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Marco Bonomo

Personal Details

First Name:Marco
Middle Name:Antonio
Last Name:Bonomo
Suffix:
RePEc Short-ID:pbo99
https://sites.google.com/site/marcoacbonomo/home
Rua Quatá, 300 São Paulo, SP 04546-042
55-11-45042342

Affiliation

(98%) Insper Instituto de Ensino e Pesquisa

São Paulo, Brazil
http://www.insper.edu.br/
RePEc:edi:ibmecbr (more details at EDIRC)

(2%) Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)

Montréal, Canada
https://cireqmontreal.com/
RePEc:edi:cdmtlca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Marco Bonomo & Carlos Carvalho & Oleksiy Kryvtsov & Sigal Ribon & Rodolfo Rigato, 2020. "Multi-Product Pricing: Theory and Evidence from Large Retailers in Israel," Staff Working Papers 20-12, Bank of Canada.
  2. Marco Bonomo & Bruno Martins, 2016. "The Impact of Government-Driven Loans in the Monetary Transmission Mechanism: what can we learn from firm-level data?," Working Papers Series 419, Central Bank of Brazil, Research Department.
  3. Vivian Malta & Rene Garcia & Carlos Carvalho & Marco Bonomo, 2015. "Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information," 2015 Meeting Papers 1339, Society for Economic Dynamics.
  4. Bonomo, Marco & Brito, Ricardo & Martins, Bruno, 2015. "Macroeconomic and Financial Consequences of the Post-Crisis Government-Driven Credit Expansion in Brazil," IDB Publications (Working Papers) 6827, Inter-American Development Bank.
  5. Lira Mota & Joao De Mello & Marco Bonomo, 2015. "Short-Selling Restrictions and Returns: a Natural Experiment," 2015 Meeting Papers 1353, Society for Economic Dynamics.
  6. Marco Bonomo & Ricardo Brito & Bruno Martins, 2014. "Macroeconomic and Financial Consequences of the After Crisis Government-Driven Credit Expansion in Brazil," Working Papers Series 378, Central Bank of Brazil, Research Department.
  7. Rene Garcia & Carlos Carvalho & Marco Bonomo, 2013. "Time- and State-Dependent Pricing: A Unified Framework," 2013 Meeting Papers 759, Society for Economic Dynamics.
  8. Marco Bonomo & Marcelo Medeiros & Arnildo Correa, 2011. "Estimating Strategic Complementarity in a State-Dependent Pricing Model," 2011 Meeting Papers 691, Society for Economic Dynamics.
  9. Marco Bonomo & Carlos Carvalho & Rene Garcia, 2010. "State-dependent pricing under infrequent information: a unified framework," Staff Reports 455, Federal Reserve Bank of New York.
  10. Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010. "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," TSE Working Papers 10-187, Toulouse School of Economics (TSE).
  11. Marco Bonomo & Cristina Terra, 2008. "Political Business Cycles through Lobbying," THEMA Working Papers 2008-18, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  12. Bonomo, Marco Antônio Cesar & Terra, Maria Cristina T., 2005. "Special interests and political business cycles," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 597, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  13. Bruno Silva Martins & Marco Bonomo, 2005. "Calibrando E Simulando O Modelo Do Acelerador Financeiro Para A Economia Brasileira," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 043, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  14. Marco Bonomo & Carlos Viana de Carvalho, 2005. "Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing," Macroeconomics 0509005, University Library of Munich, Germany, revised 09 Sep 2005.
  15. Marco Bonomo & Cristina Terra, 2004. "Elections and Exchange Rate Policy Cycles," International Finance 0402001, University Library of Munich, Germany.
  16. Rene Garcia & Marco Bonomo, 2004. "Optimal Rules under Adjustment Cost and Infrequent Information," Econometric Society 2004 Latin American Meetings 135, Econometric Society.
  17. Marco Bonomo & Carlos Viana de Carvalho, 2004. "Endogenous Time-Dependent Rules and the Costs of Disinflation with Imperfect Credibility," Macroeconomics 0402006, University Library of Munich, Germany, revised 09 Sep 2005.
  18. Martins, Betina Guimarães Dodsworth & Pinto, Rodrigo Ribeiro Antunes & Bonomo, Marco Antônio Cesar, 2004. "Debt composition and exchange rate balance sheet effects in Brazil: a firm level analysis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 535, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  19. Marco Bonomo & Carlos Carvalho, 2004. "Endogenous Time-Dependent Rules and Inflation Inertia," Macroeconomics 0402005, University Library of Munich, Germany, revised 15 Nov 2005.
