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Publications

by members of

Banco Central do Brasil

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

2026

  1. Gustavo Silva Araujo & Claudio Henrique da Silveira Barbedo & Hugo Araujo Costa & Aziz Baruque, 2026, "Is The Risk of The Opening Price Gap Priced?," Working Papers Series, Central Bank of Brazil, Research Department, number 644, Apr.
  2. Alexandre Cunha & Guilherme Gallego & Marcelo Santos & Bernardus Van Doornik, 2026, "Labor Market Effects of Unemployment Insurance and UBI in Developing Economies," Working Papers Series, Central Bank of Brazil, Research Department, number 646, May.

2025

  1. Michel Alexandre & Angela Modica Scala & Alessandro Caiani & Gilberto Tadeu Lima, 2025, "The Impact of Climate Transition Risks on the Brazilian Financial Sector," Working Papers Series, Central Bank of Brazil, Research Department, number 633, Oct.
  2. Pedro Amoni & Leonardo Soriano Alencar, 2025, "Judicial Discretion, Credit, and the Real Economy," Working Papers Series, Central Bank of Brazil, Research Department, number 618, Mar.
  3. Eduardo Amaral & Rafael Guerra & Ilhyock Shim & Alexandre Tombini, 2025, "Financial conditions indices in Latin America," BIS Bulletins, Bank for International Settlements, number 113, Sep.
  4. Eduardo Amaral, 2025, "The capital puzzle," BIS Working Papers, Bank for International Settlements, number 1288, Sep.
  5. Gustavo Silva Araujo & José Ignacio Ándres Bergallo & Flávio de Freitas Val, 2025, "Do Inflation-Linked Bonds Predict Future Inflation? a reassessment using novel methodologies and instruments," Working Papers Series, Central Bank of Brazil, Research Department, number 625, Aug.
  6. Wagner Piazza Gaglianone & Gustavo Silva Araujo & José Valentim Machado Vicente, 2025, "Macroeconomic Drivers of Brazil's Yield Curve," Working Papers Series, Central Bank of Brazil, Research Department, number 629, Oct.
  7. Gustavo Silva Araujo & José Valentim Machado Vicente & Wagner Piazza Gaglianone, 2025, "Determinants of the Risk Premium in Brazilian Nominal Interest Rates," Working Papers Series, Central Bank of Brazil, Research Department, number 637, Dec.
  8. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins & José Valentim Machado Vicente, 2025, "When Low Rates Speak Loud: exchange rate dynamics under different interest rate regimes," Working Papers Series, Central Bank of Brazil, Research Department, number 630, Oct.
  9. Gustavo de Souza & Gabriel Garber, 2025, "R&D Subsidy and Import Substitution: growing in the shadow of protection," Working Papers Series, Central Bank of Brazil, Research Department, number 631, Oct.
  10. Marc-Andreas Muendler & James E. Rauch & Sergio Mikio Koyama, 2025, "Which Individuals Create Jobs? Managerial Talent and Occupational Skills," NBER Working Papers, National Bureau of Economic Research, Inc, number 34158, Aug.
  11. Leonardo N. Ferreira & Haroon Mumtaz & Ana Skoblar, 2025, "Stochastic Volatility-in-mean VARs with Time-Varying Skewness," Papers, arXiv.org, number 2510.08415, Oct.
  12. Leonardo N. Ferreira & Haroon Mumtaz & Gabor Pinter, 2025, "A Millennium of UK Business Cycles: Insights from Structural VAR Analysis," Papers, arXiv.org, number 2511.15643, Nov.
  13. Leonardo N. Ferreira & Caio Garzeri & Diogo Guillen & Antônio Lima & Victor Monteiro, 2025, "The Not So Quiet Revolution: signal and noise in central bank communication," Working Papers Series, Central Bank of Brazil, Research Department, number 635, Nov.
  14. Claudio Ferraz & Luiz C. Moura & Lars Norden & Ricardo Schechtman, 2025, "The Real Costs of Washing Away Corruption: Evidence from Brazil’s Lava Jato Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 33991, Jul.
  15. 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, Central Bank of Brazil, Research Department, number 613, Jan.
  16. Victor Orestes & Thiago Silva & Henry Zhang, 2025, "Volatility and Under-Insurance in Economies with Limited Pledgeability: evidence from a frost shock," Working Papers Series, Central Bank of Brazil, Research Department, number 628, Sep.
  17. Victor Monteiro & Diogo Abry Guillen & Thiago Christiano Silva, 2025, "Following the Informational Footsteps of the Supply Chain Tracks," Working Papers Series, Central Bank of Brazil, Research Department, number 640, Dec.
  18. Thiago Christiano Silva & Kei Moriya & Mr. Romain M Veyrune, 2025, "From Text to Quantified Insights: A Large-Scale LLM Analysis of Central Bank Communication," IMF Working Papers, International Monetary Fund, number 2025/109, Jun.
  19. Bruno Pires Tiberto, 2025, "How Does Central Bank Independence Influence the Relationship Between Inflation, Income Inequality and Poverty?," Working Papers Series, Central Bank of Brazil, Research Department, number 615, Feb.
  20. Hans Degryse & Cédric Huylebroek & Bernardus Van Doornik, 2025, "The Disciplining Effect of Bank Supervision: evidence from SupTech," Working Papers Series, Central Bank of Brazil, Research Department, number 617, Feb.
  21. Bernardus Van Doornik & David Schoenherr & Janis Skrastins, 2025, "Escaping Death: individual mobility and female mortality," Working Papers Series, Central Bank of Brazil, Research Department, number 621, Apr.
  22. Thaline do Prado & Marcelo Santos & Bernardus Van Doornik, 2025, "Enforcing Compliance with Labor Regulations and Firm Outcomes: evidence from Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 622, Apr.
  23. Lars Norden & Bernardus Van Doornik & Weichao Wang, 2025, "Labor Turnover, Information Production, and Bank Risk," Working Papers Series, Central Bank of Brazil, Research Department, number 626, Aug.
  24. Leila Aghabarari & Sophia Chen & Deniz Igan & Bernardus Van Doornik, 2025, "The Nuanced Role of Government Credit on Monetary Policy Transmission," Working Papers Series, Central Bank of Brazil, Research Department, number 636, Dec.

2024

  1. Michel Alexandre & Thiago Christiano Silva & Francisco Aparecido Rodrigues, 2024, "Critical Edges in Financial Networks," Working Papers Series, Central Bank of Brazil, Research Department, number 594, Aug.
  2. Nikolas Schiozer & Gilberto Tadeu Lima & Michel Alexandre, 2024, "Heterogeneity in pricing behavior in hybrid DSGE-ABM macrodynamics," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2024_26, Nov.
  3. Eduardo G. C. Amaral, 2024, "Smoothing the New-Keynesian Capital Puzzle," Working Papers Series, Central Bank of Brazil, Research Department, number 606, Nov.
  4. Gustavo Silva Araujo & Giancarlo Noel Caoduro, 2024, "Impact of the Disclosure of Survey Expectations of Macroeconomic Variables on Brazilian Interest Rates," Working Papers Series, Central Bank of Brazil, Research Department, number 604, Oct.
  5. 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, Central Bank of Brazil, Research Department, number 591, Apr.
  6. Alexandre Kornelius & Jose Angelo Divino, 2024, "Renewable Energy Shocks and Business Cycle Dynamics with Application to Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 592, Apr.
  7. 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, National Bureau of Economic Research, Inc, number 33230, Dec.
  8. Vicente da Gama Machado, 2024, "Core Inflation in Brazil: past and present," Working Papers Series, Central Bank of Brazil, Research Department, number 602, Oct.
  9. Daniel Grimaldi & Jose Renato Haas Ornelas, 2024, "Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans," Working Papers Series, Central Bank of Brazil, Research Department, number 599, Sep.
  10. 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, Central Bank of Brazil, Research Department, number 600, Sep.
  11. Thiago C. Silva & Paulo V. B. Wilhelm & Diego R. Amancio, 2024, "Machine learning and economic forecasting: the role of international trade networks," Papers, arXiv.org, number 2404.08712, Apr.
  12. 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, Central Bank of Brazil, Research Department, number 595, Aug.
  13. 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, Central Bank of Brazil, Research Department, number 601, Sep.
  14. 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, Central Bank of Brazil, Research Department, number 605, Oct.
  15. Victor Orestes & Thiago Silva & Henry Zhang, 2024, "Firm-Level and Aggregate Effects of Cheaper Liquidity: evidence from factoring," Working Papers Series, Central Bank of Brazil, Research Department, number 611, Dec.
  16. 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, Central Bank of Brazil, Research Department, number 598, Aug.
  17. Tomas 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," Business and Economics Working Papers, Unidade de Negocios e Economia, Insper, number 239.
  18. Thiago Trafane Oliveira Santos & Daniel Oliveira Cajueiro, 2024, "Why you should also use OLS estimation of tail exponents," Papers, arXiv.org, number 2409.10448, Sep, revised Sep 2024.
  19. Tomás R. Martinez & Thiago Trafane Oliveira Santos, 2024, "Disentangling Brazilian TFP: the role of misallocation in recent economic cycles," Working Papers Series, Central Bank of Brazil, Research Department, number 609, Nov.
  20. 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, Central Bank of Brazil, Research Department, number 590, Mar.
  21. Rodrigo Barbone Gonzalez & Bernardus F. Nazar Van Doornik & João Barata R. B. Barroso, 2024, "Macroprudential, Monetary Policy Synergies and Credit Supply: evidence from matched bank-firm loan-level data in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 607, Nov.
  22. Bernardus Van Doornik & Armando Gomes & David Schoenherr & Janis Skrastins, 2024, "Savings-and-Credit Contracts," Working Papers Series, Central Bank of Brazil, Research Department, number 610, Dec.
  23. Bernardus van Doornik & Dimas Fazio & Tarun Ramadorai & Janis Skrastins, 2024, "Housing and Fertility," Working Papers Series, Central Bank of Brazil, Research Department, number 612, Dec.

2023

  1. Michel Alexandre & Thiago Christiano Silva, 2023, "Labor Market and Systemic Risk: a network-based approach," Working Papers Series, Central Bank of Brazil, Research Department, number 584, Sep.
  2. 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, University of São Paulo (FEA-USP), number 2023_10, Aug, revised 11 Sep 2023.
  3. 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, University of São Paulo (FEA-USP), number 2023_13, Nov.
  4. 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, Central Bank of Brazil, Research Department, number 578, Mar.
  5. 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, University Library of Munich, Germany, number 117322, May, revised 31 May 2023.
  6. 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, Central Bank of Brazil, Research Department, number 582, Aug.
  7. Marta Baltar Moreira Areosa & Wagner Piazza Gaglianone, 2023, "Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models," Working Papers Series, Central Bank of Brazil, Research Department, number 574, Feb.
  8. 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, Central Bank of Brazil, Research Department, number 587, Nov.
  9. Leonardo Nogueira Ferreira, 2023, "Monetary Policy Surprises, Financial Conditions, and the String Theory Revisited," Working Papers Series, Central Bank of Brazil, Research Department, number 573, Jan.
  10. Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023, "Bayesian Local Projections," Working Papers Series, Central Bank of Brazil, Research Department, number 581, May.
  11. Lucas A. Mariani & Jose Renato Haas Ornelas & Bernardo Ricca, 2023, "Banks’ Physical Footprint and Financial Technology Adoption," Working Papers Series, Central Bank of Brazil, Research Department, number 576, Mar.
  12. Rodrigo Barbone Gonzalez & José Renato Haas Ornelas & Thiago Christiano Silva, 2023, "The Value of Clean Water: evidence from an environmental disaster," Working Papers Series, Central Bank of Brazil, Research Department, number 583, Aug.
  13. Bruno Pires Tiberto & Helder Ferreira de Mendonça, 2023, "Effects of Sustainable Monetary and Fiscal Policy on FDI Inflows to EMDE Countries," Working Papers Series, Central Bank of Brazil, Research Department, number 575, Feb.

2022

  1. Michel Alexandre & Felipe Jordão Xavier & Thiago Christiano Silva & Francisco A. Rodrigues, 2022, "Nestedness in the Brazilian Financial System," Working Papers Series, Central Bank of Brazil, Research Department, number 566, Sep.
  2. 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, Central Bank of Brazil, Research Department, number 568, Sep.
  3. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022, "The financial network channel of monetary policy transmission: An agent-based model," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/01.
  4. Flávio de Freitas Val & Gustavo Silva Araujo, 2022, "Breakeven Inflation Rate Estimation: an alternative approach considering indexation lag and seasonality," Working Papers Series, Central Bank of Brazil, Research Department, number 493, Jan.
  5. Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022, "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series, Central Bank of Brazil, Research Department, number 561, Jul.
  6. Sérgio Leão & Rafael Schiozer & Raquel F. Oliveira & Gustavo Araujo, 2022, "Lending Relationships and Currency Hedging," Working Papers Series, Central Bank of Brazil, Research Department, number 565, Aug.
  7. da Rocha Braga, Bruno, 2022, "The Generative Nature of the Firm," MPRA Paper, University Library of Munich, Germany, number 117007, Dec, revised 09 Apr 2023.
  8. 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, Bank for International Settlements, number 1051, Nov.
  9. Miriam Bruhn & Gabriel Garber & Sergio Koyama & Bilal Zia, 2022, "The Long-Term Impact of High School Financial Education: evidence from Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 563, Jul.
  10. 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, Bank for International Settlements, number 1017, May.
  11. Silva, Thiago & Souza, Sérgio & Guerra, Solange & Tabak, Benjamin, 2022, "Decentralized Market Power in Credit Markets," MPRA Paper, University Library of Munich, Germany, number 114766, Sep.
  12. Jose Renato Haas Ornelas & Alexandre Reggi Pecora, 2022, "Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market," Working Papers Series, Central Bank of Brazil, Research Department, number 571, Nov.
  13. Gustavo Joaquim & Felipe Netto & José Renato Haas Ornelas, 2022, "Government Banks and Interventions in Credit Markets," Working Papers, Federal Reserve Bank of Boston, number 22-20, Sep, DOI: 10.29412/res.wp.2022.20.
  14. Dimas Mateus Fazio & Thiago Christiano Silva, 2022, "Creditor Rights and Bank Competition," Working Papers Series, Central Bank of Brazil, Research Department, number 569, Sep.

