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Eurilton Araújo

Personal Details

First Name:Eurilton
Middle Name:
Last Name:Araújo
Suffix:
RePEc Short-ID:par291

Affiliation

(50%) Banco Central do Brasil

Brasília, Brazil
http://www.bcb.gov.br/

: (061) 3414-2401
(061) 3414-2480
Caixa Postal 08670 - CEP 70074-900 - Brasília DF
RePEc:edi:bcbgvbr (more details at EDIRC)

(50%) Fundação Instituto Capixaba de Pesquisas em Contabilidade, Economia e Finanças (FUCAPE)

Vitória, Brazil
http://www.fucape.br/

: +55 (27)4009-4444
+55 27 4009-4422
Av. Fernando Ferrari, 1358, Goiabeiras, Vitória / ES, CEP 29075-010
RePEc:edi:fucapbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Eurilton Araújo, 2015. "Monetary Policy Objectives and Money's Role in U.S. Business Cycles," Working Papers Series 403, Central Bank of Brazil, Research Department.
  2. Eurilton Araújo & Alexandre B. Cunha, 2014. "Simple Macroeconomic Policies and Welfare: a quantitative assessment," Working Papers Series 360, Central Bank of Brazil, Research Department.
  3. Eurilton Araújo, 2014. "Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices," Working Papers Series 376, Central Bank of Brazil, Research Department.
  4. Araújo, Eurilton & Pinheiro, Tatiana, 2008. "Policy Preferences for Output Stability before and after Inflation Targeting," Insper Working Papers wpe_149, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  5. Araújo, Eurilton, 2008. "Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America," Insper Working Papers wpe_113, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  6. Araújo, Eurilton, 2008. "Robust Monetary Policy with the Consumption-Wealth Channel," Insper Working Papers wpe_110, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  7. Araújo, Eurilton, 2008. "Supply-side effects of monetary policy and the central bank’s objective function," Insper Working Papers wpe_116, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  8. Araújo, Eurilton & Donha, Talita, 2008. "Discricionariedade na Política Monetária Brasileira após o Plano Real: Um teste baseado na Correlação de Longo Prazo entre Inflação e Produto," Insper Working Papers wpe_109, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  9. Araújo, Eurilton, 2008. "Optimal Monetary Policy and Interest Income Taxation," Insper Working Papers wpe_111, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  10. Araújo, Eurilton, 2008. "Real Wage Rigidity and the Taylor Principle," Insper Working Papers wpe_112, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  11. Eurilton Araújo & Luciane C. Carpena & Alexandre B. Cunha, 2005. "Brazilian Business Cycles and Growth from 1850 to 2000," IBMEC RJ Economics Discussion Papers 2005-05, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  12. Araújo, E. & Fajardo, J. & Tavani, L., 2004. "CAPM Usando uma Carteira Sintética do PIB Brasileiro," Finance Lab Working Papers flwp_63, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  13. Araújo, E, 2004. "Avaliando Três Especificações para o Fator de Desconto Estocástico através da Fronteira de Volatilidade de Hansen e Jagannathan: Um Estudo Empirico para o Brasil," Insper Working Papers wpe_44, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  14. Araújo, E., 2004. "Medindo o Impacto Regional da Política Monetária Brasileira: Uma Comparação entre as Regiões Nordeste e Sul," Insper Working Papers wpe_46, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  15. Araújo, E. & Santos, T. T., 2004. "A dinâmica da Inflação Brasileira após o Plano Real," Insper Working Papers wpe_47, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  16. Araújo, E. & Gama, C. A. F., 2004. "Replicando características de ciclos econômicos: um estudo comparativo entre Redes Neurais Artificiais e modelos ARIMA," Insper Working Papers wpe_45, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  17. Araujo, Eurilton & Fiorencio, Antonio, 2002. "Frequency Domain Analysis of Core Inflation Measures for Brasil," Insper Working Papers wpe_28, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  18. Araujo, Eurilton & Cunha, Alexandre, 2002. "Brazilian Inflation and GDP from 1850 to 2000: An Empirical Investigation," Insper Working Papers wpe_26, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  19. Araújo, Eurilton, 2002. "Regional Comovement in the US: Can it Be Explained by a Common Component?," Insper Working Papers wpe_21, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  20. Araujo, Eurilton, 2002. "Export-Led Recoveries in a Small Open Industrialized Economy," Insper Working Papers wpe_32, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  21. Araujo, Eurilton, 2002. "Intratemporal Adjustment Costs and International Co-movement," Insper Working Papers wpe_18, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  22. Araujo, Eurilton, 2002. "Taylor Rule and Fixed Exchange Rate Regime in a Small Open Developing Economy with Financially Constrained Households," Insper Working Papers wpe_33, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

