Details about Michel Alexandre

Access statistics for papers by Michel Alexandre.

Last updated 2024-07-29. Update your information in the RePEc Author Service.

Short-id: pal1179

Working Papers

2023

1. ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)
2. Applying Machine Learning Algorithms to Predict the Size of the Informal Economy
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)
3. Labor Market and Systemic Risk: a network-based approach
   Working Papers Series, Central Bank of Brazil, Research Department

2022

4. Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach
   Working Papers Series, Central Bank of Brazil, Research Department
   See also Journal Article Efficiency-stability trade-off in financial systems: A multi-objective optimization approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2023) (2023)
5. Nestedness in the Brazilian Financial System
   Working Papers Series, Central Bank of Brazil, Research Department
6. The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)
   Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2022)
   See also Journal Article The financial network channel of monetary policy transmission: an agent-based model, Journal of Economic Interaction and Coordination, Springer (2023) View citations (2) (2023)

2021

7. Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data
   Working Papers Series, Central Bank of Brazil, Research Department
   See also Journal Article Does the default pecking order impact systemic risk? Evidence from Brazilian data, European Journal of Operational Research, Elsevier (2023) View citations (2) (2023)
8. Risk-dependent centrality in the Brazilian stock market
   Papers, arXiv.org
9. The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach
   Working Papers Series, Central Bank of Brazil, Research Department

2019

10. Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration
    Working Papers, Department of Economics, University of São Paulo (FEA-USP)

2018

11. Default Contagion among Credit Types: evidence from Brazilian data
    Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
12. Interconnectedness, Firm Resilience and Monetary Policy
    Working Papers Series, Central Bank of Brazil, Research Department View citations (2)

2017

13. Combining Monetary Policy and Prudential Regulation: An Agent-Based Modeling Approach
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (18)
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2015) View citations (11)
    Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2016) View citations (1)
    See also Journal Article Combining monetary policy and prudential regulation: an agent-based modeling approach, Journal of Economic Interaction and Coordination, Springer (2020) View citations (10) (2020)
14. Default contagion among credit modalities: evidence from Brazilian data
    MPRA Paper, University Library of Munich, Germany
15. Systemic Risk in Financial Systems: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department View citations (37)
    See also Journal Article Systemic risk in financial systems: A feedback approach, Journal of Economic Behavior & Organization, Elsevier (2017) View citations (35) (2017)

2016

16. Modeling Financial Networks: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department View citations (4)

2011

17. Endogenous categorization and group inequality
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Endogenous categorization and group inequality, International Journal of Social Economics, Emerald Group Publishing Limited (2015) (2015)
18. Endogenouscategorization and neighborhood effects
    Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
19. Impacto do Sistema Cooperativo de Crédito na Eficiência do Sistema Financeiro Nacional
    Working Papers Series, Central Bank of Brazil, Research Department

2004

20. DISTRIBUIÇÃO REGIONAL DO CRÉDITO BANCÁRIO E CONVERGÊNCIA NO CRESCIMENTO ESTADUAL BRASILEIRO
    Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] View citations (1)
    See also Journal Article Distribuição Regional do Crédito Bancário e Convergência no Crescimento Estadual Brasileiro, Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2008) (2008)

2003

21. Capitais estrangeiros em serviços no Brasil e impactos potenciais da negociação da ALCA
    Oficina de la CEPAL en Brasilia (Estudios e Investigaciones), Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL)
22. Investimentos externos em serviços e efeitos potenciais da negociação da ALCA
    Estudios y Perspectivas – Oficina de la CEPAL en Brasilia, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL)
    Also in Oficina de la CEPAL en Brasilia (Estudios e Investigaciones), Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL) (2003)

Journal Articles

2023

1. Does the default pecking order impact systemic risk? Evidence from Brazilian data
   European Journal of Operational Research, 2023, 309, (3), 1379-1391 View citations (2)
   See also Working Paper Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data, Working Papers Series (2021) (2021)
2. Efficiency-stability trade-off in financial systems: A multi-objective optimization approach
   Physica A: Statistical Mechanics and its Applications, 2023, 629, (C)
   See also Working Paper Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach, Working Papers Series (2022) (2022)
3. The financial network channel of monetary policy transmission: an agent-based model
   Journal of Economic Interaction and Coordination, 2023, 18, (3), 533-571 View citations (2)
   See also Working Paper The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model, Working Papers, Department of Economics (2022) (2022)

2021

4. The drivers of systemic risk in financial networks: a data-driven machine learning analysis
   Chaos, Solitons & Fractals, 2021, 153, (P1) View citations (11)

2020

5. Combining monetary policy and prudential regulation: an agent-based modeling approach
   Journal of Economic Interaction and Coordination, 2020, 15, (2), 385-411 View citations (10)
   See also Working Paper Combining Monetary Policy and Prudential Regulation: An Agent-Based Modeling Approach, Working Papers, Department of Economics (2017) View citations (18) (2017)
6. Micro-level transmission of monetary policy shocks: The trading book channel
   Journal of Economic Behavior & Organization, 2020, 179, (C), 279-298 View citations (6)

2018

7. Bank lending and systemic risk: A financial-real sector network approach with feedback
   Journal of Financial Stability, 2018, 38, (C), 98-118 View citations (37)

2017

8. Systemic risk in financial systems: A feedback approach
   Journal of Economic Behavior & Organization, 2017, 144, (C), 97-120 View citations (35)
   See also Working Paper Systemic Risk in Financial Systems: a feedback approach, Working Papers Series (2017) View citations (37) (2017)

2015

9. Endogenous categorization and group inequality
   International Journal of Social Economics, 2015, 42, (3), 276-295
   See also Working Paper Endogenous categorization and group inequality, MPRA Paper (2011) (2011)

2008

10. Distribuição Regional do Crédito Bancário e Convergência no Crescimento Estadual Brasileiro
    Economia, 2008, 9, (3), 457-490
    See also Working Paper DISTRIBUIÇÃO REGIONAL DO CRÉDITO BANCÁRIO E CONVERGÊNCIA NO CRESCIMENTO ESTADUAL BRASILEIRO, Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] (2004) View citations (1) (2004)

2006

11. Determinantes das decisões locacionais da atividade financeira [Determinants of financial sector location decisions]
    Nova Economia, 2006, 16, (2), 243-263

2005

12. Distribuição espacial da atividade bancária no Brasil: dimensões e indicadores [Spatial distribution of banking activity in Brazil - dimensions and indicators]
    Nova Economia, 2005, 15, (1), 11-33