  20. Bonomo, Marco Antônio Cesar & Agnol, Ivana Cristina Queiroz Dall, 2003. "Retornos anormais e estratégias reversas," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 482, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  21. Bonomo, M. A. & Brito, R.D., 2001. "Regras Monetárias e Dinâmica Macroeconomica no Brasil: uma abordagem de expectativas racionais," Insper Working Papers wpe_11, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  22. Marco Antonio Bonomo & Vinicius Carrasco & Humberto Moreira, 2000. "Aprendizado evolucionário, inércia inflacionária e recessão em desinflações monetárias," Textos para discussão 437, Department of Economics PUC-Rio (Brazil).
  23. Bonomo, Marco Antônio Cesar, 2000. "Are one-sided S,s rules useful proxies for optimal pricing rules?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 369, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  24. Schor, A. & Bonomo, M. & Pedro L. Valls Pereira, 2000. "Arbitrage Pricing Theory (APT) and Macroeconomics Variables: an empirical study for the Brazilian stock market," Finance Lab Working Papers flwp_19, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  25. Coelho, Cristiano Augusto Fernandes & Bonomo, Marco Antônio Cesar & Torres, Ricardo, 2000. "A aleatoriedade do passeio na BOVESPA: testando a eficiência do mercado acionário brasileira," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 402, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  26. Almeida Neto, Heitor Vieira de & Bonomo, Marco Antônio Cesar, 1999. "Optimal state-dependent rules, credibility, and inflation inertia," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 349, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  27. Carvalho, Carlos Viana de & Bonomo, Marco Antônio Cesar, 1999. "Endogenous time-dependent rules and inflation inertia: preliminary version," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 348, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  28. Marco Bonomo & Cristina Terra, 1999. "The Political Economy of Exchange Rate Policy in Brazil: 1964-1997," Research Department Publications 3065, Inter-American Development Bank, Research Department.
  29. Bonomo, Marco Antônio Cesar & Terra, Maria Cristina T., 1999. "The political economy of exchange rate policy in Brazil: 1964-1999," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 341, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  30. Marco Bonomo & Maria Cristina Terra, 1998. "The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment," Textos para discussão 395, Department of Economics PUC-Rio (Brazil).
  31. Adriana Schor & Marco Bonomo & Pedro L. Valls Pereira, 1998. "Arbitrage Pricing Theory (APT) e variáveis macroeconômicas. Um estudo empírico sobre o mercado acionário brasileiro," Textos para discussão 391, Department of Economics PUC-Rio (Brazil).
  32. Schor, A. & Bonomo, M. & Pedro L. Valls Pereira, 1998. "Arbitrage Pricing Theory (APT) and Macroeconomics Variables: a comparative study for the brazilian stock market," Finance Lab Working Papers flwp_1, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  33. BONOMO, Marco & GARCIA, René, 1997. "The Macroeconomic Effects of Infrequent Information with Adjustment Costs," Cahiers de recherche 9716, Universite de Montreal, Departement de sciences economiques.
  34. Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO.
  35. Heitor Almeida & Marco Antônio Bonomo, 1996. "Optimal state-dependent rules, credibility and the cost of disinflation," Textos para discussão 359, Department of Economics PUC-Rio (Brazil).
  36. Marco Antonio Bonomo & Rene Garcia, 1995. "Infrequent information, optimal time and state dependent rules, and aggregate effects," Textos para discussão 350, Department of Economics PUC-Rio (Brazil).
  37. Marco Bonomo & René Garcia, 1994. "Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles," CIRANO Working Papers 94s-14, CIRANO.
  38. Marco Antonio Bonomo, 1994. "Optimal two-sided and suboptimal one-sided state-dependent pricing rules," Textos para discussão 313, Department of Economics PUC-Rio (Brazil).
  39. Garcia, R. & Bonomo, M., 1992. "Indexation, Staggering and Disinflation," Cahiers de recherche 9226, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  40. Bonomo, m. & Garcia, r., 1991. "Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion?," Cahiers de recherche 9127, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  41. Bonomo, M. & Garcia, R., 1991. "Consumption and Equilibrium Asset Pricing: an Empirical Assessment," Cahiers de recherche 9126, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  42. Bonomo, M. & Garcia, R., 1990. "Mean Aversion In Equilibrium Asset Prices: Comment," Papers 120, Princeton, Department of Economics - Financial Research Center.
  43. Marco Bonomo, "undated". "Debt Composition and Balance Sheet Effects of Exchange and Interest Rate Volatility in Brazil," DCBSLA Series 1, Inter-American Development Bank, Research Department.