2021

  1. Michel Alexandre & Kau^e Lopes de Moraes & Francisco Aparecido Rodrigues, 2021, "Risk-dependent centrality in the Brazilian stock market," Papers, arXiv.org, number 2103.09059, Mar.
  2. 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, Central Bank of Brazil, Research Department, number 556, Oct.
  3. 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, Central Bank of Brazil, Research Department, number 557, Oct.
  4. Marta Areosa & Waldyr Areosa & Vinicius Carrasco, 2021, "Optimal Informational Interest Rate Rule," Working Papers Series, Central Bank of Brazil, Research Department, number 553, Jun.
  5. 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, Central Bank of Brazil, Research Department, number 555, Aug.
  6. 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, Central Bank of Brazil, Research Department, number 544, Feb.
  7. 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, Central Bank of Brazil, Research Department, number 552, Jun.
  8. 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, National Bureau of Economic Research, Inc, number 29386, Oct.
  9. Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Solange Maria Guerra, 2021, "COVID-19 and Local Market Power in Credit Markets," Working Papers Series, Central Bank of Brazil, Research Department, number 558, Oct.
  10. Leonardo N. Ferreira, 2021, "Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication," Working Papers Series, Central Bank of Brazil, Research Department, number 559, Nov.
  11. José Renato Haas Ornelas & Alvaro Pedraza & Claudia Ruiz-Ortega & Thiago Christiano Silva, 2021, "Credit Allocation When Private Banks Distribute Government Loans," Working Papers Series, Central Bank of Brazil, Research Department, number 548, Apr.
  12. Filipe Correia & Gustavo S. Cortes & Thiago C. Silva, 2021, "Is Corporate Credit Risk Propagated to Employees?," Working Papers Series, Central Bank of Brazil, Research Department, number 551, Jun.
  13. Marília Pinheiro Ohlson & Gerlando Augusto Sampaio Franco de Lima & Tony Takeda, 2021, "Deposit insurance and brokerage firms: impacts on the market discipline of the Brazilian banking industry," Working Papers Series, Central Bank of Brazil, Research Department, number 542, Jan.
  14. Thiago Trafane Oliveira Santos, 2021, "High Lending Interest Rates in Brazil: cost or concentration?," Working Papers Series, Central Bank of Brazil, Research Department, number 550, May.
  15. Mauricio Medeiros Jr & Bernardus Van Doornik, 2021, "Human Capital and Startup Financing," Working Papers Series, Central Bank of Brazil, Research Department, number 546, Apr.
  16. Bernardus Van Doornik & Armando Gomes & David Schoenherr & Janis Skrastins, 2021, "Financial Access and Labor Market Outcomes: evidence from credit lotteries," Working Papers Series, Central Bank of Brazil, Research Department, number 547, Apr.

2020

  1. 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, Central Bank of Brazil, Research Department, number 521, Apr.
  2. 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, Central Bank of Brazil, Research Department, number 525, Jul.
  3. 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, Central Bank of Brazil, Research Department, number 537, Oct.
  4. Vinicius Ratton Brandi, 2020, "Short-Term Predictability of Stock Market Indexes following Large Drawdowns and Drawups," Working Papers Series, Central Bank of Brazil, Research Department, number 529, Jul.
  5. Frederico A. Mourad & Rafael F. Schiozer & Toni R. E. dos Santos, 2020, "Bank Loan Forbearance: evidence from a million restructured loans," Working Papers Series, Central Bank of Brazil, Research Department, number 541, Nov.
  6. 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, Central Bank of Brazil, Research Department, number 539, Nov.
  7. Gabriel Garber & Atif Mian & Jacopo Ponticelli & Amir Sufi, 2020, "Government Banks, Household Debt, and Economic Downturns: the case of Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 538, Oct.
  8. Rodrigo Barbone Gonzalez, 2020, "Monetary Policy Surprises and Employment: evidence from matched bank-firm loan data on the bank lending-channel," Working Papers Series, Central Bank of Brazil, Research Department, number 518, Feb.
  9. 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, Central Bank of Brazil, Research Department, number 536, Sep.
  10. Vicente da Gama Machado & Raquel Nadal & Fernando Ryu Ramos Kawaoka, 2020, "A Data-Rich Measure of Underlying Inflation for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 516, Jan.
  11. Leonardo N. Ferreira, 2020, "Forward Guidance Matters: disentangling monetary policy shocks," Working Papers Series, Central Bank of Brazil, Research Department, number 530, Aug.
  12. 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, Central Bank of Brazil, Research Department, number 512, Jan.
  13. Thiago C. Silva & Diego R. Amancio & Benjamin M. Tabak, 2020, "Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers," Papers, arXiv.org, number 2001.06889, Jan, revised Aug 2020.
  14. Dimas Mateus Fazio & Thiago Christiano Silva, 2020, "Housing Collateral Reform and Economic Reallocation," Working Papers Series, Central Bank of Brazil, Research Department, number 522, May.
  15. Dimas Mateus Fazio & Thiago Christiano Silva & Janis Skrastins, 2020, "Economic Resilience: spillovers, courts, and vertical integration," Working Papers Series, Central Bank of Brazil, Research Department, number 531, Aug.
  16. Emerson Erik Schmitz & Thiago Christiano Silva, 2020, "Financial Intermediation, Human Capital Development and Economic Growth," Working Papers Series, Central Bank of Brazil, Research Department, number 533, Sep.
  17. Thiago Trafane Oliveira Santos, 2020, "A General Characterization of the Capital Cost and the Natural Interest Rate: an application for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 524, Jul.
  18. Alexandre de Carvalho & Thiago Trafane Oliveira Santos, 2020, "Is the Equity Risk Premium Compressed in Brazil?," Working Papers Series, Central Bank of Brazil, Research Department, number 527, Jul.
  19. 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, Central Bank of Brazil, Research Department, number 511, Jan.
  20. Bernardus Ferdinandus Nazar Van Doornik & Dimas Mateus Fazio & David Schoenherr & Janis Skrastins, 2020, "Unemployment Insurance as a Subsidy to Risky Firms," Working Papers Series, Central Bank of Brazil, Research Department, number 523, Jul.
  21. Julia Fonseca & Bernardus Van Doornik, 2020, "Financial Development and Labor Markets: evidence from Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 532, Aug.
  22. Bernardus Van Doornik & David Schoenherr & Janis Skrastins, 2020, "Rent-Extraction from the Unemployment Insurance System: The Role of Firms," Working Papers, Princeton University. Economics Department., number 2020-20, Aug.
  23. Bernardus Van Doornik & David Schoenherr & Janis Skrastins, 2020, "Strategic Formal Layoffs: Unemployment Insurance and Informal Labor Markets," Working Papers, Princeton University. Economics Department., number 2020-5, Nov.

2019

  1. Michel Alexandre & Gilberto Tadeu Lima, 2019, "Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_31, Aug.
  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, Central Bank of Brazil, Research Department, number 501, Sep.
  3. Marcos R. Castro, 2019, "Sectoral Countercyclical Buffers in a DSGE Model with a Banking Sector," Working Papers Series, Central Bank of Brazil, Research Department, number 503, Sep.
  4. 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, Central Bank of Brazil, Research Department, number 497, Aug.
  5. 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, Central Bank of Brazil, Research Department, number 509, Nov.
  6. Thiago Christiano Silva & Solange Maria Guerra & Benjamin Miranda Tabak, 2019, "Fiscal Risk and Financial Fragility," Working Papers Series, Central Bank of Brazil, Research Department, number 495, Jul.
  7. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2019, "Implied Volatility Term Structure and Exchange Rate Predictability," Working Papers Series, Central Bank of Brazil, Research Department, number 492, Mar.
  8. Gustavo Joaquim & Bernardus Van Doornik & José Renato Ornelas, 2019, "Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 508, Oct.
  9. 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, The World Bank, number 8952, Jul.
  10. Thiago Christiano Silva & Benjamin Miranda Tabak, 2019, "Growth and Activity Diversification: the impact of financing non-traditional local activities," Working Papers Series, Central Bank of Brazil, Research Department, number 498, Aug.
  11. Sergio Rubens Stancato de Souza & Thiago Christiano Silva & Carlos Eduardo de Almeida, 2019, "Bailing in Banks: costs and benefits," Working Papers Series, Central Bank of Brazil, Research Department, number 504, Sep.
  12. Thiago Christiano Silva & Benjamin Miranda Tabak & Marcela Tetzner Laiz, 2019, "The Finance-Growth Nexus: the role of banks," Working Papers Series, Central Bank of Brazil, Research Department, number 506, Sep.
  13. 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, Central Bank of Brazil, Research Department, number 507, Sep.
  14. Ana Lucia Carvalho Santos & Lucas A. B. C. Barros & Tony Takeda & Lauro Gonzalez, 2019, "Efeitos de Mudanças Regulatórias no Microcrédito sobre os Desempenhos Financeiro e Social das Cooperativas de Crédito," Working Papers Series, Central Bank of Brazil, Research Department, number 499, Sep.

2018

  1. Michel Alexandre da Silva & Giovani Antônio Silva Brito & Theo Cotrim Martins, 2018, "Default Contagion among Credit Types: evidence from Brazilian data," Working Papers Series, Central Bank of Brazil, Research Department, number 476, Apr.
  2. Thiago Christiano Silva & Solange Maria Guerra & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2018, "Interconnectedness, Firm Resilience and Monetary Policy," Working Papers Series, Central Bank of Brazil, Research Department, number 478, Jul.
  3. Eurilton Araújo, 2018, "Neo-Fisherianism in a Small Open-Economy New Keynesian Model," Working Papers Series, Central Bank of Brazil, Research Department, number 481, Aug.
  4. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 126.
  5. 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, Central Bank of Brazil, Research Department, number 472, Jan.
  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, Central Bank of Brazil, Research Department, number 491, Dec.
  7. Bruno Ferreira Cordeiro & Mauro Rodrigues Junior, 2018, "Os Impactos Do Mercosul Sobre O Comércio: Uma Abordagem Gravitacional," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 110.
  8. Pablo Jose Campos de Carvalho & Aparna Gupta, 2018, "Multivariate Jump Diffusion Model with Markovian Contagion," Working Papers Series, Central Bank of Brazil, Research Department, number 482, Sep.
  9. Angelo Marsiglia Fasolo, 2018, "Monetary Policy Volatility Shocks in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 480, Aug.
  10. Wagner Piazza Gaglianone & Raffaella Giacomini & João Victor Issler & Vasiliki Skreta, 2018, "Incentive-driven Inattention," Working Papers Series, Central Bank of Brazil, Research Department, number 485, Oct.
  11. Gabriel Garber & Atif Mian & Jacopo Ponticelli & Amir Sufi, 2018, "Household Debt and Recession in Brazil," NBER Working Papers, National Bureau of Economic Research, Inc, number 25170, Oct.
  12. 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, Central Bank of Brazil, Research Department, number 479, Jul.
  13. Ricardo Sabbadini, 2018, "Overcoming the Original Sin: gains from local currency external debt," Working Papers Series, Central Bank of Brazil, Research Department, number 484, Sep.
  14. Ricardo Sabbadini, 2018, "Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2018_16, Oct.
  15. Ricardo Sabbadini, 2018, "International Reserves Management in a Model of Partial Sovereign Default," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2018_14, Oct.
  16. 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, Central Bank of Brazil, Research Department, number 477, May.
  17. 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, Central Bank of Brazil, Research Department, number 470, Jan.
  18. Bernardus Van Doornik & David Schoenherr & Janis Skrastins, 2018, "Unemployment Insurance, Strategic Unemployment and Firm-Worker Collusion," Working Papers Series, Central Bank of Brazil, Research Department, number 483, Sep.

2017

  1. Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2017, "Systemic Risk in Financial Systems: a feedback approach," Working Papers Series, Central Bank of Brazil, Research Department, number 461, Aug.
  2. Alexandre, Michel & Antônio Silva Brito, Giovani & Cotrim Martins, Theo, 2017, "Default contagion among credit modalities: evidence from Brazilian data," MPRA Paper, University Library of Munich, Germany, number 76859, Feb.
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  3. Gustavo Silva Araujo & José Valentim Machado Vicente, 2017, "Estimação da Inflação Implícita de Curto Prazo," Working Papers Series, Central Bank of Brazil, Research Department, number 460, Aug.
  4. 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, Central Bank of Brazil, Research Department, number 462, Aug.
  5. 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, Bank for International Settlements, number 673, Nov.
  6. 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," BIS Working Papers, Bank for International Settlements, number 674, Nov.
  7. Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2017, "Dynamic Bank Runs: an agent-based approach," Working Papers Series, Central Bank of Brazil, Research Department, number 465, Oct.
  8. 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, Central Bank of Brazil, Research Department, number 463, Sep.
  9. Wagner Piazza Gaglianone, 2017, "Empirical Findings on Inflation Expectations in Brazil: a survey," Working Papers Series, Central Bank of Brazil, Research Department, number 464, Sep.
  10. 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, Central Bank of Brazil, Research Department, number 466, Nov.
  11. Gabriel Garber & Sergio Mikio Koyama, 2017, "Policy-effective Financial Knowledge and Attitude Factors in Latin America," Working Papers Series, Central Bank of Brazil, Research Department, number 469, Dec.
  12. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017, "Volatility risk premia and future commodities returns," BIS Working Papers, Bank for International Settlements, number 619, Mar.
  13. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017, "Volatility Risk Premia and Future Commodity Returns," Working Papers Series, Central Bank of Brazil, Research Department, number 455, Apr.
  14. José Renato Haas Ornelas, 2017, "Expected Currency Returns and Volatility Risk Premia," Working Papers Series, Central Bank of Brazil, Research Department, number 454, Jan.
  15. José Renato Haas Ornelas, 2017, "Risco, Dívida e Alavancagem Soberana," Working Papers Series, Central Bank of Brazil, Research Department, number 457, Jul.
  16. 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, European Systemic Risk Board, number 51, Jul.

