Details about Marco Bonomo

Access statistics for papers by Marco Bonomo.

Last updated 2008-12-14. Update your information in the RePEc Author Service.

Short-id: pbo99

Working Papers

2008

1. Imperfectly credible disinflation under endogenous time-dependent pricing
   Staff Reports, Federal Reserve Bank of New York
   Also in Macroeconomics, EconWPA (2005) View citations
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2005) View citations
2. Political Business Cycles through Lobbying
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations

2005

3. CALIBRANDO E SIMULANDO O MODELO DO ACELERADOR FINANCEIRO PARA A ECONOMIA BRASILEIRA
   Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]
4. Endogenous Time-Dependent Rules and Inflation Inertia
   Macroeconomics, EconWPA View citations
   Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (1999) View citations
   See also Journal Article in Journal of Money, Credit and Banking (2004)
5. Endogenous Time-Dependent Rules and the Costs of Disinflation with Imperfect Credibility
   Macroeconomics, EconWPA View citations
   Also in Macroeconomics, EconWPA (2005)
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2003) View citations
6. Special Interests and Political Business Cycles
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations

2004

7. Debt composition and exchange rate balance sheet effects in Brazil: A firm level analysis
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
   See also Journal Article in Emerging Markets Review (2003)
8. Elections and Exchange Rate Policy Cycles
   International Finance, EconWPA View citations
   Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2001)
   See also Journal Article in Economics and Politics (2005)
9. Optimal Rules under Adjustment Cost and Infrequent Information
   Econometric Society 2004 Latin American Meetings, Econometric Society

2003

10. Retornos Anormais e Estratégias Contrárias
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

2001

11. Regras Monetárias e Dinâmica Macroeconomica no Brasil: uma abordagem de expectativas racionais
    Ibmec Working Papers, Ibmec Working Paper, Ibmec São Paulo
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2001)
    Working Papers Series, Central Bank of Brazil, Research Department (2001)
    See also Journal Article in Revista Brasileira de Economia (2002)

2000

12. A Aleatoriedade do Passeio na Bovespa: Testando a Eficiência do Mercado Acionário Brasileira
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
    See also Journal Article in Revista Brasileira de Economia (2002)
13. Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2000)
    See also Journal Article in Revista Brasileira de Economia (2003)
14. Arbitrage Pricing Theory (APT) and Macroeconomics Variables: an empirical study for the Brazilian stock market
    Finance Lab Working Papers, Finance Lab, Ibmec São Paulo
15. Are One-Sided S,s Rules Useful Proxies For Optimal Pricing Rules?
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
16. The Macroeconomic Effects of Infrequent Information With Adjustment Costs
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1997) View citations
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1997)
    See also Journal Article in Canadian Journal of Economics (2001)

1999

17. Arbitrage Pricing Theory (APT) e Variáveis Macroeconômicas - Um Estudo Empírico Sobre o Mercado Acionário Brasileiro
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (1998)
18. Optimal State-Dependent Rules, Credibility, and Inflation Inertia
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
    See also Journal Article in Journal of Monetary Economics (2002)
19. Tests of Conditional Asset Pricing Models in the Brazilian Stock Market
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1997)
    CIRANO Working Papers, CIRANO (1997) View citations
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1997) View citations
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (1997) View citations
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1997) View citations
    See also Journal Article in Journal of International Money and Finance (2001)
20. The Political Economy of Exchange Rate Policy in Brazil: 1964-1997
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
    Also in RES Working Papers, Inter-American Development Bank, Research Department (1999) View citations
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (1998)

1998

21. Arbitrage Pricing Theory (APT) and Macroeconomics Variables: a comparative study for the brazilian stock market
    Finance Lab Working Papers, Finance Lab, Ibmec São Paulo

1996

22. Optimal state-dependent rules, credibility and the cost of disinflation
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations

1995

23. Infrequent information, optimal time and state dependent rules, and aggregate effects
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations

1994

24. Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles
    CIRANO Working Papers, CIRANO View citations
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1993) View citations
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (1993) View citations
25. Optimal two-sided and suboptimal one-sided state-dependent pricing rules
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations

1992

26. Busca e inflação
    Textos para discussão, Department of Economics PUC-Rio (Brazil)
27. Can a well-fitted equilibrium asset pricing model produce mean reversion?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991)
    See also Journal Article in Journal of Applied Econometrics (1994)
28. Consumption and equilibrium asset pricing: An empirical assessment
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991) View citations
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations
    See also Journal Article in Journal of Empirical Finance (1996)
29. Indexation, Staggering and Disinflation
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (1992)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992)
    See also Journal Article in Journal of Development Economics (1994)

1990

30. MEAN AVERSION IN EQUILIBRIUM ASSET PRICES: COMMENT
    Working Papers, Princeton, Department of Economics - Financial Research Center

Undated

31. Debt Composition and Balance Sheet Effects of Exchange and Interest Rate Volatility in Brazil
    DCBSLA Series, Inter-American Development Bank, Research Department View citations

Journal Articles

2005

1. ELECTIONS AND EXCHANGE RATE POLICY CYCLES
   Economics and Politics, 2005, 17, 151-176 View citations
   See also Working Paper (2004)

2004

2. Endogenous Time-Dependent Rules and Inflation Inertia
   Journal of Money, Credit and Banking, 2004, 36, (6), 1015-41 View citations
   See also Working Paper (2005)

2003

3. Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias
   Revista Brasileira de Economia, 2003, 57, (4)
   See also Working Paper (2000)
4. Debt composition and exchange rate balance sheet effect in Brazil: a firm level analysis
   Emerging Markets Review, 2003, 4, (4), 368-396 View citations
   See also Working Paper (2004)

2002

5. A Aleatoriedade do Passeio na Bovespa: Testando a Eficiência do Mercado Acionário Brasileiro
   Revista Brasileira de Economia, 2002, 56, (2)
   See also Working Paper (2000)
6. Optimal state-dependent rules, credibility, and inflation inertia
   Journal of Monetary Economics, 2002, 49, (7), 1317-1336 View citations
   See also Working Paper (1999)
7. Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais
   Revista Brasileira de Economia, 2002, 56, (4)
   See also Working Paper (2001)

2001

8. Tests of conditional asset pricing models in the Brazilian stock market
   Journal of International Money and Finance, 2001, 20, (1), 71-90
   See also Working Paper (1999)
9. The macroeconomic effects of infrequent information with adjustment costs
   Canadian Journal of Economics, 2001, 34, (1), 18-35 View citations
   See also Working Paper (2000)

1999

10. The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment
    Revista Brasileira de Economia, 1999, 53, (4) View citations

1996

11. Consumption and equilibrium asset pricing: An empirical assessment
    Journal of Empirical Finance, 1996, 3, (3), 239-265 View citations
    See also Working Paper (1992)

1994

12. Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion?
    Journal of Applied Econometrics, 1994, 9, (1), 19-29
    See also Working Paper (1992)
13. Indexation, staggering and disinflation
    Journal of Development Economics, 1994, 43, (1), 39-58 View citations
    See also Working Paper (1992)

1993

14. Search and inflation: a survey of the recent literature
    Estudios de Economia, 1993, 20, (2 Year 1993), 385-397

1986

15. Taxas de juros e depósitos em moeda estrangeira no Brasil: um comentário
    Revista Brasileira de Economia, 1986, 40, (2)