Working Papers Series

From Central Bank of Brazil, Research Department
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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

391: Network Structure Analysis of the Brazilian Interbank Market

Thiago Silva, Sergio Souza and Benjamin Tabak

390: The Break of Brand Exclusivity in Brazilian Credit Card Acquiring: effects and markup-cost decomposition in a price dispersion setting

Gabriel Garber and Marcio Nakane

389: Expectativa de Vida no Mercado de Trabalho Brasileiro

Charles Correa

388: Do Financial Crises Erode Potential Output? a cross country analysis of industrial and emerging economies

Fernando Oliveira and Myrian Petrassi

387: Foreign Capital Flows, Credit Growth and Macroprudential Policy in a DSGE Model with Traditional and Matter-of-Fact Financial Frictions

Fabia Carvalho and Marcos Castro

386: Há Efeito Manada em Ações com Alta Liquidez do Mercado Brasileiro?

Juliana Silva, Cláudio Barbedo and Gustavo Araujo

385: Business and Financial Cycles: an estimation of cycles’ length focusing on Macroprudential Policy

Rodrigo Gonzalez, Joaquim Lima and Leonardo Marinho

384: Countercyclical Capital Buffers: bayesian estimates and alternatives focusing on credit growth

Rodrigo Gonzalez, Joaquim Lima and Leonardo Marinho

383: The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks

Jose Ornelas and Pablo de Carvalho

382: Invoice Currency: puzzling evidence and new questions from Brazil

Daniel Reiss

381: Demand for Services Rendered to Families in Brazil in the 2000’s: An Empirical Analysis of Consumer Patterns and Social Expansion

Andre Brunelli

380: Implementing Loan-to-Value Ratios: The Case of Auto Loans in Brazil (2010-11)

Tarsila Afanasieff, Fabiana Carvalho and Eduardo Ca

379: OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector

Gustavo Araujo and Sergio Leão

378: Macroeconomic and Financial Consequences of the After Crisis Government-Driven Credit Expansion in Brazil

Marco Bonomo, Ricardo Brito and Bruno Martins

377: Avaliação do Processo de Concentração-Competição no Setor Bancário Brasileiro

Marcos Silva

376: Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices

Eurilton Araújo

375: Capital Requirements, Liquidity and Financial Stability: the case of Brazil

Sergio Souza

374: Do Interconnections Matter for Bank Efficiency?

Solange Guerra, Benjamin Tabak and Rodrigo Miranda

373: Megaeventos Esportivos e Inflação ao Consumidor

Waldyr Areosa and Marta Areosa

372: Microfounded Forecasting

Wagner Gaglianone and João Issler

371: Assessing the Short-term Forecasting Power of Confidence Indices

Euler Mello and Francisco Rodrigues Figueiredo

370: Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies

Jose Ornelas