Working Papers Series

From Central Bank of Brazil, Research Department
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291: O desempenho recente da política monetária brasileira sob a ótica da modelagem DSGE

Bruno Vasconcelos and Jose Angelo Divino

290: Sailing through the Global Financial Storm: Brazil's recent experience with monetary and macroprudential policies to lean against the financial cycle and deal with systemic risks

Luiz Awazu Pereira da Silva and Ricardo Harris

289: Financial Stability in Brazil

Luiz Awazu Pereira da Silva and Ricardo Harris

288: Forecasting Bond Yields with Segmented Term Structure Models

Caio Almeida, Axel Simonsen and José Vicente

287: Some Financial Stability Indicators for Brazil

Adriana Sales, Waldyr Areosa and Marta Areosa

286: Information (in) Chains: information transmission through production chains

Waldyr Areosa and Marta Areosa

285: Asset Prices and Monetary Policy – A sticky-dispersed information model

Waldyr Areosa

284: On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century

Osmani Guillény, João Issler and Afonso Franco-Neto

283: The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case

Benjamin Tabak, Guilherme Gomes and Maurício Júnior

282: The Signaling Effect of Exchange Rates: pass-through under dispersed information

Waldyr Areosa and Marta Areosa

281: A Note on Particle Filters Applied to DSGE Models

Angelo Fasolo

280: Educação Financeira para um Brasil Sustentável Evidências da Necessidade de Atuação do Banco Central do Brasil em Educação Financeira para o Cumprimento de Sua Missão

Fabio Araújo and Marcos Souza

279: Going Deeper Into the Link Between the Labour Market and Inflation

Tito Nícias da Silva Filho

278: Liquidez do Sistema e Administração das Operações de Mercado Aberto

Antonio Jr.

277: Trend Inflation and the Unemployment Volatility Puzzle

Sergio Alves

276: A Sticky-Dispersed Information Phillips Curve: a model with partial and delayed information

Marta Areosa, Waldyr Areosa and Vinicius Carrasco

275: A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks

Benjamin Tabak, Rogério Miranda and Dimas Fazio

274: Monetary Policy, Asset Prices and Adaptive Learning

Vicente Machado

273: Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions

Emanuel Kohlscheen

272: Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica

Guilherme Oliveira, Benjamin Tabak, José Resende and Daniel Cajueiro

271: Optimal Policy When the Inflation Target is not Optimal

Sergio Alves

270: Pricing-to-market by Brazilian Exporters: a Panel Cointegration Approach

João Barroso

269: Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options

Jose Ornelas, José Fajardo and Aquiles de Farias

268: Optimal Capital Flow Taxes in Latin America

João Barroso

267: Sudden Floods, Prudential Regulation and Stability in an Open Economy

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

266: Are Core Inflation Directional Forecasts Informative?

Tito Nícias da Silva Filho

265: O Impacto da Comunicação do Banco Central do Brasil sobre o Mercado Financeiro

Marcio Janot and Daniel Mota

264: Uma Breve Análise de Medidas Alternativas à Mediana na Pesquisa de Expectativas de Inflação do Banco Central do Brasil

Fabia Carvalho

263: The Adverse Selection Cost Component of the Spread of Brazilian Stocks

Gustavo Araujo, Claudio Barbedo and José Vicente

262: The Accuracy of Perturbation Methods to Solve Small Open Economy Models

Angelo Fasolo

261: The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?

Benjamin Tabak, Dimas Fazio and Daniel Cajueiro

260: Credit Default and Business Cycles: an empirical investigation of Brazilian retail loans

Arnildo Correa, Jaqueline Marins, Myrian Neves and Antonio Silva

259: The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies

Emanuel Kohlscheen

258: Bancos Oficiais e Crédito Direcionado – o que diferencia o mercado de crédito brasileiro?

Eduardo Lundberg

257: Cooperativas de Crédito: taxas de juros praticadas e fatores de viabilidade

Clodoaldo Annibal and Sérgio Koyama

256: The Self-insurance Role of International Reserves and the 2008-2010 Crisis

Antonio Jr

255: An Empirical Analysis of the External Finance Premium of Public Non-Financial Corporations in Brazil

Fernando Oliveira and Alberto Neto

254: Macroprudential Regulation and the Monetary Transmission Mechanism

Pierre-Richard Agénor and Luiz Awazu Pereira da Silva

253: Bank Efficiency and Default in Brazil: Causality Tests

Benjamin Tabak, Giovana Craveir and Daniel Cajueiro

252: Comparação da Eficiência de Custo para BRICs e América Latina

Lycia Araujo, Guilherme Gomes, Solange Guerra and Benjamin Tabak

251: Um Exame sobre como os Bancos Ajustam seu Índice de Basileia no Brasil

Leonardo Alencar

250: Recolhimentos Compulsórios e o Crédito Bancário Brasileiro

Paulo Dawid and Tony Takeda

249: Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks

Benjamin Tabak, M. Takami, J. Rocha and Daniel Cajueiro

248: Financial Regulation and Transparency of Information: first steps on new land

Helder de Mendonça, Délio Galvão and Renato Loures

247: Forecasting the Yield Curve for the Euro Region

Benjamin Tabak, Daniel Cajueiro and Alexandre Sollaci

246: Impacto do Sistema Cooperativo de Crédito na Eficiência do Sistema Financeiro Nacional

Michel Alexandre

245: Pesquisa Trimestral de Condições de Crédito no Brasil

Clodoaldo Annibal and Sérgio Koyama

244: Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship

Benjamin Tabak, Dimas Fazio and Daniel Cajueiro

243: Economic Activity and Financial Institutional Risk: an empirical analysis for the Brazilian banking industry

Helder de Mendonça, Délio Galvão and Renato Loures

242: Determinantes do Spread Bancário Ex-Post no Mercado Brasileiro

José Dantas, Otavio De Medeiros and Lúcio Capelletto