2016

  1. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 039.
  2. Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2016, "Modeling Financial Networks: a feedback approach," Working Papers Series, Central Bank of Brazil, Research Department, number 438, May.
  3. Jacopo Ponticelli & Leonardo S. Alencar, 2016, "Court Enforcement, Bank Loans and Firm Investment: evidence from a bankruptcy reform in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 425, Apr.
  4. Eurilton Araújo, 2016, "Monetary Policy Credibility and the Comovement between Stock Returns and Inflation," Working Papers Series, Central Bank of Brazil, Research Department, number 449, Dec.
  5. Waldyr D. Areosa, 2016, "What drives inflation expectations in Brazil? Public versus private information," Working Papers Series, Central Bank of Brazil, Research Department, number 418, Feb.
  6. Wagner Piazza Gaglianone & Waldyr Dutra Areosa, 2016, "Financial Conditions Indicators for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 435, May.
  7. 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, Central Bank of Brazil, Research Department, number 447, Dec.
  8. 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, Central Bank of Brazil, Research Department, number 441, Jun.
  9. 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, Central Bank of Brazil, Research Department, number 412, Jan.
  10. João Barata Ribeiro Blanco Barroso, 2016, "Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets," Working Papers Series, Central Bank of Brazil, Research Department, number 420, Mar.
  11. 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, Central Bank of Brazil, Research Department, number 445, Nov.
  12. 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, Central Bank of Brazil, Research Department, number 448, Dec.
  13. Eleonora Rodrigues Loureiro & Gabriel de Abreu Madeira & Fani Léa Cymrot Bader, 2016, "Expansão dos Correspondentes Bancários no Brasil: uma análise empírica," Working Papers Series, Central Bank of Brazil, Research Department, number 433, May.
  14. Lilian Pacheco de Medeiros Ferro & Gabriel de Abreu Madeira & Fani Léa Cymrot Bader, 2016, "Crédito e Formação de Domicílios no Brasil," Working Papers Series, Central Bank of Brazil, Research Department, number 432, May.
  15. 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, Central Bank of Brazil, Research Department, number 453, Dec.
  16. Silvio Michael de Azevedo Costa, 2016, "Structural Trends and Cycles in a DSGE Model for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 434, May.
  17. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 031.
  18. Arnildo Da Silva Correa & Paulo Picchetti, 2016, "New Information And Updating Of Market Experts' Inflation Expectations," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 053.
  19. Arnildo da Silva Correa & Myrian Beatriz S. Petrassi & Rafael Santos, 2016, "Price-Setting Behavior in Brazil: survey evidence," Working Papers Series, Central Bank of Brazil, Research Department, number 422, Mar.
  20. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 034.
  21. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 042.
  22. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2016, "Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation," Working Papers Series, Central Bank of Brazil, Research Department, number 436, May.
  23. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2016, "Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 446, Nov.
  24. Paula Bustos & Gabriel Garber & Jacopo Ponticelli, 2016, "Capital Allocation Across Sectors: Evidence from a Boom in Agriculture," Working Papers Series, Central Bank of Brazil, Research Department, number 414, Jan.
  25. Gabriel Garber & Márcio Issao Nakane, 2016, "Commercial Platforms With Heterogeneous Participants," Working Papers Series, Central Bank of Brazil, Research Department, number 417, Jan.
  26. Gabriel Garber & Márcio Issao Nakane, 2016, "Undue Charges and Price Discrimination," Working Papers Series, Central Bank of Brazil, Research Department, number 427, Apr.
  27. Gabriel Garber & Sergio Mikio Koyama, 2016, "Policy-effective Financial Knowledge and Attitude Factors," Working Papers Series, Central Bank of Brazil, Research Department, number 430, Apr.
  28. Paula Bustos & Gabriel Garber & Jacopo Ponticelli, 2016, "Capital Accumulation and Structural Transformation," Working Papers Series, Central Bank of Brazil, Research Department, number 444, Nov.
  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, Central Bank of Brazil, Research Department, number 426, Apr.
  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, Central Bank of Brazil, Research Department, number 428, Apr.
  31. Thiago Christiano Silva & Benjamin Miranda Tabak & Solange Maria Guerra, 2016, "Why Do Vulnerability Cycles Matter in Financial Networks?," Working Papers Series, Central Bank of Brazil, Research Department, number 442, Jun.
  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, Central Bank of Brazil, Research Department, number 419, Mar.
  33. 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, Central Bank of Brazil, Research Department, number 440, Jun.
  34. 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, Central Bank of Brazil, Research Department, number 415, Jan.
  35. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 033.
  36. Daniel Gersten Reiss, 2016, "Invoice Currency In Brazil," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 106.
  37. Aloisio Araujo & Marcia Leon & Rafael Santos, 2016, "Bargained Haircuts and Debt Policy Implications," Working Papers Series, Central Bank of Brazil, Research Department, number 416, Jan.
  38. Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak, 2016, "Structure and Dynamics of the Global Financial Network," Working Papers Series, Central Bank of Brazil, Research Department, number 439, Jun.
  39. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 142.
  40. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 025.
  41. Thiago Trafane Oliveira Santos, 2016, "Petróleo e o Reequilíbrio de Mercado: um modelo econométrico de projeção de preços," Working Papers Series, Central Bank of Brazil, Research Department, number 429, Apr.

2015

  1. Eurilton Araújo, 2015, "Monetary Policy Objectives and Money's Role in U.S. Business Cycles," Working Papers Series, Central Bank of Brazil, Research Department, number 403, Sep.
  2. Gustavo Silva Araujo & Sérgio Leão, 2015, "OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector," Working Papers Series, Central Bank of Brazil, Research Department, number 379, Mar.
  3. 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, Central Bank of Brazil, Research Department, number 386, Apr.
  4. 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, Central Bank of Brazil, Research Department, number 393, Aug.
  5. Cyntia Freitas Azevedo & Angelo Marsiglia Fasolo, 2015, "Effective Tax Rates on Consumption and Factor Incomes: a quarterly frequency estimation for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 398, Sep.
  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, Central Bank of Brazil, Research Department, number 387, May.
  7. Fabia A. de Carvalho & Marcos R. de Castro, 2015, "Macroprudential and Monetary Policy Interaction: a Brazilian perspective," Working Papers Series, Central Bank of Brazil, Research Department, number 405, Nov.
  8. Charles Henrique Correa, 2015, "Expectativa de Vida no Mercado de Trabalho Brasileiro," Working Papers Series, Central Bank of Brazil, Research Department, number 389, Jun.
  9. 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, Central Bank of Brazil, Research Department, number 383, Mar.
  10. Sergio Afonso Lago Alves & Angelo Marsiglia Fasolo, 2015, "Not Just Another Mixed Frequency Paper," Working Papers Series, Central Bank of Brazil, Research Department, number 400, Sep.
  11. Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2015, "Inattention in Individual Expectations," Working Papers Series, Central Bank of Brazil, Research Department, number 395, Aug.
  12. Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & Francisco Marcos Rodrigues Figueiredo, 2015, "Local Unit Root and Inflationary Inertia in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 406, Nov.
  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, Central Bank of Brazil, Research Department, number 390, Jun.
  14. Rodrigo Barbone Gonzalez & Joaquim Lima & Leonardo Marinho, 2015, "Countercyclical Capital Buffers: bayesian estimates and alternatives focusing on credit growth," Working Papers Series, Central Bank of Brazil, Research Department, number 384, Apr.
  15. Rodrigo Barbone Gonzalez & Joaquim Lima & Leonardo Marinho, 2015, "Business and Financial Cycles: an estimation of cycles’ length focusing on Macroprudential Policy," Working Papers Series, Central Bank of Brazil, Research Department, number 385, Apr.
  16. Flávia Mourão Graminho, 2015, "Sentimento e Macroeconomia: uma análise dos índices de confiança no Brasil," Working Papers Series, Central Bank of Brazil, Research Department, number 408, Nov.
  17. 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, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0133, Jan.
  18. Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2015, "Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer," Working Papers Series, Central Bank of Brazil, Research Department, number 407, Nov.
  19. Daniel Gersten Reiss, 2015, "Invoice Currency: puzzling evidence and new questions from Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 382, Mar.
  20. Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak, 2015, "Network Structure Analysis of the Brazilian Interbank Market," Working Papers Series, Central Bank of Brazil, Research Department, number 391, Jun.
  21. Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak, 2015, "Monitoring Vulnerability and Impact Diffusion in Financial Networks," Working Papers Series, Central Bank of Brazil, Research Department, number 392, Jul.
  22. 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, Central Bank of Brazil, Research Department, number 401, Sep.
  23. Bernardus Ferdinandus Nazar Van Doornik & Lucio Rodrigues Capelletto, 2015, "Collateral after the Brazilian Creditor Rights Reform," Working Papers Series, Central Bank of Brazil, Research Department, number 404, Nov.
  24. Nazar van Doornik, B.F., 2015, "Essays on the behavior of foreign banks in Brazil," Other publications TiSEM, Tilburg University, School of Economics and Management, number 06586714-3b67-4f84-be4f-3.

2014

  1. Eurilton Araújo & Alexandre B. Cunha, 2014, "Simple Macroeconomic Policies and Welfare: a quantitative assessment," Working Papers Series, Central Bank of Brazil, Research Department, number 360, Aug.
  2. Eurilton Araújo, 2014, "Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices," Working Papers Series, Central Bank of Brazil, Research Department, number 376, Dec.
  3. Waldyr Dutra Areosa & Marta Baltar Moreira Areosa, 2014, "Megaeventos Esportivos e Inflação ao Consumidor," Working Papers Series, Central Bank of Brazil, Research Department, number 373, Dec.
  4. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 042.
  5. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 130.
  6. Gustavo Silva Araújo & José Valentim Machado Vicente, 2014, "Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal," Working Papers Series, Central Bank of Brazil, Research Department, number 361, Aug.
  7. João Barata R. B. Barroso, 2014, "External Sustainability and Gross Positions: are Brazilian external accounts sustainable?," Working Papers Series, Central Bank of Brazil, Research Department, number 362, Aug.
  8. João Barata R. B. Barroso, 2014, "Realized Volatility as an Instrument to Official Intervention," Working Papers Series, Central Bank of Brazil, Research Department, number 363, Sep.
  9. João Barata R. B. Barroso, 2014, "Behavioral Models of the Foreign Exchange Market: is there any empirical content?," Working Papers Series, Central Bank of Brazil, Research Department, number 364, Sep.
  10. Fani Lea Cymrot Bader & Sérgio Mikio Koyama & Marcos Hiroyuki Tsuchida, 2014, "Modelo FAVAR Canônico para Previsão do Mercado de Crédito," Working Papers Series, Central Bank of Brazil, Research Department, number 369, Nov.
  11. Arnildo Da Silva Correa & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras Das Neves & Antonio Carlos Magalhes Da Silva, 2014, "Credit Default And Business Cycles: Anempirical Investigation Of Brazilian Retail Loans," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 028.
  12. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 132.
  13. Angelo Marsiglia Fasolo, 2014, "The Ramsey Steady State under Optimal Monetary and Fiscal Policy for Small Open Economies," Working Papers Series, Central Bank of Brazil, Research Department, number 357, Jul.
  14. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2014, "Risk Assessment of the Brazilian FX Rate," Working Papers Series, Central Bank of Brazil, Research Department, number 344, Jan.
  15. Wagner Piazza Gaglianone & João Victor Issler, 2014, "Microfounded Forecasting," Working Papers Series, Central Bank of Brazil, Research Department, number 372, Dec.
  16. José Valentim Machado Vicente & Flávia Mourão Graminho, 2014, "Decompondo a Inflação Implícita," Working Papers Series, Central Bank of Brazil, Research Department, number 359, Aug.
  17. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 124.
  18. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Cesar de Castro Miranda, 2014, "Do Interconnections Matter for Bank Efficiency?," Working Papers Series, Central Bank of Brazil, Research Department, number 374, Dec.
  19. Vicente da Gama Machado & Marcelo Savino Portugal, 2014, "Phillips curve in Brazil: an unobserved components approach," Working Papers Series, Central Bank of Brazil, Research Department, number 354, May.
  20. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 045.
  21. Fernando Nascimento de Oliveira & Leandro Oliveira, 2014, "Análise das Políticas de Financiamento das Firmas do IBRX 100 Utilizando Filtro de Kalman," Working Papers Series, Central Bank of Brazil, Research Department, number 355, May.
  22. 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, Central Bank of Brazil, Research Department, number 358, Jul.
  23. Jose Renato Haas Ornelas & Antonio Francisco de Almeida Silva Jr, 2014, "Testing the Liquidity Preference Hypothesis using Survey Forecasts," Working Papers Series, Central Bank of Brazil, Research Department, number 353, Apr.
  24. José Renato Haas Ornelas, 2014, "Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies," Working Papers Series, Central Bank of Brazil, Research Department, number 370, Dec.
  25. 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, Central Bank of Brazil, Research Department, number 356, May.
  26. Euler Pereira G. de Mello & Francisco Marcos R. Figueiredo, 2014, "Assessing the Short-term Forecasting Power of Confidence Indices," Working Papers Series, Central Bank of Brazil, Research Department, number 371, Dec.
  27. Tito Nícias Teixeira da Silva Filho & Francisco Marcos Rodrigues Figueiredo, 2014, "A Volatility and Persistence-Based Core Inflation," Working Papers Series, Central Bank of Brazil, Research Department, number 367, Nov.
  28. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 057.
  29. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 066.

2013

  1. Jacopo Ponticelli & Leonardo S. Alencar, 2013, "Celeridade do Sistema Judiciário e Créditos Bancários para as Indústrias de Transformação," Working Papers Series, Central Bank of Brazil, Research Department, number 327, Oct.
  2. Waldyr Dutra Areosa & Christiano Arrigoni Coelho, 2013, "Utilizando um Modelo DSGE para Avaliar os Efeitos Macroeconômicos dos Recolhimentos Compulsórios no Brasil," Working Papers Series, Central Bank of Brazil, Research Department, number 303, Jan.
  3. Gustavo Silva Araújo & Sérgio Leão, 2013, "Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar," Working Papers Series, Central Bank of Brazil, Research Department, number 307, Jul.
  4. 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, Central Bank of Brazil, Research Department, number 312, Jul.
  5. 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, Central Bank of Brazil, Research Department, number 316, Jul.
  6. 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, Central Bank of Brazil, Research Department, number 313, Jul.
  7. João Barata R. B. Barroso, 2013, "Does trade shrink the measure of domestic firms?," Working Papers Series, Central Bank of Brazil, Research Department, number 332, Nov.
  8. 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, Central Bank of Brazil, Research Department, number 336, Nov.
  9. 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, Central Bank of Brazil, Research Department, number 339, Dec.
  10. Marco Bonomo & Arnildo da Silva Correa & Marcelo Cunha Medeiros, 2013, "Estimating Strategic Complementarity in a State-Dependent Pricing Model," Working Papers Series, Central Bank of Brazil, Research Department, number 341, Dec.
  11. 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, Central Bank of Brazil, Research Department, number 308, Jul.
  12. 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, Central Bank of Brazil, Research Department, number 330, Oct.
  13. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 735, Jun.
  14. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 742, Jul.
  15. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 748, Nov.
  16. Benjamin M. Tabak & Sergio R. S. Souza & Solange M. Guerra, 2013, "Assessing Systemic Risk in the Brazilian Interbank Market," Working Papers Series, Central Bank of Brazil, Research Department, number 318, Jul.
  17. Sergio R. S. Souza & Benjamin M. Tabak & Solange M. Guerra, 2013, "Insolvency and Contagion in the Brazilian Interbank Market," Working Papers Series, Central Bank of Brazil, Research Department, number 320, Aug.
  18. Solange Maria Guerra & Rodrigo Andrés de Souza Peñaloza & Benjamin Miranda Tabak, 2013, "Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos," Working Papers Series, Central Bank of Brazil, Research Department, number 326, Oct.
  19. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Peñaloza, 2013, "Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil," Working Papers Series, Central Bank of Brazil, Research Department, number 343, Dec.
  20. Marcos Valli Jorge & Wilfredo Leiva Maldonado, 2013, "Diferenciação de Preços e Custos de Menu nos Pagamentos com Cartão de Crédito," Working Papers Series, Central Bank of Brazil, Research Department, number 315, Jul.
  21. Bruno Martins & Ricardo Schechtman, 2013, "Loan Pricing Following a Macro Prudential Within-Sector Capital Measure," Working Papers Series, Central Bank of Brazil, Research Department, number 323, Aug.
  22. Bruno Martins & Ricardo Schechtman, 2013, "Too Rich to Let Me Fail?," Documentos de Investigación - Research Papers, CEMLA, number 13, Nov.
  23. Vicente da Gama Machado & Marcelo Savino Portugal, 2013, "Measuring Inflation Persistence in Brazil Using a Multivariate Model," Working Papers Series, Central Bank of Brazil, Research Department, number 331, Nov.
  24. 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, Central Bank of Brazil, Research Department, number 304, Mar.
  25. 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, Central Bank of Brazil, Research Department, number 305, Mar.
  26. Tony Takeda & Paulo Evandro Dawid, 2013, "Um Estudo sobre Comportamento de Tomadores e Ofertantes no Mercado de Crédito," Working Papers Series, Central Bank of Brazil, Research Department, number 338, Dec.

