Working Papers Series

From Central Bank of Brazil, Research Department
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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

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