Working Papers Series

From Central Bank of Brazil, Research Department
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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

369: Modelo FAVAR Canônico para Previsão do Mercado de Crédito

Fani Bader, Sérgio Koyama and Marcos Tsuchida

368: Asymmetric Transmission of a Bank Liquidity Shock

Rafael Schiozer and Raquel Oliveira

367: A Volatility and Persistence-Based Core Inflation

Tito Nícias da Silva Filho and Francisco Rodrigues Figueiredo

366: Investment of Firms in Brazil: do financial restrictions, unexpected monetary shocks and BNDES play important roles?

Fernando Oliveira

365: Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation?

Bruno Vasconcelos and Benjamin Tabak

364: Behavioral Models of the Foreign Exchange Market: is there any empirical content?

João Barroso

363: Realized Volatility as an Instrument to Official Intervention

João Barroso

362: External Sustainability and Gross Positions: are Brazilian external accounts sustainable?

João Barroso

361: Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal

Gustavo Araujo and José Vicente

360: Simple Macroeconomic Policies and Welfare: a quantitative assessment

Eurilton Araújo and Alexandre Cunha

359: Decompondo a Inflação Implícita

José Vicente and Flavia Graminho

358: Consumo de Aço no Brasil: um modelo baseado na técnica da intensidade do uso

Fernando Oliveira and Luiz Sollero

357: The Ramsey Steady State under Optimal Monetary and Fiscal Policy for Small Open Economies

Angelo Fasolo

356: Revisitando as Medidas de Núcleo de Inflação do Banco Central do Brasil

Tito Nícias da Silva Filho and Francisco Rodrigues Figueiredo

355: Análise das Políticas de Financiamento das Firmas do IBRX 100 Utilizando Filtro de Kalman

Fernando Oliveira and Leandro Oliveira

354: Phillips curve in Brazil: an unobserved components approach

Vicente Machado and Marcelo Portugal

353: Testing the Liquidity Preference Hypothesis using Survey Forecasts

Jose Ornelas and Antonio Jr

352: Fatores de risco nas alianças em projetos de TI: estudo de casos no Banco Central do Brasil

Liana Santos and T.Diana Macedo-Soares

351: Dynamic spanning trees in stock market networks: The case of Asia-Pacific

Ahmet Sensoy and Benjamin Tabak

350: The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks

Benjamin Tabak, Daniel Cajueiro and Marina Dias

349: Evolução do Desemprego no Brasil no Período 2003-2013: análise através das probabilidades de transição

Fábio Silva and Leandro Pires

348: Two Decades of Structural Shifts in the Brazilian Labor Market: assessing the unemployment rate changes through stylized facts on labor supply and labor demand

Andre Brunelli

347: Inflation Targeting and Banking System Soundness: A Comprehensive Analysis

Dimas Fazio, Benjamin Tabak and Daniel Cajueiro

346: The Efficiency of Chinese Local Banks: A comparison of DEA and SFA

Benjamin Tabak, Daniel Cajueiro and Marina Dias

345: International Capital Flows and Yields of Public Debt Bonds

Marcia Leon

344: Risk Assessment of the Brazilian FX Rate

Wagner Gaglianone and Jaqueline Marins

343: Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil

Solange Guerra, Benjamin Tabak and Rodrigo Andrés Peñaloza

342: How much random does European Union walk? A time-varying long memory analysis

Ahmet Sensoy and Benjamin Tabak

341: Estimating Strategic Complementarity in a State-Dependent Pricing Model

Marco Bonomo, Arnildo Correa and Marcelo Medeiros

340: Asymmetric Effects of Monetary Policy in the U.S. and Brazil

Ioannis Pragidis, Periklis Gogas and Benjamin Tabak

339: Um Conto de Três Hiatos: Desemprego, Utilização da Capacidade Instalada da Indústria e Produto

Sergio Alves and Arnildo Correa

338: Um Estudo sobre Comportamento de Tomadores e Ofertantes no Mercado de Crédito

Tony Takeda and Paulo Dawid

337: Opacidade e Crédito Bancário: Evidências empíricas a partir da NYSE e da NASDAQ

Helder de Mendonça, Renato Loures and Délio Galvão

336: Traditional and Matter-of-fact Financial Frictions in a DSGE Model for Brazil: the role of macroprudential instruments and monetary policy

Fabia Carvalho, Marcos Castro and Silvio Costa

335: Why Prudential Regulation Will Fail to Prevent Financial Crises. A Legal Approach

Marcelo Prates

334: Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime

Osmani Guillén, José Vicente and Claudio de Moraes

333: Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System

Benjamin Tabak, Denise Li, João Vasconcelos and Daniel Cajueiro

332: Does trade shrink the measure of domestic firms?

João Barroso