Working Papers Series

From Central Bank of Brazil, Research Department
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491: Avaliação de Políticas Macroprudenciais em um Modelo com Fricções Financeiras Estimado para a Economia Brasileira

Vinicius Brandi and Joaquim Andrade

490: Impactos do Direcionamento de Crédito Sobre a Economia Brasileira: uma abordagem de equilíbrio geral

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

Marcia Leon

488: Presença Estatal no Mercado de Crédito: o papel dos bancos públicos e do crédito direcionado na crise de 2008

Lucas Barros, Catarina Silva and Raquel Oliveira

487: Dynamic Interbank Network Analysis Using Latent Space Models

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

Cyntia Azevedo

485: Incentive-driven Inattention

Wagner Gaglianone, Raffaella Giacomini, João Issler and Vasiliki Skreta

484: Overcoming the Original Sin: gains from local currency external debt

Ricardo Sabbadini

483: Unemployment Insurance, Strategic Unemployment and Firm-Worker Collusion

Bernardus Van Doornik, David Schoenherr and Janis Skrastins

482: Multivariate Jump Diffusion Model with Markovian Contagion

Pablo de Carvalho and Aparna Gupta

481: Neo-Fisherianism in a Small Open-Economy New Keynesian Model

Eurilton Araújo

480: Monetary Policy Volatility Shocks in Brazil

Angelo Fasolo

479: Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia

Marinela Finta and Jose Ornelas

478: Interconnectedness, Firm Resilience and Monetary Policy

Thiago Silva, Solange Guerra, Michel Alexandre and Benjamin Tabak

477: Capital (and Earnings) Incentives for Loan Loss Provisions in Brazil: evidence from a crisis-buffering regulatory intervention

Ricardo Schechtman and Tony Takeda

476: Default Contagion among Credit Types: evidence from Brazilian data

Michel Alexandre, Giovani Brito and Theo Martins

475: Short-Term Drivers of Sovereign CDS Spreads

Marcelo Takami

474: Economic Growth, Volatility and Their Interaction: What’s the role of finance?

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)

Fabrizio Marodin and Marcelo Portugal

472: Does Investor Attention Affect Trading Volume In The Brazilian Stock Market?

Heloisa Souza, Claudio Barbedo and Gustavo Araujo

471: Retorno de Ações, Inflação e Atividade Econômica

Nelson Silva and Sidney Caetano

470: Inflation Targeting and Financial Stability: does the quality of institutions matter?

Dimas Fazio, Thiago Silva, Benjamin Tabak and Daniel Cajueiro

469: Policy-effective Financial Knowledge and Attitude Factors in Latin America

Gabriel Garber and Sergio Koyama

468: Do Central Bank Actions Reduce Interest Rate Volatility?

Jaqueline Marins and José Vicente

467: Credit Supply Responses to Reserve Requirement: loan-level evidence from macroprudential policy

João Barroso, Rodrigo Gonzalez and Bernardus Van Doornik

466: Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression

Alessandra Viola, Marcelo Klotzle, Antonio Pinto and Wagner Gaglianone

465: Dynamic Bank Runs: an agent-based approach

Toni Ricardo dos Santos and Marcio Nakane

464: Empirical Findings on Inflation Expectations in Brazil: a survey

Wagner Gaglianone

463: Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model

Flávio Val, Wagner Gaglianone, Marcelo Klotzle and Antonio Pinto

462: Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry?

Edimilson Lucas, Wesley Mendes-Da-Silva and Gustavo Araujo

461: Systemic Risk in Financial Systems: a feedback approach

Thiago Silva, Michel Alexandre and Benjamin Tabak

460: Estimação da Inflação Implícita de Curto Prazo

Gustavo Araujo and José Vicente

459: Foreign Currency Debt and Fixed Exchange Rate Regimes: the importance of implicit guarantees against currency devaluations

Marcio Janot and Marcio Garcia

458: Credit Market Quality, Innovation and Trade

Cristina Terra and Enrico Vasconcelos

457: Risco, Dívida e Alavancagem Soberana

Jose Ornelas

456: Padrão Espectral do Quantum Externo Brasileiro

Nelson Silva

455: Volatility Risk Premia and Future Commodity Returns

Jose Ornelas and Roberto Mauad

454: Expected Currency Returns and Volatility Risk Premia

Jose Ornelas

453: Macroprudential Policy Transmission and Interaction with Fiscal and Monetary Policy in an Emerging Economy: a DSGE model for Brazil

Fabia Carvalho and Marcos Castro

452: A Joint Model of Nominal and Real Yield Curves

Daniela Kubudi and José Vicente

451: Informação, Hábito e a Conta Corrente

Nelson Silva

450: Monetary Policy, Trend Inflation and Unemployment Volatility

Sergio Alves

449: Monetary Policy Credibility and the Comovement between Stock Returns and Inflation

Eurilton Araújo

448: Decomposition of Systemic Risk Drivers in Evolving Financial Networks

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?

Marta Areosa, Waldyr Areosa and Pierre Monnin

446: Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil

Wagner Gaglianone and Jaqueline Marins

445: Loan-To-Value Policy and Housing Loans: effects on constrained borrowers

Douglas Araujo, João Barroso and Rodrigo Gonzalez

444: Capital Accumulation and Structural Transformation

Paula Bustos, Gabriel Garber and Jacopo Ponticelli

443: The Determinants of Structural Liquidity in Brazil: what to expect for the NSFR?

Yure Nuic, Cleysson Vieira and Marcos Silva

442: Why Do Vulnerability Cycles Matter in Financial Networks?

Thiago Silva, Benjamin Tabak and Solange Guerra