Working Papers Series

From Central Bank of Brazil, Research Department
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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

419: The Impact of Government-Driven Loans in the Monetary Transmission Mechanism: what can we learn from firm-level data?

Marco Bonomo and Bruno Martins

418: What drives inflation expectations in Brazil? Public versus private information

Waldyr Areosa

417: Commercial Platforms With Heterogeneous Participants

Gabriel Garber and Marcio Nakane

416: Bargained Haircuts and Debt Policy Implications

Aloisio Araujo, Marcia Leon and Rafael Santos

415: Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets

Márcio Laurini, Roberto Mauad and Fernando Antonio Aiube

414: Capital Allocation Across Sectors: Evidence from a Boom in Agriculture

Paula Bustos, Gabriel Garber and Jacopo Ponticelli

413: Efeitos das Intervenções Cambiais sobre a Taxa de Câmbio Futura no Brasil

Marcio Janot and Leonardo Macedo

412: Systemic Risk-Taking Channel of Domestic and Foreign Monetary Policy

João Barroso, Sergio Souza and Solange Guerra

411: New Information and Updating of Market Experts’ Inflation Expectations

Arnildo Correa and Paulo Picchetti

410: Os Efeitos da Abertura Financeira sobre as Restrições de Crédito se Alteram em Períodos de Crises?

Marcio Janot and Daniel Paranhos

409: A Discrete Monitoring Method for Pricing Asian Interest Rate Options

Allan Silva, Jack Baczynskiy and José Vicente

408: Sentimento e Macroeconomia: uma análise dos índices de confiança no Brasil

Flavia Graminho

407: Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer

Leonardo Ferreira and Marcio Nakane

406: Local Unit Root and Inflationary Inertia in Brazil

Wagner Gaglianone, Osmani Guillén and Francisco Rodrigues Figueiredo

405: Macroprudential and Monetary Policy Interaction: a Brazilian perspective

Fabia Carvalho and Marcos Castro

404: Collateral after the Brazilian Creditor Rights Reform

Bernardus Van Doornik and Lucio Capelletto

403: Monetary Policy Objectives and Money's Role in U.S. Business Cycles

Eurilton Araújo

402: Financial and Real Sector Leading Indicators of Recessions in Brazil using Probabilistic Models

Fernando Oliveira

401: Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach

Thiago Silva, Marcos Silva and Benjamin Tabak

400: Not Just Another Mixed Frequency Paper

Sergio Alves and Angelo Fasolo

399: Financial and Economic Development Nexus: evidence from Brazilian municipalities

Marcos Silva

398: Effective Tax Rates on Consumption and Factor Incomes: a quarterly frequency estimation for Brazil

Cyntia Azevedo and Angelo Fasolo

397: Determinantes da Estrutura de Liderança do Conselho das Empresas Brasileiras

Fernando Oliveira and Elisa Moser

396: External Shocks, Financial Volatility and Reserve Requirements in an Open Economy

Pierre-Richard Agénor, Koray Alper and Luiz Awazu Pereira da Silva

395: Inattention in Individual Expectations

Yara Cordeiro, Wagner Gaglianone and João Issler

394: Combining Monetary Policy and Prudential Regulation: an agent-based modeling approach

Michel Alexandre and Gilberto Lima

393: As Atuações Cambiais do Banco Central Afetam as Expectativas de Mercado?

Jaqueline Marins, Gustavo Araujo and José Vicente

392: Monitoring Vulnerability and Impact Diffusion in Financial Networks

Thiago Silva, Sergio Souza and Benjamin Tabak