Details about Eurilton Araújo

Access statistics for papers by Eurilton Araújo.

Last updated 2025-01-08. Update your information in the RePEc Author Service.

Short-id: par291

Working Papers

2023

1. Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model
   Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
   See also Journal Article Brazilian macroeconomic dynamics redux: Shocks, frictions, and unemployment in SAMBA model, Latin American Journal of Central Banking (previously Monetaria), Elsevier (2024) (2024)

2020

2. Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors
   Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (1)
   Also in Working Papers Series, Central Bank of Brazil, Research Department (2020)
   See also Journal Article Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2021) View citations (1) (2021)

2018

3. Neo-Fisherianism in a Small Open-Economy New Keynesian Model
   Working Papers Series, Central Bank of Brazil, Research Department

2016

4. Monetary Policy Credibility and the Comovement between Stock Returns and Inflation
   Working Papers Series, Central Bank of Brazil, Research Department

2015

5. Monetary Policy Objectives and Money's Role in U.S. Business Cycles
   Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
   See also Journal Article Monetary policy objectives and Money’s role in U.S. business cycles, Journal of Macroeconomics, Elsevier (2015) View citations (2) (2015)

2014

6. Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices
   Working Papers Series, Central Bank of Brazil, Research Department View citations (2)
   See also Journal Article Determinacy and learnability of equilibrium in a small-open economy with sticky wages and prices, International Review of Economics & Finance, Elsevier (2016) View citations (3) (2016)
7. Simple Macroeconomic Policies and Welfare: a quantitative assessment
   Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
   See also Journal Article Simple Macroeconomic Policies and Welfare: A Quantitative Assessment, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2014) (2014)

2008

8. Discricionariedade na Política Monetária Brasileira após o Plano Real: Um teste baseado na Correlação de Longo Prazo entre Inflação e Produto
   Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
9. Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America
   Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
   See also Journal Article Macroeconomic shocks and the co-movement of stock returns in Latin America, Emerging Markets Review, Elsevier (2009) View citations (10) (2009)
10. Optimal Monetary Policy and Interest Income Taxation
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
11. Policy Preferences for Output Stability before and after Inflation Targeting
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
12. Real Wage Rigidity and the Taylor Principle
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
    See also Journal Article Real wage rigidity and the Taylor principle, Economics Letters, Elsevier (2009) View citations (1) (2009)
13. Robust Monetary Policy with the Consumption-Wealth Channel
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
    See also Journal Article Robust monetary policy with the consumption-wealth channel, Journal of Economic Dynamics and Control, Elsevier (2013) (2013)
14. Supply-side effects of monetary policy and the central bank’s objective function
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
    See also Journal Article Supply-side effects of monetary policy and the central bank's objective function, Economics Bulletin, AccessEcon (2009) View citations (6) (2009)

2005

15. BRAZILIAN BUSINESS CYCLES AND GROWTH FROM 1850 TO 2000
    Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
    Also in IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro (2005) View citations (4)

2004

16. A dinâmica da Inflação Brasileira após o Plano Real
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
17. Avaliando Três Especificações para o Fator de Desconto Estocástico através da Fronteira de Volatilidade de Hansen e Jagannathan: Um Estudo Empirico para o Brasil
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
18. CAPM Usando uma Carteira Sintética do PIB Brasileiro
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa View citations (1)
19. Medindo o Impacto Regional da Política Monetária Brasileira: Uma Comparação entre as Regiões Nordeste e Sul
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (1)
20. Replicando características de ciclos econômicos: um estudo comparativo entre Redes Neurais Artificiais e modelos ARIMA
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (1)

2002

21. Brazilian Inflation and GDP from 1850 to 2000: An Empirical Investigation
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
22. Export-Led Recoveries in a Small Open Industrialized Economy
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
23. Frequency Domain Analysis of Core Inflation Measures for Brasil
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
24. Intratemporal Adjustment Costs and International Co-movement
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
25. Regional Comovement in the US: Can it Be Explained by a Common Component?
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
26. Taylor Rule and Fixed Exchange Rate Regime in a Small Open Developing Economy with Financially Constrained Households
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa

Journal Articles

2024

1. Brazilian macroeconomic dynamics redux: Shocks, frictions, and unemployment in SAMBA model
   Latin American Journal of Central Banking (previously Monetaria), 2024, 5, (2)
   See also Working Paper Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model, Working Papers Series (2023) View citations (1) (2023)

2021

2. Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors
   International Journal of Finance & Economics, 2021, 26, (4), 6249-6263 View citations (1)
   See also Working Paper Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors, Working Papers, Department of Economics (2020) View citations (1) (2020)

2016

3. Determinacy and learnability of equilibrium in a small-open economy with sticky wages and prices
   International Review of Economics & Finance, 2016, 45, (C), 16-32 View citations (3)
   See also Working Paper Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices, Working Papers Series (2014) View citations (2) (2014)

2015

4. Monetary policy objectives and Money’s role in U.S. business cycles
   Journal of Macroeconomics, 2015, 45, (C), 85-107 View citations (2)
   See also Working Paper Monetary Policy Objectives and Money's Role in U.S. Business Cycles, Working Papers Series (2015) View citations (1) (2015)

2014

5. Simple Macroeconomic Policies and Welfare: A Quantitative Assessment
   Revista Brasileira de Economia - RBE, 2014, 68, (3)
   See also Working Paper Simple Macroeconomic Policies and Welfare: a quantitative assessment, Working Papers Series (2014) View citations (1) (2014)

2013

6. Calvo-type rules and the forward-looking behavior of inflation targeting central banks
   Economics Bulletin, 2013, 33, (3), 2042-2051
7. Robust monetary policy with the consumption-wealth channel
   Journal of Economic Dynamics and Control, 2013, 37, (1), 296-311
   See also Working Paper Robust Monetary Policy with the Consumption-Wealth Channel, Insper Working Papers (2008) (2008)

2012

8. Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil
   Economic Modelling, 2012, 29, (3), 671-678 View citations (3)

2009

9. Macroeconomic shocks and the co-movement of stock returns in Latin America
   Emerging Markets Review, 2009, 10, (4), 331-344 View citations (10)
   See also Working Paper Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America, Insper Working Papers (2008) (2008)
10. Real wage rigidity and the Taylor principle
    Economics Letters, 2009, 104, (1), 46-48 View citations (1)
    See also Working Paper Real Wage Rigidity and the Taylor Principle, Insper Working Papers (2008) (2008)
11. Supply-side effects of monetary policy and the central bank's objective function
    Economics Bulletin, 2009, 29, (2), 680-692 View citations (6)
    See also Working Paper Supply-side effects of monetary policy and the central bank’s objective function, Insper Working Papers (2008) (2008)

2008

12. The relationship of stock returns, interest rates, economic activity and inflation: Evidence from Latin America
    Brazilian Business Review, 2008, 5, (1), 49-68

2006

13. Estimating and Testing Two Consumption-Based Asset Pricing Models for Brazil: An Information-Theoretic Approach
    Brazilian Business Review, 2006, 3, (1), 1-14