Working Papers Series

from Central Bank of Brazil, Research Department
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46: The Determinants of Bank Interest Spread in Brazil

Tarsila Afanasieff, Priscilla Lhacer and Márcio Nakane

45: Optimal Monetary Policy, Gains from Commitment, and Inflation Persistence

André Minella

44: Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil

Pedro Ferreira and Osmani Teixeira de Carvalho Guillén

43: The Effects of the Brazilian ADRs Program on Domestic Market Efficiency

Benjamin Miranda Tabak and Eduardo José Araújo Lima

42: Modelo Estrutural com Setor Externo: Endogenização do Prêmio de Risco e do Câmbio

Marcelo Muinhos, Sergio A. Lago Alves and Gil Riella

41: Mudanças de Regime no Câmbio Brasileiro

Carlos Araújo and Getúlio Filho

40: Speculative Attacks on Debts, Dollarization and Optimum Currency Areas

Aloisio Araujo and Marcia Leon

39: Opções sobre Dólar Comercial e Expectativas a Respeito do Comportamento da Taxa de Câmbio

Paulo Castro

38: Volatilidade Implícita e Antecipação de Eventos de Stress: um Teste para o Mercado Brasileiro

Frederico Gomes

37: Monetary Policy in Brazil: Remarks on the Inflation Targeting Regime, Public Debt Management and Open Market Operations

Luiz Figueiredo, Pedro Fachada and Sérgio Goldenstein

36: Can Emerging Markets Float? Should They Inflation Target?

Barry Eichengreen

35: An Operational Definition of Price Stability

Tito Nícias Teixeira da Silva Filho

34: Constrained Discretion and Collective Action Problems: Reflections on the Resolution of International Financial Crises

Arminio Fraga and Daniel Gleizer

33: Monetary Policy and Inflation in Brazil (1975-2000): a VAR Estimation

André Minella

32: Crises Cambiais e Ataques Especulativos no Brasil

Mauro Miranda

31: Algumas Considerações Sobre a Sazonalidade no IPCA

Francisco Marcos Rodrigues Figueiredo and Roberta Blass Staub

30: Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates

Benjamin Miranda Tabak and Sandro Andrade

29: Using a Money Demand Model to Evaluate Monetary Policies in Brazil

Pedro H. Albuquerque and Solange Gouvea

28: Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais

Marco Bonomo and Ricardo Dias Brito

27: Complementaridade e Fungibilidade dos Fluxos de Capitais Internacionais

Carlos Araújo and Renato Júnior

26: Inflation Targeting in an Open Financially Integrated Emerging Economy: the case of Brazil

Marcelo Muinhos

25: Inflation Targeting in Brazil: Reviewing Two Years of Monetary Policy 1999/00

Pedro Fachada

24: Inflation Targeting in Brazil: Shocks, Backward-Looking Prices, and IMF Conditionality

Joel Bogdanski, Paulo Freitas, Ilan Goldfajn and Alexandre Tombini

23: Os Efeitos da CPMF sobre a Intermediação Financeira

Sérgio Koyama and Márcio Nakane

22: Decentralized Portfolio Management

Paulo Coutinho and Benjamin Miranda Tabak

21: Os Impactos Econômicos da CPMF: Teoria e Evidência

Pedro H. Albuquerque

20: Credit Channel without the LM Curve

Victorio Chu and Márcio Nakane

19: Uncovered Interest Parity with Fundamentals: A Brazilian Exchange Rate Forecast Model

Marcelo Muinhos, Paulo Freitas and Fabio Araujo

18: A Simple Model for Inflation Targeting in Brazil

Paulo Freitas and Marcelo Muinhos

17: Estimating Brazilian Potential Output: A Production Function Approach

Tito Nícias Teixeira da Silva Filho

16: Evaluation of the Central Bank of Brazil Structural Model's Inflation Forecasts in an Inflation Targeting Framework

Sergio A. Lago Alves

15: Is it Worth Tracking Dollar/Real Implied Volatility?

Sandro Andrade and Benjamin Miranda Tabak

14: Evaluating Core Inflation Measures for Brazil

Francisco Marcos Rodrigues Figueiredo

13: Modelos de Previsão de Insolvência Bancária no Brasil

Marcio Janot

12: A Test of Competition in Brazilian Banking

Márcio Nakane

11: A Note on the Efficient Estimation of Inflation in Brazil

Michael Bryan and Stephen Cecchetti

10: Análise do Financiamento Externo a Uma Pequena Economia

Carlos Araújo and Renato Júnior

9: Estimating Exchange Market Pressure and Intervention Activity

Emanuel Kohlscheen

8: The Correlation Matrix of the Brazilian Central Bank's Standard Model for Interest Rate Market Risk

Jose Alvaro Rodrigues Neto

7: Leading Indicators of Inflation for Brazil

Marcelle Chauvet

6: Optimal Interest Rate Rules in Inflation Targeting Frameworks

Jose Alvaro Rodrigues Neto, Fabio Araújo and Marta Moreira

5: The Pass-through from Depreciation to Inflation: A Panel Study

Ilan Goldfajn and Sérgio Werlang

4: An Information Theory Approach to the Aggregation of Log-Linear Models

Pedro H. Albuquerque

3: Private Sector Participation: A Theoretical Justification of the Brazilian Position

Sérgio Werlang

2: Monetary Policy and Banking Supervision Functions on the Central Bank

Eduardo Luis Lundberg

1: Implementing Inflation Targeting in Brazil

Joel Bogdanski, Alexandre Tombini and Sérgio Werlang