Working Papers Series

from Central Bank of Brazil, Research Department
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305: Preços Administrados: projeção e repasse cambial

Paulo Alves, Francisco Marcos Rodrigues Figueiredo, Antonio Junior and Leonardo Pio Perez

304: Credit Default and Business Cycles: an investigation of this relationship in the Brazilian corporate credit market

Jaqueline Marins and Myrian Neves

303: Using a DSGE Model to Assess the Macroeconomic Effects of Reserve Requirements in Brazil

Waldyr Dutra Areosa and Christiano Coelho

302: Stress Testing Liquidity Risk: The Case of the Brazilian Banking System

Benjamin Miranda Tabak, Solange Guerra, Rodrigo Cesar de Castro Miranda and Sergio Souza

301: Determinantes da Captação Líquida dos Depósitos de Poupança

Clodoaldo Annibal

300: Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro

Benjamin Miranda Tabak, Rodrigo Cesar de Castro Miranda and Sergio Souza

299: Local Market Structure and Bank Competition: evidence from the Brazilian auto loan market

Bruno Martins

298: Atuação de Bancos Estrangeiros no Brasil: mercado de crédito e de derivativos de 2005 a 2011

Raquel Oliveira, Rafael Schiozer and Sérgio Leão

297: Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa?

José Vicente, Gustavo Silva Araujo, Paula Castro and Felipe Tavares

296: Uma Avaliação dos Recolhimentos Compulsórios

Leonardo S. Alencar, Tony Takeda, Bruno Martins and Paulo Dawid

295: The External Finance Premium in Brazil: empirical analyses using state space models

Fernando Oliveira

294: Pesquisa de Estabilidade Financeira do Banco Central do Brasil

Solange Guerra, Benjamin Miranda Tabak and Rodrigo Cesar de Castro Miranda

293: Contagion in CDS, Banking and Equity Markets

Rodrigo Cesar de Castro Miranda, Benjamin Miranda Tabak and Mauricio Junior

292: Coping with a Complex Global Environment: a Brazilian perspective on emerging market issues

Adriana Sales and João Barata Ribeiro Blanco Barroso

291: O desempenho recente da política monetária brasileira sob a ótica da modelagem DSGE

Bruno Vasconcelos and Jose Angelo Divino

290: Sailing through the Global Financial Storm: Brazil's recent experience with monetary and macroprudential policies to lean against the financial cycle and deal with systemic risks

Luiz Silva and Ricardo Harris

289: Financial Stability in Brazil

Luiz Silva, Adriana Sales and Wagner Piazza Gaglianone

288: Forecasting Bond Yields with Segmented Term Structure Models

Caio Almeida, Axel Simonsen and José Vicente

287: Some Financial Stability Indicators for Brazil

Adriana Sales, Waldyr Dutra Areosa and Marta Areosa

286: Information (in) Chains: information transmission through production chains

Waldyr Dutra Areosa and Marta Areosa

285: Asset Prices and Monetary Policy – A sticky-dispersed information model

Marta Areosa and Waldyr Dutra Areosa

284: On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century

Osmani Guillény, João Victor Issler and Afonso Franco-Neto

283: The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case

Benjamin Miranda Tabak, Guilherme Gomes and Maurício Júnior

282: The Signaling Effect of Exchange Rates: pass-through under dispersed information

Waldyr Dutra Areosa and Marta Areosa

281: A Note on Particle Filters Applied to DSGE Models

Angelo M. Fasolo

280: Educação Financeira para um Brasil Sustentável Evidências da necessidade de atuação do Banco Central do Brasil em educação financeira para o cumprimento de sua missão

Fabio Araújo and Marcos Souza

279: Going Deeper Into the Link Between the Labour Market and Inflation

Tito Nícias Teixeira da Silva Filho

278: Liquidez do Sistema e Administração das Operações de Mercado Aberto

Antonio Junior

277: Trend Inflation and the Unemployment Volatility Puzzle

Sergio A. Lago Alves

276: A Sticky-Dispersed Information Phillips Curve: a model with partial and delayed information

Marta Areosa, Waldyr Dutra Areosa and Vinicius Carrasco

275: A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks

Benjamin Miranda Tabak, Rogério Miranda and Dimas Mateus Fazio

274: Monetary Policy, Asset Prices and Adaptive Learning

Vicente Machado

273: Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions

Emanuel Kohlscheen

272: Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regress˜ao quantílica

Guilherme Oliveira, Benjamin Miranda Tabak, José Resende and Daniel Cajueiro

271: Optimal Policy When the Inflation Target is not Optimal

Sergio A. Lago Alves

270: Pricing-to-market by Brazilian Exporters: a Panel Cointegration Approach

João Barata Ribeiro Blanco Barroso

269: Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options

Jose Renato Haas Ornelas, José Fajardo and Aquiles Rocha de Farias

268: Optimal Capital Flow Taxes in Latin America

João Barata Ribeiro Blanco Barroso

267: Sudden Floods, Prudential Regulation and Stability in an Open Economy

Pierre-Richard Agénor, Koray Alper and L. Silva

266: Are Core Inflation Directional Forecasts Informative?

Tito Nícias Teixeira da Silva Filho

265: O Impacto da Comunicação do Banco Central do Brasil sobre o Mercado Financeiro

Marcio Janot and Daniel Mota

264: Uma Breve Análise de Medidas Alternativas à Mediana na Pesquisa de Expectativas de Inflação do Banco Central do Brasil

Fabia Aparecida de Carvalho

263: The Adverse Selection Cost Component of the Spread of Brazilian Stocks

Gustavo Silva Araujo, Claudio Barbedo and José Vicente

262: The Accuracy of Perturbation Methods to Solve Small Open Economy Models

Angelo M. Fasolo

261: The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?

Benjamin Miranda Tabak, Dimas Mateus Fazio and Daniel Cajueiro

260: Credit Default and Business Cycles: an empirical investigation of Brazilian retail loans

Arnildo da Silva Correa, Jaqueline Marins, Myrian das Neves and Antonio da Silva

259: The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies

Emanuel Kohlscheen

258: Bancos Oficiais e Crédito Direcionado – o que diferencia o mercado de crédito brasileiro?

Eduardo Luis Lundberg

257: Cooperativas de Crédito: taxas de juros praticadas e fatores de viabilidade

Clodoaldo Annibal and Sérgio Koyama

256: The Self-insurance Role of International Reserves and the 2008-2010 Crisis

Jr, Antonio