2012

  1. Leonardo S. Alencar & Tony Takeda & Bruno S. Martins & Paulo Evandro Dawid, 2012, "Uma Avaliação dos Recolhimentos Compulsórios," Working Papers Series, Central Bank of Brazil, Research Department, number 296, Oct.
  2. Marta Areosa & Waldyr Areosa & Vinicius Carrasco, 2012, "A Sticky-Dispersed Information Phillips Curve: a model with partial and delayed information," Working Papers Series, Central Bank of Brazil, Research Department, number 276, Apr.
  3. Waldyr Areosa & Marta Areosa, 2012, "The Signaling Effect of Exchange Rates: pass-through under dispersed information," Working Papers Series, Central Bank of Brazil, Research Department, number 282, Jun.
  4. Marta Areosa. Waldyr Areosa, 2012, "Asset Prices and Monetary Policy – A sticky-dispersed information model," Working Papers Series, Central Bank of Brazil, Research Department, number 285, Jul.
  5. Waldyr Areosa & Marta Areosa, 2012, "Information (in) Chains: information transmission through production chains," Working Papers Series, Central Bank of Brazil, Research Department, number 286, Jul.
  6. Adriana Soares Sales & Waldyr D. Areosa & Marta B. M. Areosa, 2012, "Some Financial Stability Indicators for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 287, Jul.
  7. 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, Central Bank of Brazil, Research Department, number 297, Nov.
  8. João Barata Ribeiro Blanco Barroso, 2012, "Optimal Capital Flow Taxes in Latin America," Working Papers Series, Central Bank of Brazil, Research Department, number 268, Mar.
  9. João Barata Ribeiro Blanco Barroso, 2012, "Pricing-to-market by Brazilian Exporters: a Panel Cointegration Approach," Working Papers Series, Central Bank of Brazil, Research Department, number 270, Mar.
  10. 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, Central Bank of Brazil, Research Department, number 292, Oct.
  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, Central Bank of Brazil, Research Department, number 264, Jan.
  12. Angelo Marsiglia Fasolo, 2012, "A Note on Particle Filters Applied to DSGE Models," Working Papers Series, Central Bank of Brazil, Research Department, number 281, Jun.
  13. 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, Central Bank of Brazil, Research Department, number 269, Mar.
  14. Luiz Awazu Pereira da Silva & Ricardo Eyer Harris, 2012, "Financial Stability in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 289, Aug.
    • Luiz Awazu Pereira da Silva & Adriana Soares Sales & Wagner Piazza Gaglianone, 2013, "Financial stability in Brazil," Chapters, Edward Elgar Publishing, chapter 4, in: Andreas Dombret & Otto Lucius, "Stability of the Financial System".
  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), Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba, number 5.
  16. Gabriel Garber & Eduardo Haddad, 2012, "Target Fitting and Robustness Analysis in CGE Models," TD NEREUS, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS), number 4-2012.
  17. 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, Central Bank of Brazil, Research Department, number 284, Jul.
  18. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo César de Castro Miranda, 2012, "Pesquisa de Estabilidade Financeira do Banco Central do Brasil," Working Papers Series, Central Bank of Brazil, Research Department, number 294, Oct.
  19. 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, Central Bank of Brazil, Research Department, number 302, Dec.
  20. Marcos Valli Jorge & Wilfredo Leiva Maldonado, 2012, "Price Differentiation and Menu Costs in Credit Card Payments," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-592, Oct.
  21. 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, Central Bank of Brazil, Research Department, number 298, Nov.
  22. Bruno Martins, 2012, "Local Market Structure and Bank Competition: evidence from the Brazilian auto loan market," Working Papers Series, Central Bank of Brazil, Research Department, number 299, Nov.
  23. Vicente da Gama Machado, 2012, "Monetary Policy, Asset Prices and Adaptive Learning," Working Papers Series, Central Bank of Brazil, Research Department, number 274, Apr.
  24. Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior, 2012, "Contagion in CDS, Banking and Equity Markets," Working Papers Series, Central Bank of Brazil, Research Department, number 293, Oct.
  25. Benjamin Miranda Tabak & Rodrigo César de Castro Miranda & Sergio Rubens Stancato de Souza, 2012, "Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro," Working Papers Series, Central Bank of Brazil, Research Department, number 300, Nov.
  26. Fernando Nascimento de Oliveira, 2012, "The External Finance Premium in Brazil: empirical analyses using state space models," Working Papers Series, Central Bank of Brazil, Research Department, number 295, Oct.
  27. Reiss, Daniel G, 2012, "Easing trade costs within Mercosul," MPRA Paper, University Library of Munich, Germany, number 42174, Oct.
  28. Antonio Francisco de A. da Silva Jr., 2012, "Liquidez do Sistema e Administração das Operações de Mercado Aberto," Working Papers Series, Central Bank of Brazil, Research Department, number 278, May.

2011

  1. Michel Alexandre da Silva, 2011, "Endogenouscategorization and neighborhood effects," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 213.
  2. Michel Alexandre da Silva, 2011, "Impacto do Sistema Cooperativo de Crédito na Eficiência do Sistema Financeiro Nacional," Working Papers Series, Central Bank of Brazil, Research Department, number 246, Aug.
  3. Alexandre, Michel, 2011, "Endogenous categorization and group inequality," MPRA Paper, University Library of Munich, Germany, number 33239, Sep.
  4. Leonardo S. Alencar, 2011, "Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets," Working Papers Series, Central Bank of Brazil, Research Department, number 235, Mar.
  5. Leonardo S. Alencar, 2011, "Um Exame sobre como os Bancos Ajustam seu Índice de Basileia no Brasil," Working Papers Series, Central Bank of Brazil, Research Department, number 251, Aug.
  6. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 055.
  7. 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, Central Bank of Brazil, Research Department, number 263, Dec.
  8. Fabia A. de Carvalho & Marcos Valli, 2011, "Fiscal Policy in Brazil through the Lens of an Estimated DSGE Model," Working Papers Series, Central Bank of Brazil, Research Department, number 240, Apr.
  9. 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, Central Bank of Brazil, Research Department, number 239, Apr.
  10. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 117.
  11. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 079.
  12. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 099.
  13. Angelo M. Fasolo, 2011, "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series, Central Bank of Brazil, Research Department, number 262, Nov.
  14. Ricardo Schechtman & Wagner Piazza Gaglianone, 2011, "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series, Central Bank of Brazil, Research Department, number 241, May.
  15. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 041.
  16. Lycia M. G. Araujo & Guilherme M. R. Gomes & Solange M. Guerra & Benjamin M. Tabak, 2011, "Comparação da Eficiência de Custo para BRICs e América Latina," Working Papers Series, Central Bank of Brazil, Research Department, number 252, Sep.
  17. Clodoaldo Aparecido Annibal & Sérgio Mikio Koyama, 2011, "Pesquisa Trimestral de Condições de Crédito no Brasil," Working Papers Series, Central Bank of Brazil, Research Department, number 245, Jun.
  18. Clodoaldo Aparecido Annibal & Sérgio Mikio Koyama, 2011, "Cooperativas de Crédito: taxas de juros praticadas e fatores de viabilidade," Working Papers Series, Central Bank of Brazil, Research Department, number 257, Nov.
  19. Bruno Martins & Eduardo Lundberg & Tony Takeda, 2011, "Housing Finance in Brazil: Institutional Improvements and Recent Developments," Research Department Publications, Inter-American Development Bank, Research Department, number 4730, Sep.
  20. Leonardo Pio Perez, 2011, "Optimal costs of sovereign default," Working Papers Series, Central Bank of Brazil, Research Department, number 236, Apr.
  21. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 120.
  22. Ricardo Sabbadini, 2011, "Democracia, Desigualdade De Renda Ecrescimento Econômico," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 067.
  23. Antonio Francisco A. Silva Jr, 2011, "The Self-insurance Role of International Reserves and the 2008-2010 Crisis," Working Papers Series, Central Bank of Brazil, Research Department, number 256, Nov.
  24. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 171.
  25. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 179.
  26. Paulo Evandro Dawid & Tony Takeda, 2011, "Recolhimentos Compulsórios e o Crédito Bancário Brasileiro," Working Papers Series, Central Bank of Brazil, Research Department, number 250, Aug.

2010

  1. 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, Central Bank of Brazil, Research Department, number 204, Apr.
  2. 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, Central Bank of Brazil, Research Department, number 208, May.
  3. 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, Central Bank of Brazil, Research Department, number 205, Apr.
  4. José Valentim Machado Vicente & Osmani Teixeira de Carvalho Guillen, 2010, "Do Inflation-linked Bonds Contain Information about Future Inflation?," Working Papers Series, Central Bank of Brazil, Research Department, number 214, Oct.
  5. Bruno S. Martins, 2010, "Financial Instability and Credit Constraint: Evidence from the Cost of Bank Financing," Working Papers Series, Central Bank of Brazil, Research Department, number 221, Nov.
  6. 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, Central Bank of Brazil, Research Department, number 203, Apr.
  7. 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, Central Bank of Brazil, Research Department, number 209, May.
  8. Fernando N. de Oliveira & Myrian Petrassi, 2010, "Is Inflation Persistence Over?," Working Papers Series, Central Bank of Brazil, Research Department, number 230, Dec.
  9. 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, University Library of Munich, Germany, number 41322, Sep.
  10. Francisco Marcos Rodrigues Figueiredo, 2010, "Forecasting Brazilian Inflation Using a Large Data Set," Working Papers Series, Central Bank of Brazil, Research Department, number 228, Dec.
  11. Rafael Santos & Márcia S. Leon, 2010, "Efeitos da Globalização na Inflação Brasileira," Working Papers Series, Central Bank of Brazil, Research Department, number 201, Jan.
  12. Antonio Francisco A. Silva Jr., 2010, "Brazilian Strategy for Managing the Risk of Foreign Exchange Rate Exposure During a Crisis," Working Papers Series, Central Bank of Brazil, Research Department, number 207, Apr.
  13. 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, Departamento de Economia da Universidade de Brasilia, number 339, Nov.
  14. Marco Shinobu Matsumura & Ajax Reynaldo Bello Moreira & José Valentim Machado Vicente, 2010, "Forecasting the Yield Curve with Linear Factor Models," Working Papers Series, Central Bank of Brazil, Research Department, number 223, Nov.

2009

  1. Bruno Silva Martins & Leonardo S. Alencar, 2009, "Concentração Bancária, Lucratividade e Risco Sistêmico: uma abordagem de Contágio Indireto," Working Papers Series, Central Bank of Brazil, Research Department, number 190, Sep.
  2. Fabia A. de Carvalho & André Minella, 2009, "Market Forecasts in Brazil: performance and determinants," Working Papers Series, Central Bank of Brazil, Research Department, number 185, Apr.
  3. Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers, Fucape Business School, number 16, Aug.
  4. André Minella & Nelson F. Souza-Sobrinho, 2009, "Monetary Channels in Brazil through the Lens of a Semi-Structural Model," Working Papers Series, Central Bank of Brazil, Research Department, number 181, Apr.
  5. 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, Inter-American Development Bank, Research Department, number 4638, Oct.
  6. 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, Central Bank of Brazil, Research Department, number 193, Sep.
  7. 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, Central Bank of Brazil, Research Department, number 187, Jun.
  8. Da Silva Filho, Tito Nícias Teixeira & Figueiredo, Francisco Marcos Rodrigues, 2009, "Has core inflation been doing a good job in Brazil?," MPRA Paper, University Library of Munich, Germany, number 23340, Dec.
  9. Ricardo Schechtman, 2009, "From Default Rates to Default Matrices: a complete measurement of Brazilian banks' consumer credit delinquency," Working Papers Series, Central Bank of Brazil, Research Department, number 195, Oct.
  10. Patricia L. Tecles & Benjamin M. Tabak & Roberta B. Staub, 2009, "Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros," Working Papers Series, Central Bank of Brazil, Research Department, number 191, Sep.
  11. Roberta B. Staub & Geraldo Souza & Benjamin M. Tabak, 2009, "Evolution of Bank Efficiency in Brazil: A DEA Approach," Working Papers Series, Central Bank of Brazil, Research Department, number 200, Dec.
  12. Marcos S. Matsumura & José Valentim Vicente, 2009, "The role of macroeconomic variables in sovereign risk," Working Papers Series, Central Bank of Brazil, Research Department, number 196, Oct.
  13. 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, Central Bank of Brazil, Research Department, number 186, Jan.
  14. 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, Central Bank of Brazil, Research Department, number 188, Jun.

