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Working Papers Series

From Central Bank of Brazil, Research Department
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529: Short-Term Predictability of Stock Market Indexes following Large Drawdowns and Drawups Downloads
Vinicius Brandi
528: Medidas de Núcleo de Inflação para o Brasil baseadas no Método Wavelets? Downloads
Nelson Silva
527: Is the Equity Risk Premium Compressed in Brazil? Downloads
Alexandre Carvalho and Thiago Santos
526: RegGae: a toolkit for macroprudential policy with DSGEs Downloads
Eduardo Castro
525: Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors Downloads
Eurilton Araújo, Ricardo Brito and Antônio Sanvicente
524: A General Characterization of the Capital Cost and the Natural Interest Rate: an application for Brazil Downloads
Thiago Santos
523: Unemployment Insurance as a Subsidy to Risky Firms Downloads
Bernardus Van Doornik, Dimas Fazio, David Schoenherr and Janis Skrastins
522: Housing Collateral Reform and Economic Reallocation Downloads
Dimas Fazio and Thiago Silva
521: Creditor's Protection and Bank Loans: market power and bankruptcy reform's effects Downloads
Leonardo Alencar, Rodrigo Andrade and Klenio Barbosa
520: Equality and Responsibility in Financial Crisis: an ethical approach to the regulation of bail-outs, moral hazards and accountability Downloads
Ramiro Peres
519: Effects of State-Owned Banks’ Programs to Stimulate Credit: evidence from Brazil Downloads
Emerson Schmitz
518: Monetary Policy Surprises and Employment: evidence from matched bank-firm loan data on the bank lending-channel Downloads
Rodrigo Gonzalez
517: Investors’ Behavior and Mutual Fund Portfolio Allocations in Brazil during the Global Financial Crisis Downloads
Fernando Linardi
516: A Data-Rich Measure of Underlying Inflation for Brazil Downloads
Vicente Machado, Raquel Nadal and Fernando Kawaoka
515: Option-Based Risk Aversion Indicators for Predicting Currency Crises in Emerging Markets Downloads
Jaqueline Marins
514: Monetary Policy and Reserve Requirements in a Small Open Economy Downloads
Carlos Haraguchi and Jose Angelo Divino
513: Efficient Solutions for Pricing and Hedging Interest Rate Asian Options Downloads
Allan Silva, Jack Baczynski and José Vicente
512: Informational Switching Costs, Bank Competition and the Cost of Finance Downloads
Jose Ornelas, Marcos Silva and Bernardus Van Doornik
511: Is There Help Indeed, if There is Help in Need? The case of credit unions during the global financial crisis Downloads
Leila Aghabarari, Andre Guettler, Mahvish Naeem and Bernardus Van Doornik
510: Crédito Cooperativo e Desenvolvimento Econômico Regional no Estado do Paraná Downloads
Marcos Meneghini
509: Hedger of Last Resort: evidence from Brazilian FX interventions, local credit, and global financial cycles Downloads
Rodrigo Gonzalez, Dmitry Khametshin, Jose-Luis Peydro and Andrea Polo
508: Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil Downloads
Gustavo Joaquim, Bernardus Van Doornik and Jose Ornelas
507: Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions Downloads
Gustavo Cortes, Thiago Silva and Bernardus Van Doornik
506: The Finance-Growth Nexus: the role of banks Downloads
Thiago Silva, Benjamin Tabak and Marcela Laiz
505: Earmarked Credit and Monetary Policy Power: micro and macro considerations Downloads
Pedro Castro
504: Bailing in Banks: costs and benefits Downloads
Sergio Souza, Thiago Silva and Carlos Almeida
503: Sectoral Countercyclical Buffers in a DSGE Model with a Banking Sector Downloads
Marcos Castro
502: A Volatility Smile-Based Uncertainty Index Downloads
José Vicente and Jaqueline Marins
501: Elections, Heterogeneity of Central Bankers and Inflationary Pressure: the case for staggered terms for the president and the central banker Downloads
Maurício Bugarin and Fabia Carvalho
500: Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt Downloads
Ricardo Sabbadini
499: Efeitos de Mudanças Regulatórias no Microcrédito sobre os Desempenhos Financeiro e Social das Cooperativas de Crédito Downloads
Ana Santos, Lucas Barros, Tony Takeda and Lauro Gonzalez
498: Growth and Activity Diversification: the impact of financing non-traditional local activities Downloads
Thiago Silva and Benjamin Tabak
497: Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term Downloads
Fernando Oliveira and Wagner Gaglianone
496: International Reserves Management in a Model of Partial Sovereign Default Downloads
Ricardo Sabbadini
495: Fiscal Risk and Financial Fragility Downloads
Thiago Silva, Solange Guerra and Benjamin Tabak
494: “Still" an Agnostic Procedure to Identify Monetary Policy Shocks with Sign Restrictions Downloads
Bruno Perdigão
493: Breakeven Inflation Rate Estimation: an alternative approach considering indexation lag and seasonality Downloads
Flávio Val and Gustavo Araujo
492: Implied Volatility Term Structure and Exchange Rate Predictability Downloads
Jose Ornelas and Roberto Mauad
491: Avaliação de Políticas Macroprudenciais em um Modelo com Fricções Financeiras Estimado para a Economia Brasileira Downloads
Vinicius Brandi and Joaquim Andrade
490: Impactos do Direcionamento de Crédito Sobre a Economia Brasileira: uma abordagem de equilíbrio geral Downloads
Gabriel Madeira, Mailliw Serafim, Sergio Koyama and Fernando Kuwer
489: Análise Técnica da Taxa de Câmbio Real/Dólar e Intervenções Oficiais no Mercado de Câmbio do Brasil Downloads
Márcia Leon
488: Presença Estatal no Mercado de Crédito: o papel dos bancos públicos e do crédito direcionado na crise de 2008 Downloads
Lucas Barros, Catarina Silva and Raquel Oliveira
487: Dynamic Interbank Network Analysis Using Latent Space Models Downloads
Fernando Linardi, Cees Diks, Marco van der Leij and Iuri Lazier
486: Fiscal Stimulus at the Zero Lower Bound: the role of expectations and policy coordination Downloads
Cyntia Azevedo
485: Incentive-driven Inattention Downloads
Wagner Gaglianone, Raffaella Giacomini, João Issler and Vasiliki Skreta
484: Overcoming the Original Sin: gains from local currency external debt Downloads
Ricardo Sabbadini
483: Unemployment Insurance, Strategic Unemployment and Firm-Worker Collusion Downloads
Bernardus Van Doornik, David Schoenherr and Janis Skrastins
482: Multivariate Jump Diffusion Model with Markovian Contagion Downloads
Pablo de Carvalho and Aparna Gupta
481: Neo-Fisherianism in a Small Open-Economy New Keynesian Model Downloads
Eurilton Araújo
480: Monetary Policy Volatility Shocks in Brazil Downloads
Angelo Fasolo
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