Articles

  1. Bonomo, Marco & Brito, Ricardo D. & Martins, Bruno, 2015. "The after crisis government-driven credit expansion in Brazil: A firm level analysis," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 111-134.
  2. Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2015. "The long and the short of the risk-return trade-off," Journal of Econometrics, Elsevier, vol. 187(2), pages 580-592.
  3. Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap, 2011. "Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices," Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 82-122.
  4. Marco Bonomo & Carlos Carvalho, 2010. "Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 799-831, August.
  5. Marco Bonomo & Cristina Terra, 2010. "Electoral Cycles Through Lobbying," Economics and Politics, Wiley Blackwell, vol. 22(3), pages 446-470, November.
  6. Marco Bonomo & Cristina Terra, 2005. "Elections And Exchange Rate Policy Cycles," Economics and Politics, Wiley Blackwell, vol. 17(2), pages 151-176, July.
  7. Bonomo, Marco & Carvalho, Carlos, 2004. "Endogenous Time-Dependent Rules and Inflation Inertia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(6), pages 1015-1041, December.
  8. Bonomo, Marco & Martins, Betina & Pinto, Rodrigo, 2003. "Debt composition and exchange rate balance sheet effect in Brazil: a firm level analysis," Emerging Markets Review, Elsevier, vol. 4(4), pages 368-396, December.
  9. Bonomo, Marco Antonio Cesar & Carrasco, Vinícius & Moreira, Humberto, 2003. "Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 57(4), October.
  10. Marco Bonomo & Ivana Dall'Agnol, 2003. "Abnormal Returns and Contrarian Strategies," Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(2), pages 165-215.
  11. Almeida, Heitor & Bonomo, Marco, 2002. "Optimal state-dependent rules, credibility, and inflation inertia," Journal of Monetary Economics, Elsevier, vol. 49(7), pages 1317-1336, October.
  12. Bonomo, Marco Antonio Cesar & Brito, Ricardo D., 2002. "Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 56(4), October.
  13. Torres, Ricardo & Bonomo, Marco Antonio Cesar & Fernandes, Cristiano, 2002. "A Aleatoriedade do Passeio na Bovespa: Testando a Eficiência do Mercado Acionário Brasileiro," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 56(2), April.
  14. Garcia, Rene & Bonomo, Marco, 2001. "Tests of conditional asset pricing models in the Brazilian stock market," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 71-90, February.
  15. Marco Bonomo & René Garcia, 2001. "The macroeconomic effects of infrequent information with adjustment costs," Canadian Journal of Economics, Canadian Economics Association, vol. 34(1), pages 18-35, February.
  16. Bonomo, Marco, 2000. "Are One-Sided S,s Rules Useful Proxies For Optimal Pricing Rules?," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 20(1), May.
  17. Bonomo, Marco Antonio Cesar & Terra, Maria Cristina Trindade, 1999. "The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 53(4), October.
  18. Bonomo, Marco & Garcia, Rene, 1996. "Consumption and equilibrium asset pricing: An empirical assessment," Journal of Empirical Finance, Elsevier, vol. 3(3), pages 239-265, September.
  19. Bonomo, Marco & Garcia, Rene, 1994. "Indexation, staggering and disinflation," Journal of Development Economics, Elsevier, vol. 43(1), pages 39-58, February.
  20. Bonomo, Marco & Garcia, Rene, 1994. "Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(1), pages 19-29, Jan.-Marc.
  21. Marco Bonomo, 1993. "Search and inflation: a survey of the recent literature," Estudios de Economia, University of Chile, Department of Economics, vol. 20(2 Year 19), pages 385-397, December.
  22. Bonomo, Marco Antonio Cesar & Veloso, Ricardo Cicchelli, 1986. "Taxas de juros e depósitos em moeda estrangeira no Brasil: um comentário," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 40(2), April.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (9) 2003-05-18 2005-09-17 2005-12-01 2008-04-12 2008-12-07 2014-01-10 2015-01-14 2015-11-21 2020-04-20. Author is listed
  2. NEP-CBA: Central Banking (7) 2002-10-23 2005-09-17 2005-12-01 2008-12-07 2010-07-03 2016-04-16 2020-04-20. Author is listed
  3. NEP-MON: Monetary Economics (5) 2004-02-08 2004-02-08 2008-12-07 2016-04-16 2020-04-20. Author is listed
  4. NEP-CDM: Collective Decision-Making (2) 2004-02-08 2008-04-12
  5. NEP-LAM: Central & South America (2) 2003-05-18 2015-01-14
  6. NEP-POL: Positive Political Economics (2) 2004-02-08 2008-04-12
  7. NEP-BEC: Business Economics (1) 2010-10-02
  8. NEP-COM: Industrial Competition (1) 2020-04-20
  9. NEP-DGE: Dynamic General Equilibrium (1) 2015-11-21
  10. NEP-IFN: International Finance (1) 2004-02-08
  11. NEP-IND: Industrial Organization (1) 2020-04-20
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2010-10-02

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