2008

  1. 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, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_109, Oct.
  2. Araújo, Eurilton, 2008, "Robust Monetary Policy with the Consumption-Wealth Channel," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_110, Oct.
  3. Araújo, Eurilton, 2008, "Optimal Monetary Policy and Interest Income Taxation," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_111, Oct.
  4. Araújo, Eurilton, 2008, "Real Wage Rigidity and the Taylor Principle," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_112, Oct.
  5. Araújo, Eurilton, 2008, "Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_113, Oct.
  6. Araújo, Eurilton, 2008, "Supply-side effects of monetary policy and the central bank’s objective function," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_116, Oct.
  7. Araújo, Eurilton & Pinheiro, Tatiana, 2008, "Policy Preferences for Output Stability before and after Inflation Targeting," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_149, Oct.
  8. 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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-36, Dec.
  9. Fabia A. de Carvalho & Cyntia F. Azevedo, 2008, "The Incidence of Reserve Requirements in Brazil: Do Bank Stockholders Share the Burden?," Working Papers Series, Central Bank of Brazil, Research Department, number 160, Feb.
  10. 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, Central Bank of Brazil, Research Department, number 174, Aug.
  11. Wenersamy Ramos de Alcântara, 2008, "An Integrated Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks," Working Papers Series, Central Bank of Brazil, Research Department, number 168, Jul.
  12. José Fajardo & Aquiles Farias, 2008, "Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2008-01, Mar.
  13. Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008, "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series, Central Bank of Brazil, Research Department, number 161, Feb.
  14. Carlos Enrique Carrasco Gutierrez & Wagner Piazza Gaglianone, 2008, "Evaluating Asset Pricing Models in a Fama-French Framework," Working Papers Series, Central Bank of Brazil, Research Department, number 175, Dec.
  15. Wagner Piazza Gaglianone & João Victor Issler, 2008, "An Econometric Contribution to the Intertemporal Approach of the Current Account," Working Papers Series, Central Bank of Brazil, Research Department, number 178, Dec.
  16. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 200807211138520.
  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, Central Bank of Brazil, Research Department, number 173, Aug.
  18. Barbara Alemanni & José Renato Haas Ornelas, 2008, "Behavior and Effects of Equity Foreign Investors on Emerging Markets," Working Papers Series, Central Bank of Brazil, Research Department, number 159, Feb.
  19. Mário Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008, "Fiat money and the value of binding portfolio constraints," Working Papers, University of Chile, Department of Economics, number wp283, Jul.
  20. MArio Páscoa & Myrian Petrassi & Juan Pablo Torres Martinez, 2008, "Inter-temporal discounting and uniform impatience," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 555, Jan.
  21. 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 2001 to 2007]    ," MPRA Paper, University Library of Munich, Germany, number 47373.
  22. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 200807211812420.
  23. Caio Almeida & José Vicente, 2008, "Are Interest Rate Options Important for the Assessment of Interest Rate Risk?," Working Papers Series, Central Bank of Brazil, Research Department, number 179, Dec.

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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 108.
  2. Benjamin Miranda Tabak & Solange Maria Guerra & Eduardo José Araújo Lima & Eui Jung Chang, 2007, "The Stability-Concentration Relationship in the Brazilian Banking System," Working Papers Series, Central Bank of Brazil, Research Department, number 145, Oct.
  3. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 042.
  4. 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, Central Bank of Brazil, Research Department, number 156, Dec.
  5. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2007, "Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability," Working Papers Series, Central Bank of Brazil, Research Department, number 151, Nov.
  6. 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, Central Bank of Brazil, Research Department, number 132, Mar.
  7. 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, Central Bank of Brazil, Research Department, number 134, Apr.
  8. Afonso S. Bevilaqua & Mário Mesquita & André Minella, 2007, "Brazil: taming inflation expectations," Working Papers Series, Central Bank of Brazil, Research Department, number 129, Jan.
  9. Mario R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martinez, 2007, "Welfare-improving debt constraints," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 541, Mar, revised Dec 2007.
  10. Myrian Petrassi & Juan Pablo Torres-Martinez, 2007, "Collateralized Assets And Asymmetric Information," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 539, Mar.
  11. Aloisio Araujo & Rafael Santos, 2007, "Inflation Targeting, Credibility and Confidence Crises," Working Papers Series, Central Bank of Brazil, Research Department, number 140, Aug.
  12. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 652, Sep.
  13. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 654, Sep.
  14. Ricardo Schechtman, 2007, "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series, Central Bank of Brazil, Research Department, number 149, Oct.
  15. 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, Central Bank of Brazil, Research Department, number 142, Aug.
  16. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 063.
  17. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 099.
  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, Central Bank of Brazil, Research Department, number 150, Oct.
  19. Caio Ibsen R. Almeida & José Valentim M. Vicente, 2007, "Identifying Volatility Risk Premium from Fixed Income Asian Options," Working Papers Series, Central Bank of Brazil, Research Department, number 136, May.
  20. Felipe Pinheiro & Caio Almeida & José Vicente, 2007, "Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial," Working Papers Series, Central Bank of Brazil, Research Department, number 148, Oct.
  21. Caio Almeida & Romeu Gomes & André Leite & José Vicente, 2007, "Does Curvature Enhance Forecasting?," Working Papers Series, Central Bank of Brazil, Research Department, number 155, Dec.
  22. 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, Central Bank of Brazil, Research Department, number 146, Oct.
  23. Jose Vicente & Benjamin M. Tabak, 2007, "Forecasting Bonds Yields in the Brazilian Fixed Income Market," Working Papers Series, Central Bank of Brazil, Research Department, number 141, Aug.
  24. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 651, Sep.
  25. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 657, Oct.

2006

  1. Márcio I. Nakane & Leonardo S. Alencar & Fabio Kanczuk, 2006, "Demand for Bank Services and Market Power in Brazilian Banking," Working Papers Series, Central Bank of Brazil, Research Department, number 107, Jun.
  2. 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, Central Bank of Brazil, Research Department, number 108, Jun.
  3. Marta Areosa & Waldyr Areosa, 2006, "The Inequality Channel of Monetary Transmission," Working Papers Series, Central Bank of Brazil, Research Department, number 114, Aug.
  4. Bugarin, Mauricio & Carvalho. Fabia A., 2006, "Heterogeneity of Central Bankers and Inflationary Pressure," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_68, Oct.
  5. 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, Central Bank of Brazil, Research Department, number 122, Oct.
  6. Angelo Marsiglia Fasolo, 2006, "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series, Central Bank of Brazil, Research Department, number 112, Jul.
  7. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 631, Nov.
  8. Sin, Hui Lok & Gaglianone, Wagner Piazza, 2006, "Stochastic simulation of a DSGE model for Brazil," MPRA Paper, University Library of Munich, Germany, number 20853, Jan.
  9. Flávia Mourão Graminho, 2006, "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series, Central Bank of Brazil, Research Department, number 123, Oct.
  10. Eduardo J. A. Lima & Felipe Luduvice & Benjamin M. Tabak, 2006, "Forecasting Interest Rates: an application for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 120, Oct.
  11. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 43.
  12. 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, Central Bank of Brazil, Research Department, number 116, Sep.
  13. Barbara Alemanni & José Renato Haas Ornelas, 2006, "Herding Behavior by Equity Foreign Investors on Emerging Markets," Working Papers Series, Central Bank of Brazil, Research Department, number 125, Dec.
  14. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 26.
  15. Ricardo Schechtman, 2006, "A Central de Risco de Crédito no Brasil: uma análise de utilidade de informação," Working Papers Series, Central Bank of Brazil, Research Department, number 119, Oct.
  16. Ricardo Schechtman, 2006, "Uma Investigação Baseada em Reamostragem sobre Requerimentos de Capital para Risco de Crédito no Brasil," Working Papers Series, Central Bank of Brazil, Research Department, number 127, Dec.
  17. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 148.
  18. 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, Central Bank of Brazil, Research Department, number 118, Oct.
  19. Caio Ibsen R. Almeida & José Valentim M. Vicente, 2006, "Term Structure Movements Implicit in Option Prices," Working Papers Series, Central Bank of Brazil, Research Department, number 128, Dec.

2005

  1. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 030.
  2. Sergio A. L. Alves & Waldyr D. Areosa, 2005, "Targets and Inflation Dynamics," Working Papers Series, Central Bank of Brazil, Research Department, number 100, Oct.
  3. 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, Central Bank of Brazil, Research Department, number 93, Apr.
  4. 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, Central Bank of Brazil, Research Department, number 94, Apr.
  5. 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, Central Bank of Brazil, Research Department, number 99, Sep.
  6. Maurício S. Bugarin & Fabia A. de Carvalho, 2005, "Comment on Market Discipline and Monetary Policy by Carl Walsh," Working Papers Series, Central Bank of Brazil, Research Department, number 95, Apr.
  7. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 033.
  8. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 602, Oct.
  9. 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, University Library of Munich, Germany, number 20840.
  10. 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, Central Bank of Chile, number 321, May.
  11. Ilan Goldfajn & André Minella, 2005, "Capital Flows and Controls in Brazil: What Have We Learned?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11640, Sep.
  12. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 034.
  13. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 589, Apr.
  14. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 605, Dec.
  15. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 043.
  16. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 120.

2004

  1. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 124.
  2. Leonardo Soriano de Alencar & Márcio I. Nakane, 2004, "Bank Competition, Agency Costs and the Performance of the Monetary Policy," Working Papers Series, Central Bank of Brazil, Research Department, number 81, Jan.
  3. Araújo, E. & Fajardo, J. & Tavani, L., 2004, "CAPM Usando uma Carteira Sintética do PIB Brasileiro," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_63, Oct.
  4. 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, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_44, Oct.
  5. 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, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_45, Oct.
  6. Araújo, E., 2004, "Medindo o Impacto Regional da Política Monetária Brasileira: Uma Comparação entre as Regiões Nordeste e Sul," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_46, Oct.
  7. Araújo, E. & Santos, T. T., 2004, "A dinâmica da Inflação Brasileira após o Plano Real," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_47, Oct.
  8. 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, Central Bank of Brazil, Research Department, number 82, Mar.
  9. 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, Departamento de Economia da Universidade de Brasilia, number 319, Aug.
  10. 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, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_70, Oct.
  11. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 041.
  12. 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, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_67, Oct.
  13. 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, Central Bank of Brazil, Research Department, number 91, Dec.
  14. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 556, Jul.
  15. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 095.

2003

  1. Canuto, Otaviano & Alexandre, Michel & Lima, Gilberto Tadeu, 2003, "Investimentos externos em serviços e efeitos potenciais da negociação da ALCA," Oficina de la CEPAL en Brasilia (Estudios e Investigaciones), Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 28341, Jan.
  2. 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), Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 28366.
  3. Leonardo Soriano de Alencar & Márcio I. Nakane, 2003, "Real Balances in the Utility Function: Evidence for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 68, Feb.
  4. 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, Central Bank of Brazil, Research Department, number 67, Feb.
  5. 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, Central Bank of Brazil, Research Department, number 78, Oct.
  6. 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, Central Bank of Brazil, Research Department, number 79, Oct.
  7. Arnildo da Silva Correa & Ronald Otto Hillbrecht, 2003, "Ciclos Internacionais de Negócios: uma Análise de Mudança de Regime Markoviano para Brasil, Argentina e Estados Unidos," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number b47.
  8. 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, Central Bank of Brazil, Research Department, number 80, Oct.
  9. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number b34.
  10. Fajardo, J. & Farias, A., 2003, "Generalized Hyperbolic Distributions and Brazilian Data," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_57, Oct.
  11. 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, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_58, Oct.
  12. Fajardo, J. & Farias, A. R & Ornelas, J. R. H, 2003, "Goodness-of-fit Tests focus on VaR Estimation," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_55, Oct.
  13. Arminio Fraga & Ilan Goldfajn & André Minella, 2003, "Inflation Targeting in Emerging Market Economies," Working Papers Series, Central Bank of Brazil, Research Department, number 76, Jun.
  14. André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos, 2003, "Inflation Targeting in Brazil: Constructing Credibility Under Exchange Rate Volatility," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number b26.
  15. 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, Central Bank of Brazil, Research Department, number 75, Jun.
  16. 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, Central Bank of Brazil, Research Department, number 72, May.
  17. 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 481, Feb.
  18. 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), Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 28362.
  19. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number d28.
  20. Eduardo Kiyoshi Tonooka & Sérgio Mikio Koyama, 2003, "Taxa de Juros e Concentração Bancária no Brasil," Working Papers Series, Central Bank of Brazil, Research Department, number 62, Feb.
  21. 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, Central Bank of Brazil, Research Department, number 111, Jul.
  22. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number b30.

2002

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

2001

  1. Victorio Y. T. Chu & Márcio I. Nakane, 2001, "Credit Channel without the LM Curve," Working Papers Series, Central Bank of Brazil, Research Department, number 20, May.
  2. Ilan Goldfajn & Poonam Gupta, 2001, "Overshootings and Reversals: The Role of Monetary Policy," Working Papers Central Bank of Chile, Central Bank of Chile, number 126, Nov.
  3. 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, Central Bank of Chile, number 110, Nov.
  4. Ilan GOLDFAJN & Gino OLIVARES, 2001, "Can Flexible Exchange Rates Still “Work” In Financially Open Economies?," G-24 Discussion Papers, United Nations Conference on Trade and Development, number 8.
  5. 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], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 066.
  6. Sérgio Mikio Koyama & Márcio I. Nakane, 2001, "Os Efeitos da CPMF sobre a Intermediação Financeira," Working Papers Series, Central Bank of Brazil, Research Department, number 23, Jul.
  7. André Minella, 2001, "Monetary Policy and Inflation in Brazil (1975-2000): a VAR Estimation," Working Papers Series, Central Bank of Brazil, Research Department, number 33, Nov.
  8. Mauro Costa Miranda, 2001, "Crises Cambiais e Ataques Especulativos no Brasil," Working Papers Series, Central Bank of Brazil, Research Department, number 32, Nov.
  9. Francisco Marcos R. Figueiredo & Roberta Blass Staub, 2001, "Algumas Considerações Sobre a Sazonalidade no IPCA," Working Papers Series, Central Bank of Brazil, Research Department, number 31, Nov.
  10. Francisco Marcos Rodrigues Figueiredo, 2001, "Evaluating Core Inflation Measures for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 14, Mar.

2000

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

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, Department of Economics PUC-Rio (Brazil), number 411, Dec.
  2. Ilan Goldfajn & Taimur Baig, 1999, "Monetary policy in the aftermath of currency crisis: the case of Asia," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 399, Mar.
  3. Ilan Goldfajn & Rodrigo O. Valdes, 1999, "Liquidity crises and the international financial architecture," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 401, Jul.
  4. Ilan Goldfajn & Taimur Baig, 1999, "Financial market contagion in the Asian crisis," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 400, May.
  5. Ilan Goldfajn & Poonam Gupta, 1999, "Does monetary policy stabilize the exchange rate following a currency crisis?," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 396, Feb.

