Working Papers Series

From Central Bank of Brazil, Research Department
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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

537: Countercyclical Liquidity Policy and Credit Cycles: evidence from macroprudential and monetary policy in Brazil

João Barroso, Rodrigo Gonzalez, Jose-Luis Peydro and Bernardus Van Doornik

536: Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17)

Tarciso Silva, Osmani Guillén, George Morcerf and Andre Modenesi

535: What is the Importance of a Country's Banking Market for Financial Development?

Cláudio Moraes, José Antunes and Márcio Coutinho

534: Labor and Finance: the effect of bank relationships

Patrick Behr, Lars Norden and Raquel Oliveira

533: Financial Intermediation, Human Capital Development and Economic Growth

Emerson Schmitz and Thiago Silva

532: Financial Development and Labor Markets: evidence from Brazil

Julia Fonseca and Bernardus Van Doornik

531: Economic Resilience: spillovers, courts, and vertical integration

Dimas Fazio, Thiago Silva and Janis Skrastins

530: Forward Guidance Matters: disentangling monetary policy shocks

Leonardo Ferreira

529: Short-Term Predictability of Stock Market Indexes following Large Drawdowns and Drawups

Vinicius Brandi

528: Medidas de Núcleo de Inflação para o Brasil baseadas no Método Wavelets?

Nelson Silva

527: Is the Equity Risk Premium Compressed in Brazil?

Alexandre Carvalho and Thiago Trafane Oliveira Santos

526: RegGae: a toolkit for macroprudential policy with DSGEs

Eduardo Castro

525: Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors

Eurilton Araújo, Ricardo Brito and Antonio Sanvicente

524: A General Characterization of the Capital Cost and the Natural Interest Rate: an application for Brazil

Thiago Trafane Oliveira Santos

523: Unemployment Insurance as a Subsidy to Risky Firms

Bernardus Van Doornik, Dimas Fazio, David Schoenherr and Janis Skrastins

522: Housing Collateral Reform and Economic Reallocation

Dimas Fazio and Thiago Silva

521: Creditor's Protection and Bank Loans: market power and bankruptcy reform's effects

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

Ramiro Peres