Articles

  1. Araújo, Eurilton, 2016. "Determinacy and learnability of equilibrium in a small-open economy with sticky wages and prices," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 16-32.
  2. Araújo, Eurilton, 2015. "Monetary policy objectives and Money’s role in U.S. business cycles," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 85-107.
  3. Cunha, Alexandre & Araújo, Eurilton, 2014. "Simple Macroeconomic Policies and Welfare: A Quantitative Assessment," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 68(3), September.
  4. Eurilton Araújo & Débora Gouveia, 2013. "Calvo-type rules and the forward-looking behavior of inflation targeting central banks," Economics Bulletin, AccessEcon, vol. 33(3), pages 2042-2051.
  5. Araújo, Eurilton, 2013. "Robust monetary policy with the consumption-wealth channel," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 296-311.
  6. Araújo, Eurilton, 2012. "Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil," Economic Modelling, Elsevier, vol. 29(3), pages 671-678.
  7. Eurilton Araujo, 2009. "Supply-side effects of monetary policy and the central bank's objective function," Economics Bulletin, AccessEcon, vol. 29(2), pages 680-692.
  8. Araújo, Eurilton, 2009. "Real wage rigidity and the Taylor principle," Economics Letters, Elsevier, vol. 104(1), pages 46-48, July.
  9. Araújo, Eurilton, 2009. "Macroeconomic shocks and the co-movement of stock returns in Latin America," Emerging Markets Review, Elsevier, vol. 10(4), pages 331-344, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Eurilton Araújo & Alexandre B. Cunha, 2014. "Simple Macroeconomic Policies and Welfare: a quantitative assessment," Working Papers Series 360, Central Bank of Brazil, Research Department.

    Cited by:

    1. Cunha, Alexandre B., 2002. "Optimal Exchange Rate Policy and Business Cycles," Insper Working Papers wpe_19, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

  2. Araújo, Eurilton, 2008. "Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America," Insper Working Papers wpe_113, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2016. "Continuous wavelet transform and rolling correlation of European stock markets," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 237-256.
    2. Syllignakis, Manolis N. & Kouretas, Georgios P., 2011. "Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 717-732, October.
    3. Walid, Chkili & Chaker, Aloui & Masood, Omar & Fry, John, 2011. "Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach," Emerging Markets Review, Elsevier, vol. 12(3), pages 272-292, September.
    4. Raphael A Espinoza & Oral Williams & Ananthakrishnan Prasad, 2010. "Regional Financial Integration in the GCC," IMF Working Papers 10/90, International Monetary Fund.
    5. Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017. "Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages," Emerging Markets Review, Elsevier, vol. 33(C), pages 90-101.
    6. Guneratne Wickremasinghe, 2011. "The Sri Lankan stock market and the macroeconomy: an empirical investigation," Studies in Economics and Finance, Emerald Group Publishing, vol. 28(3), pages 179-195, August.
    7. Jayasuriya, Shamila A., 2011. "Stock market correlations between China and its emerging market neighbors," Emerging Markets Review, Elsevier, vol. 12(4), pages 418-431.
    8. Piljak, Vanja, 2013. "Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets," Emerging Markets Review, Elsevier, vol. 17(C), pages 29-43.

  3. Araújo, Eurilton, 2008. "Supply-side effects of monetary policy and the central bank’s objective function," Insper Working Papers wpe_116, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Siddhartha Chattopadhyay & Taniya Ghosh, 2017. "Cost Channel, Interest Rate Pass-Through and Optimal Policy under Zero Lower Bound," Working Papers id:11698, eSocialSciences.
    2. Siddhartha Chattopadhyay & Taniya Ghosh, 2016. "Cost channel, interest rate pass-through and optimal monetary policy under zero lower bound," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-012, Indira Gandhi Institute of Development Research, Mumbai, India.
    3. Siddhartha Chattopadhyay, 2016. "Cost Channel, Interest Rate Pass-Through and Optimal Monetary Policy under Zero Lower Bound," Working Papers id:11075, eSocialSciences.

