Working Papers Series

From Central Bank of Brazil, Research Department
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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

441: Mercado de Opções no Brasil é Eficiente? Um Estudo a partir da Estratégia Delta-Gama-Neutra com Opções da Petrobras

Gustavo Araujo and Ricardo Ribeiro

440: Decomposição de Inflação: revisão da metodologia e resultados para 2012 a 2014

Rafael Cusinato, Francisco Rodrigues Figueiredo, Vicente Machado, Euler Mello and Leonardo Pio Perez

439: Structure and Dynamics of the Global Financial Network

Thiago Silva, Sergio Souza and Benjamin Tabak

438: Modeling Financial Networks: a feedback approach

Thiago Silva, Michel Alexandre and Benjamin Tabak

437: Current Account and Real Exchange Rate changes: the impact of trade openness

Davide Romelli, Cristina Terra and Enrico Vasconcelos

436: Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation

Wagner Gaglianone, João Issler and Silvia Matos

435: Financial Conditions Indicators for Brazil

Wagner Gaglianone and Waldyr Areosa

434: Structural Trends and Cycles in a DSGE Model for Brazil

Silvio Costa

433: Expansão dos Correspondentes Bancários no Brasil: uma análise empírica

Eleonora Loureiro, Gabriel Madeira and Fani Bader

432: Crédito e Formação de Domicílios no Brasil

Lilian Ferro, Gabriel Madeira and Fani Bader

431: Market Efficiency in Brazil: some evidence from high-frequency data

Alexandre Carvalho, Alberto Suen and Felippe Gallo

430: Policy-effective Financial Knowledge and Attitude Factors

Gabriel Garber and Sergio Koyama

429: Petróleo e o Reequilíbrio de Mercado: um modelo econométrico de projeção de preços

Thiago Trafane Oliveira Santos

428: Financial Networks, Bank Efficiency and Risk-Taking

Thiago Silva, Solange Guerra, Benjamin Tabak and Rodrigo Miranda

427: Undue Charges and Price Discrimination

Gabriel Garber and Marcio Nakane

426: Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks

Sergio Souza, Thiago Silva, Benjamin Tabak and Solange Guerra

425: Court Enforcement, Bank Loans and Firm Investment: evidence from a bankruptcy reform in Brazil

Jacopo Ponticelli and Leonardo Alencar

424: Assessing the Fit of a Small Open-Economy DSGE Model for the Brazilian Economy

Fernando Linardi

423: Tsunami Monetário – Ciclos Monetários Internacionais e Desafios para a Economia Brasileira

Tony Volpon

422: Price-Setting Behavior in Brazil: survey evidence

Arnildo Correa, Myrian Petrassi and Rafael Santos

421: Labor Markets in Heterogenous Sectors

Sergio Alves

420: Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets

João Barroso