1998

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

1997

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

1996

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

1990

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

Journal articles

2026

  1. Schiozer, Nikolas & Lima, Gilberto Tadeu & Alexandre, Michel, 2026, "Heterogeneity in pricing behavior in hybrid DSGE-ABM macrodynamics," Economic Modelling, Elsevier, volume 155, issue C, DOI: 10.1016/j.econmod.2025.107387.
  2. Araújo, Gustavo Silva & BARBEDO, Claudio Henrique & Costa, Hugo Araújo & Baruque, Aziz, 2026, "Is The Risk Of The Opening Price Gap Priced?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 80, issue 1, March.
  3. Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura & Vicente, José Valentim Machado, 2026, "When low rates speak loud: Exchange rate dynamics under different interest rate regimes," International Economics, Elsevier, volume 186, issue C, DOI: 10.1016/j.inteco.2026.100697.

2025

  1. Alexandre, Michel & Xavier, Felipe Jordão & Silva, Thiago Christiano & Rodrigues, Francisco A., 2025, "Nestedness and systemic risk in financial networks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 6, issue 2, DOI: 10.1016/j.latcb.2024.100136.
  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, volume 65, issue 3, pages 1169-1189, March, DOI: 10.1007/s10614-024-10593-6.
  3. Leão, Sergio & Schiozer, Rafael & Oliveira, Raquel F. & Araujo, Gustavo, 2025, "Lending relationships and access to currency hedging: Evidence from Brazil," Journal of Financial Intermediation, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfi.2025.101153.
  4. Juan Camilo Galvis Ciro & Claudio Oliveira de Moraes & José Américo Pereira-Antunes, 2025, "Ingresos distintos a intereses y el riesgo de crédito: el caso de la banca colombiana
    [Non-Interest Income and Credit Risk: The Case of Colombian Banking]    ," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-28, February, DOI: 10.14718/revfinanzpolitecon.v17.202.
  5. Valli Jorge, Marcos & Fasolo, Angelo M & de Azevedo Costa, Silvio Michael, 2025, "Mitigating policies for pollutant emissions in a DSGE for the Brazilian economy," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 6, issue 3, DOI: 10.1016/j.latcb.2024.100145.
  6. Kornelius, Alexandre & Divino, Jose Angelo, 2025, "Renewable energy shocks and business cycle dynamics in Brazil," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107181.
  7. Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2025, "Bayesian Local Projections," The Review of Economics and Statistics, MIT Press, volume 107, issue 5, pages 1424-1438, September, DOI: 10.1162/rest_a_01334.
  8. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2025, "Extreme weather and firm borrowing: Evidence from Brazil," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108921.
  9. 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, volume 210, issue C, DOI: 10.1016/j.rser.2024.115148.
  10. Thiago Silva & Alexandre Costa & Olga C. Vilela & Ramiro Willmersdorf & José Vailson dos Santos Júnior & Luís Henrique Bezerra Alves & Pedro Tyaquiçã & Mateus Francisco Silva de Lima & Herbert Rafael , 2025, "Application of the WRF Model for Operational Wind Power Forecasting in Northeast Brazil," Energies, MDPI, volume 18, issue 21, pages 1-21, October.
  11. Tiberto, Bruno Pires, 2025, "How does central bank independence influence the relationship between inflation, income inequality and poverty?," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103423.
  12. do Prado, Thaline & Santos, Marcelo & Van Doornik, Bernardus, 2025, "Enforcing compliance with labor regulations and firm outcomes: Evidence from Brazil," Journal of Development Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jdeveco.2025.103493.

2024

  1. Alexandre, Michel & Silva, Thiago Christiano & Tabak, Benjamin Miranda, 2024, "The labor market channel of systemic risk," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.104976.
  2. 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, volume 5, issue 2, DOI: 10.1016/j.latcb.2023.100110.
  3. Claudio De Moraes & André Pinto Bandeira de Mello, 2024, "The relationship between financial stability and transparency in social-environmental policies," EconomiA, Emerald Group Publishing Limited, volume 25, issue 3, pages 405-421, April, DOI: 10.1108/ECON-05-2023-0068.
  4. 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, volume 156, issue C, DOI: 10.1016/j.jfineco.2024.103834.
  5. 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, volume 13, issue 4, pages 931-965.
  6. Silva, Thiago Christiano & Valença, Paulo Ricardo Mendes & Tabak, Benjamin Miranda, 2024, "Economic performance of exporting sectors: Evidence for manufacturing in Brazil," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101220.
  7. 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, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107698.
  8. 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, volume 649, issue C, DOI: 10.1016/j.physa.2024.129977.
  9. 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, volume 25, issue 2, pages 377-392, September, DOI: 10.1108/ECON-11-2023-0199.
  10. Thiago Christiano Silva & Tito Belchior Silva Moreira & Jeferson Trindade Santana, 2024, "Covid-19 and education: a study with undergraduate students," Empirical Economics, Springer, volume 66, issue 2, pages 763-784, February, DOI: 10.1007/s00181-023-02469-9.
  11. 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, volume 129, issue 7, pages 3599-3623, July, DOI: 10.1007/s11192-024-05055-7.
  12. 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, volume 56, issue 12, pages 1408-1422, March, DOI: 10.1080/00036846.2023.2176452.
  13. 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, volume 5, issue 1, DOI: 10.1016/j.latcb.2024.100120.
  14. 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, volume 114, issue 6, pages 1854-1881, June, DOI: 10.1257/aer.20230585.
  15. Bernardus F Nazar Van Doornik & Jon Frost & Rafael Guerra & Alexandre Tombini & Christian Upper, 2024, "Towards liquid and resilient government debt markets in EMEs," BIS Quarterly Review, Bank for International Settlements, March.
  16. 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, volume 58, issue C, DOI: 10.1016/j.jfi.2024.101073.

2023

  1. 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, volume 309, issue 3, pages 1379-1391, DOI: 10.1016/j.ejor.2023.01.043.
  2. 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, volume 629, issue C, DOI: 10.1016/j.physa.2023.129213.
  3. 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, volume 18, issue 3, pages 533-571, July, DOI: 10.1007/s11403-023-00377-w.
  4. 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, volume 4, issue 2, DOI: 10.1016/j.latcb.2023.100087.
  5. Juan Camilo Galvis-Ciro & Claudio Oliveira de Moraes & Jaime García-Lopera, 2023, "The Macroeconomic Impact on Bank’s Portfolio Credit Risk: The Colombian Case," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 59, issue 1, pages 60-77, January, DOI: 10.1080/1540496X.2022.2091434.
  6. 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, volume 152, issue C, DOI: 10.1016/j.jbankfin.2023.106869.
  7. 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, volume 67, issue C, DOI: 10.1016/j.najef.2023.101940.
  8. 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, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101935.
  9. Marcus Vinicius Santos & Fernando Morgado-Dias & Thiago C. Silva, 2023, "Oil Sector and Sentiment Analysis—A Review," Energies, MDPI, volume 16, issue 12, pages 1-29, June.
  10. 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, volume 20, issue 18, pages 1-19, September.
  11. 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, volume 20, issue 20, pages 1-18, October.
  12. 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, volume 84, issue 2, pages 559-591, February, DOI: 10.1007/s10640-022-00736-4.
  13. Jorge A V Tohalino & Thiago C Silva & Diego R Amancio, 2023, "Using citation networks to evaluate the impact of text length on keyword extraction," PLOS ONE, Public Library of Science, volume 18, issue 11, pages 1-17, November, DOI: 10.1371/journal.pone.0294500.
  14. 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, volume 26, issue 6, pages 851-862, March, DOI: 10.1080/13683500.2022.2048804.
  15. 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, volume 10, issue 3, pages 1-10, August.
  16. 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, volume 15, issue 1, pages 292-318, January, DOI: 10.1257/app.20200787.
  17. Bernardus Doornik & Deniz Igan & Enisse Kharroubi, 2023, "Labour markets: what explains the resilience?," BIS Quarterly Review, Bank for International Settlements, December.

2022

  1. Juan Camilo Galvis Ciro & Guillermo David Hincapi� V�lez & Claudio Oliveira de Moraes & Jaime Garc�a Lopera, 2022, "El spread de las tasas de interés en Colombia para el período 2010-2020," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 97, pages 45-78.
  2. 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, DOI: 10.17533/udea.le.n97a345596.
  3. 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., volume 27, issue 2, pages 2182-2193, April, DOI: 10.1002/ijfe.2267.
  4. Gaglianone, Wagner Piazza & Giacomini, Raffaella & Issler, João Victor & Skreta, Vasiliki, 2022, "Incentive-driven inattention," Journal of Econometrics, Elsevier, volume 231, issue 1, pages 188-212, DOI: 10.1016/j.jeconom.2020.06.010.
  5. 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, volume 52, issue C, DOI: 10.1016/j.ememar.2022.100916.
  6. Thiago Christiano Silva & Solange Maria Guerra & Marcus Vinicius B. Santos, 2022, "The role of externalities in fiscal efficiency," Empirical Economics, Springer, volume 62, issue 6, pages 2827-2864, June, DOI: 10.1007/s00181-021-02124-1.
  7. Ferreira, Leonardo N., 2022, "Forward guidance matters: Disentangling monetary policy shocks," Journal of Macroeconomics, Elsevier, volume 73, issue C, DOI: 10.1016/j.jmacro.2022.103423.
  8. 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), volume 75, issue 4, February.
  9. 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, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101569.
  10. 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, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106408.
  11. 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, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101598.
  12. 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, volume 601, issue C, DOI: 10.1016/j.physa.2022.127602.
  13. 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, volume 84, issue C, pages 324-336, DOI: 10.1016/j.qref.2022.03.002.
  14. 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, volume 58, issue 4, pages 965-996, March, DOI: 10.1080/1540496X.2020.1856070.
  15. 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, volume 62, issue 3, pages 1407-1438, March, DOI: 10.1007/s00181-021-02051-1.
  16. 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., volume 42, issue 10, pages 1941-1959, October, DOI: 10.1002/fut.22365.
  17. Fonseca, Julia & Van Doornik, Bernardus, 2022, "Financial development and labor market outcomes: Evidence from Brazil," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 550-568, DOI: 10.1016/j.jfineco.2021.06.009.
  18. 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, volume 35, issue 12, pages 5535-5595.

2021

  1. 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, volume 153, issue P1, DOI: 10.1016/j.chaos.2021.111588.
  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., volume 26, issue 4, pages 6249-6263, October, DOI: 10.1002/ijfe.2118.
  3. 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, volume 114, issue C, DOI: 10.1016/j.jeconbus.2020.105958.
  4. 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, volume 81, issue C, pages 358-369, DOI: 10.1016/j.qref.2021.06.010.
  5. 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, volume 16, issue 3, pages 675-703, July, DOI: 10.1007/s11403-021-00325-6.
  6. 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, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105494.
  7. 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, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105120.
  8. 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, volume 35, issue 3, pages 109-132, Summer, DOI: 10.1257/jep.35.3.109.
  9. 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., volume 26, issue 2, pages 1745-1772, April, DOI: 10.1002/ijfe.1876.
  10. Silva, Thiago Christiano & Tabak, Benjamin Miranda & Laiz, Marcela Tetzner, 2021, "The finance-growth nexus: The role of banks," Economic Systems, Elsevier, volume 45, issue 1, DOI: 10.1016/j.ecosys.2020.100762.
  11. 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, volume 562, issue C, DOI: 10.1016/j.physa.2020.125363.
  12. Thiago Christiano Silva & Iftekhar Hasan & Benjamin Miranda Tabak, 2021, "Financing choice and local economic growth: evidence from Brazil," Journal of Economic Growth, Springer, volume 26, issue 3, pages 329-357, September, DOI: 10.1007/s10887-021-09191-0.
  13. Ahmet Sensoy & Thiago Christiano Silva & Shaen Corbet & Benjamin Miranda Tabak, 2021, "High-frequency return and volatility spillovers among cryptocurrencies," Applied Economics, Taylor & Francis Journals, volume 53, issue 37, pages 4310-4328, August, DOI: 10.1080/00036846.2021.1899119.
  14. 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, volume 59, issue 3, pages 1215-1233, July, DOI: 10.1111/ecin.12982.

2020

  1. 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, volume 179, issue C, pages 279-298, DOI: 10.1016/j.jebo.2020.09.013.
  2. 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, volume 15, issue 2, pages 385-411, April, DOI: 10.1007/s11403-017-0209-0.
  3. 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, volume 24, issue 4, pages 747-773, June.
  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, volume 42, issue C, DOI: 10.1016/j.jfi.2019.100830.
  5. 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), volume 74, issue 4, December.
  6. 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, volume 53, issue C, DOI: 10.1016/j.najef.2020.101207.
  7. Claudio Oliveira De Moraes & José Americo Pereira Antunes & Márcio Silva Coutinho, 2020, "What is the effect of banking concentration and competition on financial development? An international assessment," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 6, pages 1162-1176, October, DOI: 10.1108/JES-03-2020-0140.
  8. 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.
  9. 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, volume 135, issue 2, pages 1037-1094.
  10. Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2020, "Fiscal risk and financial fragility," Emerging Markets Review, Elsevier, volume 45, issue C, DOI: 10.1016/j.ememar.2020.100711.
  11. 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, volume 52, issue C, DOI: 10.1016/j.ribaf.2020.101197.
  12. 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, volume 25, issue C, DOI: 10.1016/j.jbef.2020.100278.
  13. 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, volume 537, issue C, DOI: 10.1016/j.physa.2019.122777.
  14. Benjamin M. Tabak & Thiago C. Silva & Liang Zhao & Ahmet Sensoy, 2020, "Applications of Machine Learning Methods in Complex Economics and Financial Networks," Complexity, Hindawi, volume 2020, pages 1-2, April, DOI: 10.1155/2020/4247587.
  15. Xiomara S. Q. Chacon & Thiago C. Silva & Diego R. Amancio, 2020, "Comparing the impact of subfields in scientific journals," Scientometrics, Springer;Akadémiai Kiadó, volume 125, issue 1, pages 625-639, October, DOI: 10.1007/s11192-020-03651-x.

