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Working Papers Series

From Central Bank of Brazil, Research Department
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492: Implied Volatility Term Structure and Exchange Rate Predictability Downloads
José 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
479: Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia Downloads
Marinela Finta and Jose Ornelas
478: Interconnectedness, Firm Resilience and Monetary Policy Downloads
Thiago Silva, Solange Guerra, Michel Silva and Benjamin Tabak
477: Capital (and Earnings) Incentives for Loan Loss Provisions in Brazil: evidence from a crisis-buffering regulatory intervention Downloads
Ricardo Schechtman and Tony Takeda
476: Default Contagion among Credit Types: evidence from Brazilian data Downloads
Michel Silva, Giovani Brito and Theo Martins
475: Short-Term Drivers of Sovereign CDS Spreads Downloads
Marcelo Takami
474: Economic Growth, Volatility and Their Interaction: What’s the role of finance? Downloads
Sergio Silva, Benjamin Tabak, Daniel Cajueiro and Dimas Fazio
473: Exchange Rate Pass-Through in Brazil: a Markov switching estimation for the inflation targeting period (2000-2015) Downloads
Fabrizio Marodin and Marcelo Portugal
472: Does Investor Attention Affect Trading Volume In The Brazilian Stock Market? Downloads
Heloisa Souza, Claudio Barbedo and Gustavo Araujo
471: Retorno de Ações, Inflação e Atividade Econômica Downloads
Nelson Silva and Sidney Caetano
470: Inflation Targeting and Financial Stability: does the quality of institutions matter? Downloads
Dimas Fazio, Thiago Silva, Benjamin Tabak and Daniel Cajueiro
469: Policy-effective Financial Knowledge and Attitude Factors in Latin America Downloads
Gabriel Garber and Sergio Koyama
468: Do Central Bank Actions Reduce Interest Rate Volatility? Downloads
Jaqueline Marins and José Vicente
467: Credit Supply Responses to Reserve Requirement: loan-level evidence from macroprudential policy Downloads
João Barroso, Rodrigo Gonzalez and Bernardus Van Doornik
466: Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression Downloads
Alessandra Viola, Marcelo Klotzle, Antonio Pinto and Wagner Gaglianone
465: Dynamic Bank Runs: an agent-based approach Downloads
Toni dos Santos and Marcio Nakane
464: Empirical Findings on Inflation Expectations in Brazil: a survey Downloads
Wagner Gaglianone
463: Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model Downloads
Flávio Val, Wagner Gaglianone, Marcelo Klotzle and Antonio Pinto
462: Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry? Downloads
Edimilson Lucas, Wesley Da Silva and Gustavo Araujo
461: Systemic Risk in Financial Systems: a feedback approach Downloads
Thiago Silva, Michel Silva and Benjamin Tabak
460: Estimação da Inflação Implícita de Curto Prazo Downloads
Gustavo Araujo and José Vicente
459: Foreign Currency Debt and Fixed Exchange Rate Regimes: the importance of implicit guarantees against currency devaluations Downloads
Marcio Janot and Márcio Garcia
458: Credit Market Quality, Innovation and Trade Downloads
Cristina Terra and Enrico Vasconcelos
457: Risco, Dívida e Alavancagem Soberana Downloads
Jose Ornelas
456: Padrão Espectral do Quantum Externo Brasileiro Downloads
Nelson Silva
455: Volatility Risk Premia and Future Commodity Returns Downloads
Jose Ornelas and Roberto Mauad
454: Expected Currency Returns and Volatility Risk Premia Downloads
Jose Ornelas
453: Macroprudential Policy Transmission and Interaction with Fiscal and Monetary Policy in an Emerging Economy: a DSGE model for Brazil Downloads
Fabia Carvalho and Marcos Castro
452: A Joint Model of Nominal and Real Yield Curves Downloads
Daniela Kubudi and José Vicente
451: Informação, Hábito e a Conta Corrente Downloads
Nelson Silva
450: Monetary Policy, Trend Inflation and Unemployment Volatility Downloads
Sergio Alves
449: Monetary Policy Credibility and the Comovement between Stock Returns and Inflation Downloads
Eurilton Araújo
448: Decomposition of Systemic Risk Drivers in Evolving Financial Networks Downloads
João Barroso, Thiago Silva and Sergio Souza
447: How Would Monetary Policy Look Like if John Rawls Had Been Hired as a Chairman of the Fed? Downloads
Marta Areosa, Waldyr Areosa and Pierre Monnin
446: Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil Downloads
Wagner Gaglianone and Jaqueline Marins
445: Loan-To-Value Policy and Housing Loans: effects on constrained borrowers Downloads
Douglas Godoy de Araujo, João Barroso and Rodrigo Gonzalez
444: Capital Allocation across Regions, Sectors and Firms: evidence from a commodity boom in Brazil Downloads
Paula Bustos, Gabriel Garber and Jacopo Ponticelli
443: The Determinants of Structural Liquidity in Brazil: what to expect for the NSFR? Downloads
Yure Nuic, Cleysson Vieira and Marcos Silva
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