Working Papers Series

From Central Bank of Brazil, Research Department
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587: Predicting Recessions in (almost) Real Time in a Big-data Setting

Alexandre Costa, Pedro Ferreira, Wagner Gaglianone, Osmani Guillén, João Issler and Artur Rodrigues

586: Industry and Securities Market Influences on Indebtedness: evidence from a large dataset from Brazil

Flavio Docha and Luiza Rodrigues

585: A Little Less Uncertain about the Relationship between Economic Policy Uncertainty and Economic Activity

Marcelo Aragão and Fabia Carvalho

584: Labor Market and Systemic Risk: a network-based approach

Michel Alexandre and Thiago Silva

583: The Value of Clean Water: evidence from an environmental disaster

Rodrigo Gonzalez, Jose Ornelas and Thiago Silva

582: A Novel Credit Model Risk Measure: does more data lead to lower model risk in credit scoring models?

Valter Jr, Alan Genaro, Rafael Schiozer and Toni Ricardo dos Santos

581: Bayesian Local Projections

Leonardo Ferreira, Silvia Miranda-Agrippino and Giovanni Ricco

580: Information Sharing, Access to Finance, Loan Contract Design, and the Labor Market

Thorsten Beck, Patrick Behr and Raquel Oliveira

579: Government Banks and Interventions in Credit Markets

Gustavo Joaquim, Felipe Netto and José Ornelas

578: Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model

Angelo Fasolo, Eurilton Araújo, Marcos Jorge, Alexandre Kornelius and Leonardo Marinho

577: The Information Content from Lending Relationships Across the Supply Chain

Theo Martins, Rafael Schiozer and Fernando Linardi

576: Banks’ Physical Footprint and Financial Technology Adoption

Lucas Mariani, Jose Ornelas and Bernardo Ricca

575: Effects of Sustainable Monetary and Fiscal Policy on FDI Inflows to EMDE Countries

Bruno Tiberto and Helder de Mendonça

574: Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models

Marta Areosa and Wagner Gaglianone

573: Monetary Policy Surprises, Financial Conditions, and the String Theory Revisited

Leonardo Ferreira

572: Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil

Juliano Assunção, Flávia Chein, Giovanni Frisari and Sérgio Koyama

571: Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market

Jose Ornelas and Alexandre Pecora

570: Causal Impulse Responses for Time Series

Leonardo Marinho

569: Creditor Rights and Bank Competition

Dimas Fazio and Thiago Silva

568: Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach

Michel Alexandre, Krzystof Michalak, Thiago Silva and Francisco Rodrigues

567: Labor Supply and Demand Shocks in Brazil During Covid-19 Period

Nelson Silva and Sidney Caetano

566: Nestedness in the Brazilian Financial System

Michel Alexandre, Felipe Xavier, Thiago Silva and Francisco Rodrigues

565: Lending Relationships and Currency Hedging

Sergio Leão, Rafael Schiozer, Raquel Oliveira and Gustavo Araujo

564: Nowcasting Brazilian GDP with Electronic Payments Data

Raquel Gonçalves

563: The Long-Term Impact of High School Financial Education: evidence from Brazil

Miriam Bruhn, Gabriel Garber, Sergio Koyama and Bilal Zia

562: Persistência e Volatilidade do Gap de Inflação

Sidney Caetano, Nelson Silva and Guilherme Moura

561: Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models

Gustavo Araujo and Wagner Gaglianone

560: Evaluation of the Protective Varnish on Brazilian Real Banknotes

Sergio Koyama, Tereza Oliveira, Marcia Silveira, Cristiana Monteiro, Carlos Quintella and Ricardo Vieira

559: Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication

Leonardo Ferreira

558: COVID-19 and Local Market Power in Credit Markets

Thiago Silva, Sergio Souza and Solange Guerra

557: Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data

Michel Alexandre, Thiago Silva, Krzysztof Michalak and Francisco Rodrigues

556: The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach

Michel Alexandre, Thiago Silva, Colm Connaughton and Francisco Rodrigues

555: Seeing the Forest for the Trees: using hLDA models to evaluate communication in Banco Central do Brasil

Angelo Fasolo, Flavia Graminho and Saulo Bastos

554: A Few Things You Wanted to Know about the Economics of CBDCs, but were Afraid to Model: a survey of what we can learn from who has done

Marcelo Aragão

553: Optimal Informational Interest Rate Rule

Marta Areosa, Waldyr Areosa and Vinicius Carrasco

552: Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil

José Vicente, Jaqueline Marins and Wagner Gaglianone

551: Is Corporate Credit Risk Propagated to Employees?

Filipe Correia, Gustavo Cortes and Thiago Silva

550: High Lending Interest Rates in Brazil: cost or concentration?

Thiago Trafane Oliveira Santos

549: Blurred Crystal Ball: investigating the forecasting challenges after a great exogenous shock

Marcelo Aragão

548: Credit Allocation When Private Banks Distribute Government Loans

Jose Ornelas, Alvaro Pedraza, Claudia Ruiz-Ortega and Thiago Silva

547: Financial Access and Labor Market Outcomes: evidence from credit lotteries

Bernardus Van Doornik, Armando Gomes, David Schoenherr and Janis Skrastins

546: Human Capital and Startup Financing

Mauricio Jr and Bernardus Van Doornik

545: Transfer Learning for Business Cycle Identification

Marcelle Chauvet and Rafael Guimaraes

544: Machine Learning and Oil Price Point and Density Forecasting

Alexandre Costa, Pedro Ferreira, Wagner Gaglianone, Osmani Guillén, João Issler and Yihao Lin

543: A Non-Knotty Inflation Risk Premium Model

José Vicente

542: Deposit insurance and brokerage firms: impacts on the market discipline of the Brazilian banking industry

Marília Ohlson, Gerlando Lima and Tony Takeda

541: Bank Loan Forbearance: evidence from a million restructured loans

Frederico Mourad, Rafael Schiozer and Toni Ricardo dos Santos

540: Regulatory Banking Leverage: what do you know?

Douglas München and Herbert Kimura

539: Commodity Prices and Global Economic Activity: a derived-demand approach

Angelo Duarte, Wagner Gaglianone, Osmani Guillén and João Issler

538: Government Banks, Household Debt, and Economic Downturns: the case of Brazil

Gabriel Garber, Atif Mian, Jacopo Ponticelli and Amir Sufi