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Angelo Marsiglia Fasolo

Personal Details

First Name:Angelo
Middle Name:Marsiglia
Last Name:Fasolo
Suffix:
RePEc Short-ID:pfa283
[This author has chosen not to make the email address public]
https://sites.google.com/site/angelofasolo/
Twitter: @amfasolo
Terminal Degree:2010 Department of Economics; Duke University (from RePEc Genealogy)

Affiliation

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)

Research output

as
Jump to: Working papers

Working papers

  1. Cyntia Freitas Azevedo & Angelo Marsiglia Fasolo, 2015. "Effective Tax Rates on Consumption and Factor Incomes: a quarterly frequency estimation for Brazil," Working Papers Series 398, Central Bank of Brazil, Research Department.
  2. Sergio Afonso Lago Alves & Angelo Marsiglia Fasolo, 2015. "Not Just Another Mixed Frequency Paper," Working Papers Series 400, Central Bank of Brazil, Research Department.
  3. Angelo Marsiglia Fasolo, 2014. "The Ramsey Steady State under Optimal Monetary and Fiscal Policy for Small Open Economies," Working Papers Series 357, Central Bank of Brazil, Research Department.
  4. Angelo Marsiglia Fasolo, 2012. "A Note on Particle Filters Applied to DSGE Models," Working Papers Series 281, Central Bank of Brazil, Research Department.
  5. Angelo M. Fasolo, 2011. "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series 262, Central Bank of Brazil, Research Department.
  6. Angelo Marsiglia Fasolo, 2006. "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series 112, Central Bank of Brazil, Research Department.
  7. Marcelo Savino Portugal & Angelo Marsiglia Fasolo, 2004. "Imperfect Rationality and Inflationary Inertia: A New Estimation of the Phillips Curve for Brazil," Econometric Society 2004 Latin American Meetings 5, Econometric Society.

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. Angelo Marsiglia Fasolo, 2012. "A Note on Particle Filters Applied to DSGE Models," Working Papers Series 281, Central Bank of Brazil, Research Department.

    Cited by:

    1. Bruno Martins, 2012. "Local Market Structure and Bank Competition: evidence from the Brazilian auto loan market," Working Papers Series 299, Central Bank of Brazil, Research Department.
    2. Papadimitriou, Theophilos & Gogas, Periklis & Tabak, Benjamin M., 2013. "Complex networks and banking systems supervision," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4429-4434.
    3. Waldyr Areosa & Marta Areosa, 2012. "Information (in) Chains: information transmission through production chains," Working Papers Series 286, Central Bank of Brazil, Research Department.
    4. Grazzini, Jakob & Richiardi, Matteo, 2015. "Estimation of ergodic agent-based models by simulated minimum distance," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 148-165.

  2. Angelo M. Fasolo, 2011. "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series 262, Central Bank of Brazil, Research Department.

    Cited by:

    1. Bruno Martins, 2012. "Local Market Structure and Bank Competition: evidence from the Brazilian auto loan market," Working Papers Series 299, Central Bank of Brazil, Research Department.
    2. José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012. "Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options," Working Papers Series 269, Central Bank of Brazil, Research Department.
    3. Waldyr Areosa & Marta Areosa, 2012. "Information (in) Chains: information transmission through production chains," Working Papers Series 286, Central Bank of Brazil, Research Department.
    4. Angelo Marsiglia Fasolo, 2012. "A Note on Particle Filters Applied to DSGE Models," Working Papers Series 281, Central Bank of Brazil, Research Department.

  3. Angelo Marsiglia Fasolo, 2006. "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series 112, Central Bank of Brazil, Research Department.

    Cited by:

    1. Vanderlei Kleinschmidt & Roberto Meurer, 2008. "Interdependence in conditional variances between Latin American stock markets," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807211543080, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

  4. Marcelo Savino Portugal & Angelo Marsiglia Fasolo, 2004. "Imperfect Rationality and Inflationary Inertia: A New Estimation of the Phillips Curve for Brazil," Econometric Society 2004 Latin American Meetings 5, Econometric Society.

    Cited by:

    1. Kushal Banik Chowdhury & Nityananda Sarkar, 2017. "Is the Hybrid New Keynesian Phillips Curve Stable? Evidence from Some Emerging Economies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(3), pages 427-449, September.
    2. Adolfo Sachsida & Marcio Ribeiro & Claudio Hamilton dos Santos, 2009. "A Curva de Phillips e a Experiência Brasileira," Discussion Papers 1430, Instituto de Pesquisa Econômica Aplicada - IPEA.
    3. Alexis Maka & Fernando De Holanda Barbosa, 2014. "Phillips Curves: An Encompassing Test," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 061, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    4. Vicente da Gama Machado & Marcelo Savino Portugal, 2014. "Phillips curve in Brazil: an unobserved components approach," Working Papers Series 354, Central Bank of Brazil, Research Department.
    5. Adolfo Sachsida, 2014. "Inflação, Desemprego e Choques Cambiais: Uma Revisão da Literatura Sobre a Curva de Phillips no Brasil," Discussion Papers 1924, Instituto de Pesquisa Econômica Aplicada - IPEA.
    6. Leandro Nascimento Brito & Elcyon Caiado Rocha Lima, 2008. "Inflação e Nível de Atividade no Brasil: Estimativas via Curva de Phillips," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807211039560, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 7 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-DGE: Dynamic General Equilibrium (3) 2011-12-13 2012-07-14 2014-09-25
  2. NEP-MAC: Macroeconomics (3) 2004-10-30 2014-09-25 2015-10-17
  3. NEP-CMP: Computational Economics (2) 2012-07-14 2014-09-25
  4. NEP-ECM: Econometrics (2) 2012-07-14 2015-10-17
  5. NEP-MON: Monetary Economics (2) 2004-10-30 2014-09-25
  6. NEP-PBE: Public Economics (2) 2014-09-25 2015-10-17
  7. NEP-CFN: Corporate Finance (1) 2007-06-02
  8. NEP-ETS: Econometric Time Series (1) 2015-10-17
  9. NEP-FOR: Forecasting (1) 2015-10-17
  10. NEP-OPM: Open Economy Macroeconomics (1) 2014-09-25
  11. NEP-ORE: Operations Research (1) 2011-12-13
  12. NEP-PUB: Public Finance (1) 2015-10-17
  13. NEP-RMG: Risk Management (1) 2007-06-02
  14. NEP-SEA: South East Asia (1) 2007-06-02

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