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Details about Marcio G. P. Garcia

E-mail:
Homepage:http://www.econ.puc-rio.br/Mgarcia/
Phone:5521 35271078
Postal address:Department of Economics Pontifical Catholic University - PUC-Rio Rua Marques de Sao Vicente, 225 Gavea - Rio de Janeiro - RJ 22451-041 - BRASIL
Workplace:Departamento de Economia (Department of Economics), Pontifícia Universidade Católica do Rio de Janeiro (Pontifical Catholic University of Rio de Janeiro), (more information at EDIRC)

Access statistics for papers by Marcio G. P. Garcia.

Last updated 2016-07-29. Update your information in the RePEc Author Service.

Short-id: pga111


Jump to Journal Articles Edited books Chapters

Working Papers

2016

  1. O Impacto de Anúncios Econômicos no Mercado Futuro Brasileiro de Ações, Juros e Câmbio
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA Downloads

2015

  1. Capital Controls and Implications for Surveillance and coordination: Brazil and Latin America
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  2. FX interventions in Brazil: a synthetic control approach
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)
  3. Juros e Câmbio no Brasil: Avanços e Desafios
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads

2014

  1. DNDFs:a more efficient way to intervene in FX markets?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (3)
  2. Economic gains of realized volatility in the Brazilian stock market
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  3. Price Discovery in Brazilian FX Markets
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (3)
  4. Price Discovery no Mercado de Câmbio Brasileiro: O Preço é Formado no Mercado à Vista ou Futuro?
    Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA Downloads

2013

  1. Capital controls in Brazil: effective?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (20)
    See also Journal Article in Journal of International Money and Finance (2016)

2011

  1. A gerência recente do endividamento público brasileiro
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  2. Bye, Bye Financial Repression, Hello Financial Deepening: The Anatomy of a Financial Boom
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)
    See also Journal Article in The Quarterly Review of Economics and Finance (2012)
  3. Can Sterilized FX Purchases under Inflation Targeting be Expansionary?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (7)
  4. ExpectativasDesagregadas, Credibilidade do Banco Central e Cadeias de Markov
    Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
    See also Journal Article in Revista Brasileira de Economia (2014)

2010

  1. Identifying the bank lending channel in Brazil through data frequency
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (8)
    See also Journal Article in ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION (2010)

2009

  1. Incentivo perverso das reservas internacionais: O caso das empresas exportadoras brasileiras
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  2. Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (2)
    See also Journal Article in Revista Brasileira de Economia (2012)

2008

  1. Balance Sheet Effects in Currency Crises: Evidence from Brazil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2008) Downloads View citations (5)

2007

  1. Monetary policy credibility and inflation risk premium: a model with application to Brazilian data
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (3)

2006

  1. Alongamento dos títulos de renda fixa no Brasil
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  2. INEFFECTIVE CONTROLS ON CAPITAL INFLOWS UNDER SOPHISTICATED FINANCIAL MARKETS: BRAZIL IN THE NINETIES
    Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads View citations (9)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2006) Downloads View citations (10)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (14)

    See also Chapter (2008)

2005

  1. Cousin risks: the extent and the causes of positive correlation between country and currency risks
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (2)
    Also in Econometric Society 2004 Latin American Meetings, Econometric Society (2004)
  2. Medium run effects of short run inflation surprises: monetary policy credibility and inflation risk premium
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)
  3. O Mercado interbancário de câmbio no Brasil,Creation-Date: 2005-07
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)

2004

  1. A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (36)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2004) Downloads View citations (25)
  2. A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data
    Econometric Society 2004 Latin American Meetings, Econometric Society Downloads View citations (15)

2002

  1. Brazil in the 21st century: How to escape the high real interest trap?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  2. Currency Risk in Brazil under Two Different Exchange Rate Regimes
    Computing in Economics and Finance 2002, Society for Computational Economics
  3. Public debt management, monetary policy and financial institutions
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (3)

2001

  1. Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (8)
    See also Journal Article in Revista Brasileira de Economia (2005)
  2. Taxa de Juros, Risco Cambial e Risco Brasil
    Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads View citations (4)

2000

  1. Debt management in Brazil: evaluation of the Real Plan and challenges ahead
    Policy Research Working Paper Series, The World Bank Downloads View citations (4)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (1999) Downloads View citations (1)

    See also Journal Article in International Journal of Finance & Economics (2002)
  2. Very high interest rates and the cousin risks: Brazil during the Real Plan
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (3)

1999

  1. Banks, domestic debt intermediation and confidence crises: the recent Brazilian experience
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)
  2. O prêmio de risco da taxa de câmbio no Brasil
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads

1998

  1. Capital flows, capital controls and currency crisis: the case of Brazil in the nineties
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (6)

1997

  1. Public and private provision of infrastructure and economic development
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads

1996

  1. Capital flows to Brazil in the nineties: Macroeconomic aspects and the effectiveness of capital controls
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (5)
    See also Journal Article in The Quarterly Review of Economics and Finance (1998)
  2. Leilões de títulos da dívida pública pelo Banco Central do Brasil: um estudo dos fatores condicionantes da dispersão das propostas para os BBCs
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads

1995

  1. O financiamento à infra-estrutura e a retomada do crescimento econômico sustentado
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  2. Private international capital flows to Brazil
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)
  3. The contribution of speculators to effective financial markets
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)
  4. The role of capital markets in economic growth
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)
  5. Unit roots in the presence of abrupt governmental interventions with an application to Brazilian to Brazilian data
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads

1994

  1. Avoiding some costs of inflation and crawling toward hyperinflation: the case of the Brazilian domestic currency substitute
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
    See also Journal Article in Journal of Development Economics (1996)
  2. O mercado futuro de taxas de juros no Brasil: especificidades teóricas e empíricas do mercado de DI-futuro
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  3. Política monetária e cambial: algumas lições do periodo recente para o real
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  4. Política monetária, depósitos compulsórios e inflação
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)

1993

  1. Capital flows and monetary control under a domestic currency substitution regime: The recent Brazilian experience
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (2)
  2. Politica monetaria e formação das expectativas de inflação: Quem acertou mais, o governo ou o mercado futuro?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  3. Regulação e supervisão dos bancos comerciais no Brasil
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  4. Strengthening the financial sector in the Brazilian economy
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)

1991

  1. The formation of inflation expectations in Brazil: A study of the Fisher effect in a signal extraction framework
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  2. The formation of inflation expectations in Brazil: A study of the futures markets for the price level
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
    See also Journal Article in Revista Brasileira de Economia (1994)

Journal Articles

2016

  1. Capital controls in Brazil: Effective?
    Journal of International Money and Finance, 2016, 61, (C), 163-187 Downloads View citations (2)
    See also Working Paper (2013)

2014

  1. Expectativas Desagregadas, Credibilidade do Banco Central e Cadeias de Markov
    Revista Brasileira de Economia, 2014, 68, (2) Downloads
    See also Working Paper (2011)

2012

  1. Bye, bye financial repression, hello financial deepening: The anatomy of a financial boom
    The Quarterly Review of Economics and Finance, 2012, 52, (2), 135-153 Downloads View citations (3)
    See also Working Paper (2011)
  2. Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro
    Revista Brasileira de Economia, 2012, 66, (1) Downloads View citations (2)
    See also Working Paper (2009)

2011

  1. Dispersão na fixação de preços no Brasil
    Revista Brasileira de Economia, 2011, 65, (1) Downloads

2010

  1. Identifying the Bank Lending Channel in Brazil through Data Frequency
    ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, 2010, Volume 10 Number 2, (Spring 2010), 47-79 Downloads View citations (3)
    See also Working Paper (2010)

2005

  1. Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function
    Revista Brasileira de Economia, 2005, 59, (1) Downloads View citations (7)
    See also Working Paper (2001)

2002

  1. Debt Management in Brazil: Evaluation of the Real Plan and Challenges Ahead
    International Journal of Finance & Economics, 2002, 7, (1), 15-35 Downloads View citations (7)
    See also Working Paper (2000)

2001

  1. O Prêmio de Risco da Taxa de Câmbio no Brasil durante o Plano Real
    Revista Brasileira de Economia, 2001, 55, (2) Downloads View citations (4)

2000

  1. A regression tree analysis of real interest rate regime changes
    Applied Financial Economics, 2000, 10, (2), 171-176 Downloads View citations (2)

1999

  1. Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data
    Journal of Applied Econometrics, 1999, 14, (1), 27-56 Downloads View citations (46)

1998

  1. Capital Flows to Brazil in the Nineties: Macroeconomic Aspects and the Effectiveness of Capital Controls
    The Quarterly Review of Economics and Finance, 1998, 38, (3, Part 1), 319-357 Downloads View citations (12)
    See also Working Paper (1996)

1997

  1. Provisão pública e privada da infra-estrutura e desenvolvimento econômico
    Nova Economia, 1997, 7, (2), 49-64

1996

  1. Avoiding some costs of inflation and crawling toward hyperinflation: The case of the Brazilian domestic currency substitute
    Journal of Development Economics, 1996, 51, (1), 139-159 Downloads View citations (11)
    See also Working Paper (1994)

1995

  1. Política monetaria y formación de expectativas de inflación. ¿Quién acertó más, el gobierno o el mercado a futuro?
    El Trimestre Económico, 1995, LXII(1), (245), 97-128

1994

  1. The formation of inflation expectations in Brazil: a study of the futures market for the price level
    Revista Brasileira de Economia, 1994, 48, (1) Downloads
    See also Working Paper (1991)

1993

  1. The Fisher effect in a signal extraction framework The recent Brazilian experience
    Journal of Development Economics, 1993, 41, (1), 71-93 Downloads View citations (8)

Edited books

2008

  1. Financial Markets Volatility and Performance in Emerging Markets
    NBER Books, National Bureau of Economic Research, Inc View citations (14)
  2. Financial Markets Volatility and Performance in Emerging Markets
    National Bureau of Economic Research Books, University of Chicago Press View citations (1)

Chapters

2008

  1. Ineffective Controls on Capital Inflows under Sophisticated Financial Markets: Brazil in the Nineties
    A chapter in Financial Markets Volatility and Performance in Emerging Markets, 2008, pp 29-96 Downloads View citations (2)
    See also Working Paper (2006)
  2. Introduction to "Financial Markets Volatility and Performance in Emerging Markets"
    A chapter in Financial Markets Volatility and Performance in Emerging Markets, 2008, pp 1-8 Downloads View citations (2)
 
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