2019

  1. 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, volume 49, issue C, pages 121-132, DOI: 10.1016/j.najef.2019.04.002.
  2. Fasolo, Angelo Marsiglia, 2019, "Monetary policy volatility shocks in Brazil," Economic Modelling, Elsevier, volume 81, issue C, pages 348-360, DOI: 10.1016/j.econmod.2019.06.012.
  3. Ornelas, José Renato Haas & Mauad, Roberto Baltieri, 2019, "Volatility risk premia and future commodity returns," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 341-360, DOI: 10.1016/j.jimonfin.2017.07.008.
  4. Ornelas, José Renato Haas & Mauad, Roberto Baltieri, 2019, "Implied volatility term structure and exchange rate predictability," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1800-1813, DOI: 10.1016/j.ijforecast.2019.03.016.
  5. 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), volume 73, issue 2, June.
  6. Haas Ornelas, José Renato, 2019, "Expected currency returns and volatility risk premia," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 206-234, DOI: 10.1016/j.najef.2019.03.015.
  7. Santos, Rafael & Vianna Junior, Paulo, 2019, "Coordenação de prazos e eficiência previdenciária," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 73, issue 1, March.
  8. Souza, Sergio Rubens Stancato de & Silva, Thiago Christiano & Almeida, Carlos Eduardo de, 2019, "Bailing in Banks: costs and benefits," Journal of Financial Stability, Elsevier, volume 45, issue C, DOI: 10.1016/j.jfs.2019.100705.
  9. Thiago Christiano Silva & Benjamin Miranda Tabak & Idamar Magalhães Ferreira, 2019, "Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies," Complexity, Hindawi, volume 2019, pages 1-14, December, DOI: 10.1155/2019/4325125.
  10. Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy, 2019, "Financial Networks 2019," Complexity, Hindawi, volume 2019, pages 1-2, December, DOI: 10.1155/2019/8257404.

2018

  1. 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, volume 38, issue C, pages 98-118, DOI: 10.1016/j.jfs.2017.08.006.
  2. 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, volume 44, issue C, pages 480-487, DOI: 10.1016/j.ribaf.2017.07.118.
  3. 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., volume 37, issue 4, pages 506-516, July, DOI: 10.1002/for.2516.
  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, volume 503, issue C, pages 650-674, DOI: 10.1016/j.physa.2018.02.144.
  5. Arnildo Correa & Myrian Petrassi & Rafael Santos, 2018, "Price-Setting Behavior in Brazil: Survey Evidence," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 14, issue 2, pages 283-310, November, DOI: 10.1007/s41549-018-0029-x.
  6. de Mendonça, Helder Ferreira & de Moraes, Claudio Oliveira, 2018, "Central bank disclosure as a macroprudential tool for financial stability," Economic Systems, Elsevier, volume 42, issue 4, pages 625-636, DOI: 10.1016/j.ecosys.2018.07.001.
  7. 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, volume 3, issue 1, pages 1-26, September, DOI: 10.33119/ERFIN.2018.3.1.1.
  8. José Américo Pereira Antunes & Claudio Oliveira De Moraes & Adriano Rodrigues, 2018, "How financial intermediation impacts on financial stability?," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 16, pages 1135-1139, September, DOI: 10.1080/13504851.2017.1400647.
  9. 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, volume 91, issue C, pages 119-132, DOI: 10.1016/j.jbankfin.2018.04.012.
  10. 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, volume 73, issue C, pages 407-430, DOI: 10.1016/j.econmod.2018.04.018.
  11. Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2018, "Macroprudential policy in a DSGE model: anchoring the countercyclical capital buffer," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2345-2352.
  12. Brochado, Ana & Santos, Maria & Oliveira, Fernando & Esperança, José, 2018, "Gambling behavior: Instant versus traditional lotteries," Journal of Business Research, Elsevier, volume 88, issue C, pages 560-567, DOI: 10.1016/j.jbusres.2018.01.001.
  13. 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, volume 45, issue 2, pages 247-262, May, DOI: 10.1108/JES-02-2017-0036.
  14. Daniel Gersten Reiss, 2018, "Is money going digital? An alternative perspective on the current hype," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 4, issue 1, pages 1-6, December, DOI: 10.1186/s40854-018-0097-x.
  15. 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, volume 71, issue C, pages 1-15, DOI: 10.1016/j.econmod.2017.09.011.
  16. 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, volume 35, issue C, pages 107-119, DOI: 10.1016/j.jfs.2017.05.012.
  17. 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, volume 506, issue C, pages 1016-1025, DOI: 10.1016/j.physa.2018.04.100.
  18. Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy, 2018, "Financial Networks," Complexity, Hindawi, volume 2018, pages 1-2, April, DOI: 10.1155/2018/7802590.

2017

  1. 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, volume 144, issue C, pages 97-120, DOI: 10.1016/j.jebo.2017.09.013.
  2. 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, volume 49, issue 31, pages 3017-3031, July, DOI: 10.1080/00036846.2016.1248283.
  3. 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, volume 10, issue 3, pages 215-259, September, DOI: 10.1080/17520843.2016.1270982.
  4. Juan Camilo Galvis Ciro & Claudio Oliveira de Moraes & Juan Camilo Anzo�tegui Zapata, 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.
  5. 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, volume 44, issue 2, pages 214-225, May, DOI: 10.1108/JES-09-2015-0159.
  6. 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, DOI: 10.17533/udea.le.n87a03.
  7. 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], volume 17, issue 1, pages 40-59.
  8. 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, volume 33, issue 3, pages 707-728, DOI: 10.1016/j.ijforecast.2016.12.002.
  9. 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, volume 41, issue C, pages 37-53, DOI: 10.1016/j.ribaf.2017.04.014.
  10. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2017, "Applying a microfounded-forecasting approach to predict Brazilian inflation," Empirical Economics, Springer, volume 53, issue 1, pages 137-163, August, DOI: 10.1007/s00181-016-1163-8.
  11. 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, volume 33, issue 4, pages 1007-1024, DOI: 10.1016/j.ijforecast.2017.04.006.
  12. 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, volume 471, issue C, pages 592-606, DOI: 10.1016/j.physa.2016.12.063.
  13. Graziela Ferrero Zucoloto & Julio Raffo & Sergio Leão, 2017, "Technological appropriability and export performance of Brazilian firms," African Journal of Science, Technology, Innovation and Development, Taylor & Francis Journals, volume 9, issue 5, pages 587-606, September, DOI: 10.1080/20421338.2017.1355433.
  14. Aloisio Araujo & Marcia Leon & Rafael Santos, 2017, "Bargained haircuts and debt policy implications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 4, pages 635-656, December, DOI: 10.1007/s00199-016-0981-4.
  15. Ricardo Schechtman, 2017, "Joint Validation of Credit Rating PDs under Default Correlation," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 2, pages 235-282, June.
  16. 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, volume 76, issue C, pages 109-135, DOI: 10.1016/j.jedc.2017.01.001.
  17. 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, volume 469, issue C, pages 216-223, DOI: 10.1016/j.physa.2016.11.041.
  18. 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, volume 50, issue C, pages 196-244, DOI: 10.1016/j.iref.2017.03.027.

2016

  1. 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, volume 131, issue 3, pages 1365-1413.
  2. Araújo, Eurilton, 2016, "Determinacy and learnability of equilibrium in a small-open economy with sticky wages and prices," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 16-32, DOI: 10.1016/j.iref.2016.04.014.
  3. Areosa, Waldyr Dutra & Areosa, Marta B.M., 2016, "The inequality channel of monetary transmission," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 214-230, DOI: 10.1016/j.jmacro.2016.03.004.
  4. Araujo, Gustavo Silva & Leão, Sérgio, 2016, "OTC derivatives: Impacts of regulatory changes in the non-financial sector," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 132-149, DOI: 10.1016/j.jfs.2015.11.002.
  5. 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, volume 67, issue C, pages 102-122, DOI: 10.1016/j.jimonfin.2015.06.013.
  6. 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, volume 56, issue C, pages 177-186, DOI: 10.1016/j.econmod.2016.03.025.
  7. 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, volume 66, issue C, pages 54-75, DOI: 10.1016/j.jedc.2016.03.003.
  8. 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, volume 25, issue C, pages 247-257, DOI: 10.1016/j.jfs.2016.04.004.
  9. 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, volume 442, issue C, pages 329-342, DOI: 10.1016/j.physa.2015.09.013.
  10. Christian Upper & Marcos Valli, 2016, "Emerging derivatives markets?," BIS Quarterly Review, Bank for International Settlements, December.
  11. Marcos Valli Jorge & Wilfredo Leiva Maldonado, 2016, "Price differentiation and menu costs in credit card payments," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 2, pages 178-202, May, DOI: 10.1108/JES-08-2014-0152.
  12. 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), volume 70, issue 3, September.
  13. 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, volume 36, issue 1, March.
  14. 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, volume 36, issue 1, March.
  15. Aloisio Araujo & Tiago Berriel & Rafael Santos, 2016, "Inflation Targeting With Imperfect Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 57, issue 1, pages 255-270, February, DOI: 10.1111/iere.12155.
  16. Silva, Thiago Christiano & de Souza, Sergio Rubens Stancato & Tabak, Benjamin Miranda, 2016, "Structure and dynamics of the global financial network," Chaos, Solitons & Fractals, Elsevier, volume 88, issue C, pages 218-234, DOI: 10.1016/j.chaos.2016.01.023.
  17. Silva, Thiago Christiano & de Souza, Sergio Rubens Stancato & Tabak, Benjamin Miranda, 2016, "Network structure analysis of the Brazilian interbank market," Emerging Markets Review, Elsevier, volume 26, issue C, pages 130-152, DOI: 10.1016/j.ememar.2015.12.004.
  18. 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, volume 40, issue 1, pages 145-169, DOI: 10.1016/j.ecosys.2015.06.002.

2015

  1. Michel Alexandre, 2015, "Endogenous categorization and group inequality," International Journal of Social Economics, Emerald Group Publishing Limited, volume 42, issue 3, pages 276-295, March, DOI: 10.1108/IJSE-10-2013-0220.
  2. Araújo, Eurilton, 2015, "Monetary policy objectives and Money’s role in U.S. business cycles," Journal of Macroeconomics, Elsevier, volume 45, issue C, pages 85-107, DOI: 10.1016/j.jmacro.2015.03.007.
  3. 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, volume 1, issue 2, pages 1-2.
  4. 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, volume 35, issue 2, March.
  5. De Alcântara, Wenersamy Ramos, 2015, "Liquidity effects in banks’ capital allocation decisions," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 8, issue 2, pages 163-170, March.
  6. 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), volume 69, issue 1, March.
  7. 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, volume 51, issue C, pages 72-83, DOI: 10.1016/j.econmod.2015.07.012.
  8. 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), volume 69, issue 2, June.
  9. 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, volume 31, issue 3, pages 862-875, DOI: 10.1016/j.ijforecast.2015.02.002.
  10. 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, volume 431, issue C, pages 140-151, DOI: 10.1016/j.physa.2015.03.005.
  11. 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, volume 55, issue C, pages 111-134, DOI: 10.1016/j.jimonfin.2015.02.017.
  12. Laurini, Márcio Poletti & Mauad, Roberto Baltieri, 2015, "A common jump factor stochastic volatility model," Finance Research Letters, Elsevier, volume 12, issue C, pages 2-10, DOI: 10.1016/j.frl.2014.12.009.
  13. Ornelas, Jose Renato Haas & Silva Jr., Antonio Francisco de Almeida, 2015, "Testing the liquidity preference hypothesis using survey forecasts," Emerging Markets Review, Elsevier, volume 23, issue C, pages 173-185, DOI: 10.1016/j.ememar.2015.04.006.
  14. 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], volume 16, issue 2, pages 206-225.

2014

  1. 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), volume 68, issue 3, September.
  2. 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, volume 11, issue 1, pages 111-129, January.
  3. 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, volume 12, issue 1, pages 41-66.
  4. 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, volume 21, issue C, pages 21-41, DOI: 10.1016/j.ememar.2014.07.003.
  5. 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), volume 68, issue 3, September.
  6. Wagner Piazza Gaglianone & Luiz Renato Lima, 2014, "Constructing Optimal Density Forecasts From Point Forecast Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 736-757, August.
  7. 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, volume 39, issue C, pages 62-78, DOI: 10.1016/j.jedc.2013.11.008.
  8. 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), volume 68, issue 2, June.
  9. 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, volume 34, issue 2, pages 1002-1011.
  10. 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, volume 34, issue 1, pages 174-187.
  11. 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), volume 68, issue 3, September.
  12. José Luís Oreiro & Flavio A. C. Basilio & Gustavo J. G. Souza, 2014, "Os efeitos da sobreapreciação e volatilidade da taxa de câmbio no investimento industrial: evidência empírica e propostas de política econômica para o Brasil," Brazilian Journal of Political Economy, FGV EAESP, volume 34, issue 3, pages 347-369, July, DOI: 10.1590/0101-3157-2014-2482.
  13. de Mendonça, Helder Ferreira & Tiberto, Bruno Pires, 2014, "Public debt and social security: Level of formality matters," Economic Modelling, Elsevier, volume 42, issue C, pages 490-507, DOI: 10.1016/j.econmod.2014.07.030.

2013

  1. Eurilton Araújo & Débora Gouveia, 2013, "Calvo-type rules and the forward-looking behavior of inflation targeting central banks," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 2042-2051.
  2. Araújo, Eurilton, 2013, "Robust monetary policy with the consumption-wealth channel," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 296-311, DOI: 10.1016/j.jedc.2012.09.001.
  3. 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], volume 14, issue 2, pages 11-26.
  4. João Pedro Bumachar Resende & Ilan Goldfajn, 2013, "América Latina durante la crisis: el papel de los fundamentos," Monetaria, CEMLA, volume 0, issue 1, pages 181-215, enero-jun.
  5. 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), volume 67, issue 2, June.
  6. 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), volume 67, issue 3, September.
  7. Machado, Vicente da Gama, 2013, "Monetary policy rules, asset prices and adaptive learning," Journal of Financial Stability, Elsevier, volume 9, issue 3, pages 251-258, DOI: 10.1016/j.jfs.2013.04.002.
  8. Minella, André & Souza-Sobrinho, Nelson F., 2013, "Monetary policy channels in Brazil through the lens of a semi-structural model," Economic Modelling, Elsevier, volume 30, issue C, pages 405-419, DOI: 10.1016/j.econmod.2012.04.027.
  9. Rafael Cusinato & André Minella & Sabino Silva Pôrto Júnior, 2013, "Output gap in Brazil: a real-time data analysis," Empirical Economics, Springer, volume 44, issue 3, pages 1113-1127, June, DOI: 10.1007/s00181-012-0583-3.
  10. 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, volume 10, issue 3, pages 53-81, July.
  11. Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2013, "Welfare analysis of currency regimes with defaultable debts," Journal of International Economics, Elsevier, volume 89, issue 1, pages 143-153, DOI: 10.1016/j.jinteco.2012.07.002.
  12. Schechtman, Ricardo, 2013, "Default matrices: A complete measurement of banks’ consumer credit delinquency," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 460-474, DOI: 10.1016/j.jfs.2013.07.001.