  4. Araújo, Eurilton, 2008. "Real Wage Rigidity and the Taylor Principle," Insper Working Papers wpe_112, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Buffie, Edward F., 2013. "The Taylor principle fights back, Part I," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2771-2795.

  5. Eurilton Araújo & Luciane C. Carpena & Alexandre B. Cunha, 2005. "Brazilian Business Cycles and Growth from 1850 to 2000," IBMEC RJ Economics Discussion Papers 2005-05, Economics Research Group, IBMEC Business School - Rio de Janeiro.

    Cited by:

    1. Isidro-Luna, Victor, 2014. "¿Hacia dónde va el Banco del Sur? Revisando la experiencia del bndes en Brasil," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(40), pages 65-92, primer se.
    2. Valls Pereira, Pedro L. & Vieira, Heleno Piazentini, 2013. "A Study of the Brazilian business cycles (1900 – 2012)," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 33(2), November.
    3. Morais, Igor Alexandre C. & Chauvet, Marcelle, 2011. "Leading Indicators for the Capital Goods Industry," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(1), March.

  6. Araújo, E. & Fajardo, J. & Tavani, L., 2004. "CAPM Usando uma Carteira Sintética do PIB Brasileiro," Finance Lab Working Papers flwp_63, Finance Lab, Insper Instituto de Ensino e Pesquisa.

    Cited by:

  7. Araújo, E., 2004. "Medindo o Impacto Regional da Política Monetária Brasileira: Uma Comparação entre as Regiões Nordeste e Sul," Insper Working Papers wpe_46, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Rocha, Roberta de Moraes & da Silva, Marcelo Eduardo Alves & Gomes, Sonia Maria Fonseca Pereira Oliveira, 2011. "Por que os estados brasileiros têm reações assimétricas a choques na política monetária?," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 65(4), November.

Articles

  1. Cunha, Alexandre & Araújo, Eurilton, 2014. "Simple Macroeconomic Policies and Welfare: A Quantitative Assessment," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 68(3), September.
    See citations under working paper version above.
  2. Araújo, Eurilton, 2012. "Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil," Economic Modelling, Elsevier, vol. 29(3), pages 671-678.

    Cited by:

    1. Taştan, Hüseyin, 2013. "Real business cycles in emerging economies: Turkish case," Economic Modelling, Elsevier, vol. 34(C), pages 106-113.
    2. Hüseyin Taştan & Bekir Aşık, 2014. "A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 3(2), pages 27-50, May.

  3. Eurilton Araujo, 2009. "Supply-side effects of monetary policy and the central bank's objective function," Economics Bulletin, AccessEcon, vol. 29(2), pages 680-692.
    See citations under working paper version above.
  4. Araújo, Eurilton, 2009. "Real wage rigidity and the Taylor principle," Economics Letters, Elsevier, vol. 104(1), pages 46-48, July.
    See citations under working paper version above.
  5. Araújo, Eurilton, 2009. "Macroeconomic shocks and the co-movement of stock returns in Latin America," Emerging Markets Review, Elsevier, vol. 10(4), pages 331-344, December.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 19 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 (8) 2005-12-01 2005-12-09 2008-05-17 2008-05-17 2008-05-17 2014-09-25 2015-01-19 2015-10-25. Author is listed
  2. NEP-CBA: Central Banking (6) 2002-10-23 2008-05-17 2008-05-17 2008-05-17 2014-09-25 2015-10-25. Author is listed
  3. NEP-MON: Monetary Economics (6) 2002-10-23 2002-10-23 2008-05-17 2014-09-25 2015-01-19 2015-10-25. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (2) 2002-10-23 2014-09-25
  5. NEP-IFN: International Finance (2) 2002-10-23 2008-05-17
  6. NEP-BAN: Banking (1) 2006-12-01
  7. NEP-ENE: Energy Economics (1) 2008-11-18
  8. NEP-FIN: Finance (1) 2002-10-23
  9. NEP-HIS: Business, Economic & Financial History (1) 2005-12-01
  10. NEP-LAB: Labour Economics (1) 2008-05-17
  11. NEP-LAM: Central & South America (1) 2008-05-17
  12. NEP-PBE: Public Economics (1) 2014-09-25
  13. NEP-RMG: Risk Management (1) 2008-05-17
  14. NEP-SOC: Social Norms & Social Capital (1) 2008-05-17

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