Working Papers Series

From Central Bank of Brazil, Research Department
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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

331: Measuring Inflation Persistence in Brazil Using a Multivariate Model

Vicente Machado and Marcelo Portugal

330: Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions

Osmani Guillén, Alain Hecq, João Issler and Diogo Saraiva

329: Is the Divine Coincidence Just a Coincidence? The Implications of Trend Inflation

Sergio Alves

328: Mercados Financeiros Globais – Uma Análise da Interconectividade

Marcius Filho, Rodrigo Miranda and Benjamin Tabak

327: Celeridade do Sistema Judiciário e Créditos Bancários para as Indústrias de Transformação

Jacopo Ponticelli and Leonardo Alencar

326: Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos

Solange Guerra, Rodrigo Andrés Peñaloza and Benjamin Tabak

325: Teste da Hipótese de Mercados Adaptativos para o Brasil

Glener Dourado and Benjamin Tabak

324: Inflation Targeting and Financial Stability: A Perspective from the Developing World

Pierre-Richard Agénor and Luiz Awazu Pereira da Silva

323: Loan Pricing Following a Macro Prudential Within-Sector Capital Measure

Bruno Martins and Ricardo Schechtman

322: Contagion Risk within Firm-Bank Bivariate Networks

Rodrigo Miranda and Benjamin Tabak

321: Systemic Risk Measures

Solange Guerra, Benjamin Tabak, Rodrigo Andrés Peñaloza and Rodrigo Miranda

320: Insolvency and Contagion in the Brazilian Interbank Market

Sergio Souza, Benjamin Tabak and Solange Guerra