2012

  1. 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, volume 1, issue 67, pages 35-71, December.
  2. Araújo, Eurilton, 2012, "Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil," Economic Modelling, Elsevier, volume 29, issue 3, pages 671-678, DOI: 10.1016/j.econmod.2012.01.009.
  3. 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, volume 31, issue 6, pages 1371-1391, DOI: 10.1016/j.jimonfin.2012.02.006.
  4. 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, volume 10, issue 4, pages 425-460.
  5. Schechtman, Ricardo & Gaglianone, Wagner Piazza, 2012, "Macro stress testing of credit risk focused on the tails," Journal of Financial Stability, Elsevier, volume 8, issue 3, pages 174-192, DOI: 10.1016/j.jfs.2011.10.003.
  6. Wagner Piazza Gaglianone & Luiz Renato Lima, 2012, "Constructing Density Forecasts from Quantile Regressions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 8, pages 1589-1607, December, DOI: j.1538-4616.2012.00545.x.
  7. 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, volume 31, issue 5, pages 1033-1059, DOI: 10.1016/j.jimonfin.2011.12.009.
  8. Laurini, Márcio Poletti & Mauad, Roberto Baltieri, 2012, "Non-Parametric Pricing of Interest Rates Options," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 32, issue 2, April.
  9. 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), volume 66, issue 3, October.
  10. 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, volume 36, issue 5, pages 1354-1361, DOI: 10.1016/j.jbankfin.2011.11.023.
  11. 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., volume 17, issue 1, pages 61-72, January.
  12. 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), volume 66, issue 2, June.
  13. 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), volume 66, issue 1, March.
  14. 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.
  15. 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.
  16. 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, volume 98, issue 2, pages 178-191, DOI: 10.1016/j.jdeveco.2011.06.011.
  17. Montes, Gabriel Caldas & Tiberto, Bruno Pires, 2012, "Macroeconomic environment, country risk and stock market performance: Evidence for Brazil," Economic Modelling, Elsevier, volume 29, issue 5, pages 1666-1678, DOI: 10.1016/j.econmod.2012.05.027.

2011

  1. Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C., 2011, "Moment-based estimation of smooth transition regression models with endogenous variables," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 100-111, DOI: 10.1016/j.jeconom.2011.05.009.
  2. 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, volume 15, issue 5, pages 918-930.
  3. Eduardo A. Haddad & Ana M.B. Barufi & Silvio M.A. Costa, 2011, "Regional Integration in Colombia: A Spatial CGE Application," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2011, issue 2, pages 5-30.
  4. 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, volume 29, issue 1, pages 150-160.
  5. 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, volume 164, issue 1, pages 116-129, September.
  6. 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), volume 65, issue 1, March.
  7. 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, volume 9, issue 1, pages 9-26.
  8. 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), volume 46, issue 2, pages 189-209, February, DOI: 10.1007/s00199-009-0510-9.
  9. 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), volume 65, issue 2, June.
  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, volume 8, issue 3, pages 20-39, July.

2010

  1. 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), volume 64, issue 3, September.
  2. Fajardo, José & Farias, Aquiles, 2010, "Derivative pricing using multivariate affine generalized hyperbolic distributions," Journal of Banking & Finance, Elsevier, volume 34, issue 7, pages 1607-1617, July.
  3. José Luís Oreiro & Luciano Nakabashi & Gustavo José de Guimarães e Souza, 2010, "A economia brasileira puxada pela demanda agregada," Brazilian Journal of Political Economy, FGV EAESP, volume 30, issue 4, pages 581-603, October.
  4. 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, volume 202, issue 1, pages 204-213, April.
  5. 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, volume 12, issue 3, pages 561-586, June, DOI: 10.1111/j.1467-9779.2010.01464.x.
  6. Matsumura, Marco S. & Vicente, José Valentim Machado, 2010, "The role of macroeconomic variables in sovereign risk," Emerging Markets Review, Elsevier, volume 11, issue 3, pages 229-249, September.

2009

  1. Eurilton Araujo, 2009, "Supply-side effects of monetary policy and the central bank's objective function," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 680-692.
  2. Araújo, Eurilton, 2009, "Real wage rigidity and the Taylor principle," Economics Letters, Elsevier, volume 104, issue 1, pages 46-48, July.
  3. Araújo, Eurilton, 2009, "Macroeconomic shocks and the co-movement of stock returns in Latin America," Emerging Markets Review, Elsevier, volume 10, issue 4, pages 331-344, December.
  4. Fajardo, José & Farias, Aquiles, 2009, "Multivariate affine generalized hyperbolic distributions: An empirical investigation," International Review of Financial Analysis, Elsevier, volume 18, issue 4, pages 174-184, September.
  5. 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, volume 2, issue 2, pages 103-114.
  6. 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, volume 29, issue 1, May.
  7. 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, volume 1, issue 4, pages 415-435.
  8. Eduardo Lima & Benjamin Tabak, 2009, "Tests of Random Walk: A Comparison of Bootstrap Approaches," Computational Economics, Springer;Society for Computational Economics, volume 34, issue 4, pages 365-382, November, DOI: 10.1007/s10614-009-9180-8.
  9. 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, volume 194, issue 3, pages 814-820, May.
  10. 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, volume 7, issue 4, pages 459-484.
  11. 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, volume 29, issue 2, December.
  12. 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, volume 2, issue 4, pages 438-450, September.
  13. 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, volume 26, issue 6, pages 1228-1238, November.
  14. Almeida, Caio & Vicente, José, 2009, "Are interest rate options important for the assessment of interest rate risk?," Journal of Banking & Finance, Elsevier, volume 33, issue 8, pages 1376-1387, August.
  15. Almeida, Caio & Vicente, José, 2009, "Identifying volatility risk premia from fixed income Asian options," Journal of Banking & Finance, Elsevier, volume 33, issue 4, pages 652-661, April.

2008

  1. 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], volume 9, issue 3, pages 457-490.
  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, volume 5, issue 1, pages 49-68, January.
  3. 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, volume 11, pages 61-90, May.
  4. 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), volume 62, issue 2, October.
  5. 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, volume 86, issue 2, pages 313-335, June.
  6. 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, volume 98, issue 2, pages 167-175, February.
  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, volume 18, issue 4, pages 388-397, October.
  8. 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, volume 28, issue 2, November.
  9. 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, volume 6, issue 3, pages 359-411.
  10. 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, volume 6, issue 3, pages 439-463.
  11. 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, volume 6, issue 2, pages 139-155.
  12. Petrassi, Myrian & Torres-Marti­nez, Juan Pablo, 2008, "Collateralized assets and asymmetric information," Journal of Mathematical Economics, Elsevier, volume 44, issue 5-6, pages 530-534, April.
  13. 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, volume 5, issue 1, pages 01-17, January.
  14. Vicente, José & Tabak, Benjamin M., 2008, "Forecasting bond yields in the Brazilian fixed income market," International Journal of Forecasting, Elsevier, volume 24, issue 3, pages 490-497.
  15. Almeida, Caio & Vicente, José, 2008, "The role of no-arbitrage on forecasting: Lessons from a parametric term structure model," Journal of Banking & Finance, Elsevier, volume 32, issue 12, pages 2695-2705, December.

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, volume 27, issue 1, May.
  2. 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, volume 29, issue 2, pages 259-276.
  3. Tabak, Benjamin M. & Staub, Roberta B., 2007, "Assessing financial instability: The case of Brazil," Research in International Business and Finance, Elsevier, volume 21, issue 2, pages 188-202, June.

2006

  1. 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), volume 16, issue 2, pages 243-263, May-Augus.
  2. Eurilton Araujo, 2006, "Estimating and Testing Two Consumption-Based Asset Pricing Models for Brazil: An Information-Theoretic Approach," Brazilian Business Review, Fucape Business School, volume 3, issue 1, pages 1-14, January.
  3. 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, volume 4, issue 1, pages 97-118.
  4. Fabia A de Carvalho & Mauricio S. Bugarin, 2006, "Inflation Expectations in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 101-145.
  5. 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, volume 26, issue 2, November.

2005

  1. 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), volume 15, issue 1, pages 11-33, January-A.
  2. 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, volume 9, issue 2, pages 121-144.
  3. 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, volume 3, issue 2, pages 223-249.
  4. Mauricio S. Bugarin & Fabia A. de Carvalho, 2005, "Comment on ‘Market discipline and monetary policy’ by Carl Walsh," Oxford Economic Papers, Oxford University Press, volume 57, issue 4, pages 732-739, October.
  5. 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, volume 3, issue 1, pages 55-100.
  6. Luis Felipe Céspedes C. & Ilan Goldfajn & Phil Lowe & Rodrigo Valdés P., 2005, "Policy Responses to external Shocks in Australia, Brazil and Chile," Journal Econom a Chilena (The Chilean Economy), Central Bank of Chile, volume 8, issue 2, pages 7-44, August.
  7. 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, volume 0, issue 1, pages 77-103, enero-mar.
  8. Takeda, Tony & Rocha, Fabiana & Nakane, Márcio I., 2005, "The Reaction of Bank Lending to Monetary Policy in Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 59, issue 1, January.

2004

  1. 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, volume 2, issue 2, pages 207-223.
  2. 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), volume 58, issue 4, October.
  3. 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, volume 24, issue 1, May.
  4. Chang, Eui Jung & Lima, Eduardo Jose Araujo & Tabak, Benjamin Miranda, 2004, "Testing for predictability in emerging equity markets," Emerging Markets Review, Elsevier, volume 5, issue 3, pages 295-316, September.
  5. Moreira, João Maurício de Souza & Lemgruber, Eduardo Facó, 2004, "O Uso de Dados de Alta Freqüência na Estimação da Volatilidade e do Valor em Risco para o IBOVESPA," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 58, issue 1, January.

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, volume 22, issue 7, pages 1015-1040, December.
  2. Ilan Goldfajn & Poonam Gupta, 2003, "Does Monetary Policy Stabilize the Exchange Rate Following a Currency Crisis?," IMF Staff Papers, Palgrave Macmillan, volume 50, issue 1, pages 1-5.
  3. 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), volume 57, issue 3, July.

2002

  1. Taimur Baig & Ilan Goldfajn, 2002, "Monetary Policy in the Aftermath of Currency Crises: The Case of Asia," Review of International Economics, Wiley Blackwell, volume 10, issue 1, pages 92-112, February, DOI: 10.1111/1467-9396.00320.
  2. Goldfajn, Ilan & Silveira, Marcos Antonio, 2002, "Should government smooth exchange rate risk?," Journal of Development Economics, Elsevier, volume 69, issue 2, pages 393-421, December.
  3. Francisco Marcos Rodrigues Figueiredo & Roberta Blass Staub, 2002, "Evaluación y combinación de mediciones de inflación de base para Brasil," Monetaria, CEMLA, volume 0, issue 1, pages 29-50, enero-mar.
  4. Francisco Marcos Rodrigues Figueiredo & Roberta Blass Staub, 2002, "Evaluation and Combination of Core Inflation Measures for Brazil," Money Affairs, CEMLA, volume 0, issue 1, pages 1-20, January-J.

2001

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

2000

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

1999

  1. Taimur Baig & Ilan Goldfajn, 1999, "Financial Market Contagion in the Asian Crisis," IMF Staff Papers, Palgrave Macmillan, volume 46, issue 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, volume 114, issue 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, volume 45, issue 1, pages 161-202, March.
  2. Goldfajn, Ilan & Valdes, Rodrigo O., 1998, "Are currency crises predictable?," European Economic Review, Elsevier, volume 42, issue 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, volume 7, issue 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, volume 26, issue 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), volume 45, issue 0, January.

Chapters

2025

  1. Eduardo Amaral & Torsten Ehlers & Ilhyock Shim & Alexandre Tombini, 2025, "Monetary policy decision-making and communication under high uncertainty: insights from a survey of central banks in the Americas and beyond," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Monetary policy decision-making and communication under high uncertainty".
  2. Diogo Abry Guillen & Leonardo Nogueira Ferreira, 2025, "Monetary policy decision making and communication under heightened uncertainty in Brazil," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Monetary policy decision-making and communication under high uncertainty".

2018

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

2017

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

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, Bank for International Settlements, in: Bank for International Settlements, "The transmission of unconventional monetary policy to the emerging markets".

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, Springer, chapter 0, in: Juan R. Cuadrado-Roura & Patricio Aroca, "Regional Problems and Policies in Latin America", DOI: 10.1007/978-3-642-39674-8_21.
  2. Luiz Awazu Pereira da Silva & Adriana Soares Sales & Wagner Piazza Gaglianone, 2013, "Financial stability in Brazil," Chapters, Edward Elgar Publishing, chapter 4, in: Andreas Dombret & Otto Lucius, "Stability of the Financial System".
  3. Fernando Nascimento de Oliveira & Myrian Beatriz Petrassi, 2013, "¿El fin de la persistencia inflacionaria?," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 7, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo, "Dinámica inflacionaria, persistencia y formación de precios y salarios".
  4. Fernando N. de Oliveira & Myrian Beatriz Petrassi, 2013, "Is the Inflation Persistence Over?," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 7, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo, "Inflationary Dynamics, Persistence, and Prices and Wages Formation".

2012

  1. Carlos Hamilton Araujo & Cyntia Azevedo & Silvio Costa, 2012, "Fiscal consolidation and macroeconomic challenges in Brazil," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Fiscal policy, public debt and monetary policy in emerging market economies".

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, Bank for International Settlements, in: Bank for International Settlements, "Portfolio and risk management for central banks and sovereign wealth funds".

2010

  1. Carlos Hamilton V Araujo & Wagner P Gaglianone, 2010, "Survey-based inflation expectations in Brazil," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Monetary policy and the measurement of inflation: prices, wages and expectations".
  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, Palgrave Macmillan, chapter 6, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm, "Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds", DOI: 10.1057/9780230251298_6.

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, Edward Elgar Publishing, chapter 10, in: Gill Hammond & Ravi Kanbur & Eswar Prasad, "Monetary Policy Frameworks for Emerging Markets".

2008

  1. Afonso S Bevilaqua & Mário Mesquita & André Minella, 2008, "Brazil: taming inflation expectations," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Transmission mechanisms for monetary policy in emerging market economies".

2007

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

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, Central Bank of Chile, chapter 5, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc, "External Vulnerability and Preventive Policies".

2004

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

2003

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

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, Central Bank of Chile, chapter 13, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor), "Inflation Targeting: Desing, Performance, Challenges".
  2. Ilan Goldfajn & Poonam Gupta, 2002, "Overshootings and Reversals: The Role of Monetary Policy," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 9, in: Leonardo Hernández & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se, "Banking, Financial Integration, and International Crises".
  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, Central Bank of Chile, chapter 10, in: Fernando Lefort & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Serie, "Indexation, Inflation and Monetary Policy".

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