Working Papers Series

From Central Bank of Brazil, Research Department
Bibliographic data for series maintained by Rodrigo Barbone Gonzalez (rodrigo.gonzalez@bcb.gov.br).

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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

241: Macro Stress Testing of Credit Risk Focused on the Tails

Ricardo Schechtman and Wagner Gaglianone

240: Fiscal Policy in Brazil through the Lens of an Estimated DSGE Model

Fabia Carvalho and Marcos Valli

239: SAMBA: Stochastic Analytical Model with a Bayesian Approach

Marcos Castro, Solange Gouvea, André Minella, Rafael Santos and Nelson Sobrinho

238: Choques não Antecipados de Política Monetária e a Estrutura a Termo das Taxas de Juros no Brasil

Fernando Oliveira and Leonardo Ramos

237: Capital Regulation, Monetary Policy and Financial Stability

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

236: Optimal costs of sovereign default

Leonardo Pio Perez

235: Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets

Leonardo Alencar

234: Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets

Pierre-Richard Agénor and Luiz Awazu Pereira da Silva

233: Too Big to Fail Perception by Depositors: an empirical investigation

Raquel Oliveira, Rafael Schiozer and Lucas Barros

232: Modeling Default Probabilities: the case of Brazil

Benjamin Tabak, Daniel Cajueiro and A. Luduvice

231: Capital Requirements and Business Cycles with Credit Market Imperfections

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

230: Is Inflation Persistence Over?

Fernando Oliveira and Myrian Petrassi

229: Financial Fragility in a General Equilibrium Model: the Brazilian case

Benjamin Tabak, Daniel Cajueiro and Dimas Fazio

228: Forecasting Brazilian Inflation Using a Large Data Set

Francisco Rodrigues Figueiredo

227: Uma Nota sobre Erros de Previsão da Inflação de Curto Prazo

Emanuel Kohlscheen

226: A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector

Francisco Vazquez, Benjamin Tabak and Marcos Souto

225: Expectativas Inflacionárias e Inflação Implícita no Mercado Brasileiro

Flávio Val, Claudio Barbedo and Marcelo Maia

224: Emerging Floaters: pass-throughs and (some) new commodity currencies

Emanuel Kohlscheen

223: Forecasting the Yield Curve with Linear Factor Models

Marco Matsumura, Ajax Moreira and José Valentim Vicente

222: O Comportamento Cíclico do Capital dos Bancos Brasileiros

R. Ferreira, A. Noronha, Benjamin Tabak and Daniel Cajueiro

221: Financial Instability and Credit Constraint: Evidence from the Cost of Bank Financing

Bruno Martins

220: Eficiência Bancária e Inadimplência: Testes de Causalidade

Benjamin Tabak, Giovana Craveiro and Daniel Cajueiro