|
|
|
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
Jump to Journal Articles
Working Papers
2008
- 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
- Political Business Cycles through Lobbying
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations
2005
- 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]
- 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)
- 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
- Special Interests and Political Business Cycles
Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations
2004
- 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)
- 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)
- Optimal Rules under Adjustment Cost and Infrequent Information
Econometric Society 2004 Latin American Meetings, Econometric Society
2003
- Retornos Anormais e Estratégias Contrárias
Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
2001
- 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
- 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)
- 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)
- Arbitrage Pricing Theory (APT) and Macroeconomics Variables: an empirical study for the Brazilian stock market
Finance Lab Working Papers, Finance Lab, Ibmec São Paulo
- 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)
- 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
- 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)
- 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)
- 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)
- 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
- 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
- Optimal state-dependent rules, credibility and the cost of disinflation
Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations
1995
- Infrequent information, optimal time and state dependent rules, and aggregate effects
Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations
1994
- 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
- Optimal two-sided and suboptimal one-sided state-dependent pricing rules
Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations
1992
- Busca e inflação
Textos para discussão, Department of Economics PUC-Rio (Brazil)
- 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)
- 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)
- 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
- MEAN AVERSION IN EQUILIBRIUM ASSET PRICES: COMMENT
Working Papers, Princeton, Department of Economics - Financial Research Center
Undated
- 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
- ELECTIONS AND EXCHANGE RATE POLICY CYCLES
Economics and Politics, 2005, 17, 151-176 View citations
See also Working Paper (2004)
2004
- 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
- Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias
Revista Brasileira de Economia, 2003, 57, (4) 
See also Working Paper (2000)
- 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
- 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)
- Optimal state-dependent rules, credibility, and inflation inertia
Journal of Monetary Economics, 2002, 49, (7), 1317-1336 View citations
See also Working Paper (1999)
- 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
- 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)
- 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
- The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment
Revista Brasileira de Economia, 1999, 53, (4) View citations
1996
- 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
- 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)
- Indexation, staggering and disinflation
Journal of Development Economics, 1994, 43, (1), 39-58 View citations
See also Working Paper (1992)
1993
- Search and inflation: a survey of the recent literature
Estudios de Economia, 1993, 20, (2 Year 1993), 385-397
1986
- Taxas de juros e depósitos em moeda estrangeira no Brasil: um comentário
Revista Brasileira de Economia, 1986, 40, (2)
|
|
|