Details about Marco Bonomo

Access statistics for papers by Marco Bonomo.

Last updated 2012-12-17. Update your information in the RePEc Author Service.

Short-id: pbo99

Working Papers

2011

1. Estimating Strategic Complementarity in a State-Dependent Pricing Model
   2011 Meeting Papers, Society for Economic Dynamics

2010

2. Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (1)
   Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) View citations (1)
   See also Journal Article in Review of Financial Studies (2011)
3. State-dependent pricing under infrequent information: a unified framework
   Staff Reports, Federal Reserve Bank of New York View citations (3)

2008

4. Imperfectly credible disinflation under endogenous time-dependent pricing
   Staff Reports, Federal Reserve Bank of New York View citations (1)
   Also in Macroeconomics, EconWPA (2005) View citations (12)
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2005) View citations (9)
   See also Journal Article in Journal of Money, Credit and Banking (2010)
5. Political Business Cycles through Lobbying
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (1)

2005

6. 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]
7. Endogenous Time-Dependent Rules and Inflation Inertia
   Macroeconomics, EconWPA View citations (5)
   Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (1999) View citations (10)
   See also Journal Article in Journal of Money, Credit and Banking (2004)
8. Endogenous Time-Dependent Rules and the Costs of Disinflation with Imperfect Credibility
   Macroeconomics, EconWPA View citations (1)
   Also in Macroeconomics, EconWPA (2005)
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2003) View citations (1)
9. Special Interests and Political Business Cycles
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations (9)

2004

10. 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 (8)
    See also Journal Article in Emerging Markets Review (2003)
11. Elections and Exchange Rate Policy Cycles
    International Finance, EconWPA View citations (1)
    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)
12. Optimal Rules under Adjustment Cost and Infrequent Information
    Econometric Society 2004 Latin American Meetings, Econometric Society View citations (1)

2003

13. Retornos anormais e estratégias reversas
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

2001

14. Regras Monetárias e Dinâmica Macroeconomica no Brasil: uma abordagem de expectativas racionais
    Ibmec Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (2)
    Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2001) View citations (19)
    Working Papers Series, Central Bank of Brazil, Research Department (2001)
    See also Journal Article in Revista Brasileira de Economia (2002)

2000

15. 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) View citations (1)
    See also Journal Article in Revista Brasileira de Economia (2002)
16. 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 (2)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2000) View citations (2)
    See also Journal Article in Revista Brasileira de Economia (2003)
17. Arbitrage Pricing Theory (APT) and Macroeconomics Variables: an empirical study for the Brazilian stock market
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa
18. 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)
19. 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 (1)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1997)
    See also Journal Article in Canadian Journal of Economics (2001)

1999

20. 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) View citations (1)
21. 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 (12)
    See also Journal Article in Journal of Monetary Economics (2002)
22. 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 (3)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1997) View citations (3)
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (1997) View citations (3)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1997) View citations (3)
    See also Journal Article in Journal of International Money and Finance (2001)
23. 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 (2)
    Also in Research Department Publications, Inter-American Development Bank, Research Department (1999) View citations (1)
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (1998) View citations (1)

1998

24. Arbitrage Pricing Theory (APT) and Macroeconomics Variables: a comparative study for the brazilian stock market
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa

1996

25. Optimal state-dependent rules, credibility and the cost of disinflation
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (1)

1995

26. Infrequent information, optimal time and state dependent rules, and aggregate effects
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (4)

1994

27. Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles
    CIRANO Working Papers, CIRANO View citations (11)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1993) View citations (3)
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (1993) View citations (8)
28. Optimal two-sided and suboptimal one-sided state-dependent pricing rules
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (3)

1992

29. Busca e inflação
    Textos para discussão, Department of Economics PUC-Rio (Brazil)
30. Can a well-fitted equilibrium asset pricing model produce mean reversion?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (7)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations (1)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991) View citations (1)
    See also Journal Article in Journal of Applied Econometrics (1994)
31. Consumption and equilibrium asset pricing: An empirical assessment
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (5)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991) View citations (6)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations (6)
    See also Journal Article in Journal of Empirical Finance (1996)
32. Indexation, Staggering and Disinflation
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (2)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (1992)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) View citations (1)
    See also Journal Article in Journal of Development Economics (1994)

1990

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

Undated

34. Debt Composition and Balance Sheet Effects of Exchange and Interest Rate Volatility in Brazil
    DCBSLA Series, Inter-American Development Bank, Research Department View citations (6)

Journal Articles

2011

1. Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices
   Review of Financial Studies, 2011, 24, (1), 82-122 View citations (3)
   See also Working Paper (2010)

2010

2. ELECTORAL CYCLES THROUGH LOBBYING
   Economics and Politics, 2010, 22, (3), 446-470
3. Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing
   Journal of Money, Credit and Banking, 2010, 42, (5), 799-831 View citations (2)
   See also Working Paper (2008)

2005

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

2004

5. Endogenous Time-Dependent Rules and Inflation Inertia
   Journal of Money, Credit and Banking, 2004, 36, (6), 1015-41 View citations (31)
   See also Working Paper (2005)

2003

6. Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias
   Revista Brasileira de Economia, 2003, 57, (4), 663-681 View citations (2)
   See also Working Paper (2000)
7. Debt composition and exchange rate balance sheet effect in Brazil: a firm level analysis
   Emerging Markets Review, 2003, 4, (4), 368-396 View citations (11)
   See also Working Paper (2004)

2002

8. A Aleatoriedade do Passeio na Bovespa: Testando a Eficiência do Mercado Acionário Brasileiro
   Revista Brasileira de Economia, 2002, 56, (2), 199-247 View citations (3)
   See also Working Paper (2000)
9. Optimal state-dependent rules, credibility, and inflation inertia
   Journal of Monetary Economics, 2002, 49, (7), 1317-1336 View citations (9)
   See also Working Paper (1999)
10. Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais
    Revista Brasileira de Economia, 2002, 56, (4), 551-589
    See also Working Paper (2001)

2001

11. Tests of conditional asset pricing models in the Brazilian stock market
    Journal of International Money and Finance, 2001, 20, (1), 71-90 View citations (3)
    See also Working Paper (1999)
12. The macroeconomic effects of infrequent information with adjustment costs
    Canadian Journal of Economics, 2001, 34, (1), 18-35 View citations (2)
    See also Working Paper (2000)

1999

13. The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment
    Revista Brasileira de Economia, 1999, 53, (4), 411-432 View citations (7)

1996

14. Consumption and equilibrium asset pricing: An empirical assessment
    Journal of Empirical Finance, 1996, 3, (3), 239-265 View citations (14)
    See also Working Paper (1992)

1994

15. 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)
16. Indexation, staggering and disinflation
    Journal of Development Economics, 1994, 43, (1), 39-58 View citations (6)
    See also Working Paper (1992)

1993

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

1986

18. Taxas de juros e depósitos em moeda estrangeira no Brasil: um comentário
    Revista Brasileira de Economia, 1986, 40, (2), 177-190