeiro Blanco Barroso, 2018. "La volatilidad realizada como instrumento de la intervención oficial," Investigación Conjunta-Joint Research, in: Alberto Ortiz Bolaños (ed.), Política Monetaria y Estabilidad Financiera en América Latina y el Caribe, edition 1, volume 1, chapter 8, pages 271-295, Centro de Estudios Monetarios Latinoamericanos, CEMLA.

2017

  1. João Barata Ribeiro Blanco Barroso, 2017. "Quantitative Easing and United States Investor Portfolio Rebalancing towards Foreign Assets," Investigación Conjunta-Joint Research, in: Ángel Estrada García & Alberto Ortiz Bolaños (ed.), International Spillovers of Monetary Policy, edition 1, chapter 8, pages 225-285, Centro de Estudios Monetarios Latinoamericanos, CEMLA.

2014

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

2013

  1. Eduardo A. Haddad & Carlos A. Luque & Gilberto T. Lima & Sergio N. Sakurai & Silvio M. Costa, 2013. "Impact Assessment of Interregional Government Transfers: Lessons from the Brazil Experience," Advances in Spatial Science, in: Juan R. Cuadrado-Roura & Patricio Aroca (ed.), Regional Problems and Policies in Latin America, edition 127, chapter 0, pages 475-493, Springer.
  2. Luiz Awazu Pereira da Silva & Adriana Soares Sales & Wagner Piazza Gaglianone, 2013. "Financial stability in Brazil," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 4, Edward Elgar Publishing.
  3. Fernando Nascimento de Oliveira & Myrian Beatriz Petrassi, 2013. "¿El fin de la persistencia inflacionaria?," Investigación Conjunta-Joint Research, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), Dinámica inflacionaria, persistencia y formación de precios y salarios, edition 1, chapter 7, pages 183-201, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  4. Fernando N. de Oliveira & Myrian Beatriz Petrassi, 2013. "Is the Inflation Persistence Over?," Investigación Conjunta-Joint Research, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), Inflationary Dynamics, Persistence, and Prices and Wages Formation, edition 1, volume 1, chapter 7, pages 169-186, Centro de Estudios Monetarios Latinoamericanos, CEMLA.

2012

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

2011

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

2010

  1. Carlos Hamilton V Araujo & Wagner P Gaglianone, 2010. "Survey-based inflation expectations in Brazil," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 107-114, Bank for International Settlements.
  2. José Luiz Barros Fernandes & José Renato Haas Ornelas, 2010. "Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal," Palgrave Macmillan Books, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm (ed.), Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds, chapter 6, pages 112-133, Palgrave Macmillan.

2009

  1. Paulo Vieira da Cunha & Daniela Silva Pires & Wenersamy Ramos de Alcântara, 2009. "Inflation Targeting and Exchange Rate: Notes on Brazil’s Experience," Chapters, in: Gill Hammond & Ravi Kanbur & Eswar Prasad (ed.), Monetary Policy Frameworks for Emerging Markets, chapter 10, Edward Elgar Publishing.

2008

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

2007

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

2006

  1. Luis Felipe Céspedes & Ilan Goldfajn & Phil Lowe & Rodrigo O. Valdés, 2006. "Policy Responses to External Shocks: The Experiences of Australia, Brazil, and Chile," Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.),External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 5, pages 109-170, Central Bank of Chile.

2004

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

2003

  1. André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos, 2003. "Inflation targeting in Brazil: lessons and challenges," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 106-133, Bank for International Settlements.
  2. Ilan Goldfajn, 2003. "Are there reasons to doubt fiscal sustainability in Brazil?," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal issues and central banking in emerging economies, volume 20, pages 84-97, Bank for International Settlements.

2002

  1. Joel Bogdanski & Paulo Springer de Freitas & Ilan Goldfajn & Alexandre Tombini, 2002. "Inflation Targeting in Brasil: Shocks. Backward-Looking Prices and IMF Conditionality," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.),Inflation Targeting: Desing, Performance, Challenges, edition 1, volume 5, chapter 13, pages 539-582, Central Bank of Chile.
  2. Ilan Goldfajn & Poonam Gupta, 2002. "Overshootings and Reversals: The Role of Monetary Policy," Central Banking, Analysis, and Economic Policies Book Series, in: Leonardo Hernández & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Banking, Financial Integration, and International Crises, edition 1, volume 3, chapter 9, pages 279-302, Central Bank of Chile.
  3. Ilan Goldfajn, 2002. "Indexation of Public Debt: Analytical Considerations and an Application to the Case of Brazil," Central Banking, Analysis, and Economic Policies Book Series, in: Fernando Lefort & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Serie (ed.),Indexation, Inflation and Monetary Policy, edition 1, volume 2, chapter 10, pages 295-316, Central Bank of Chile.

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