Home
Central bank hub
Research hub

Brazil - Central Bank Research Hub

	Title	Author(s)
Abstract Full text	Stress Testing Liquidity Risk: The Case of the Brazilian Banking System. Central Bank of Brazil Working Papers [View] (Paper: 302, 14.12.2012) JEL: G01, G21, G28, G33	Sergio Rubens S. de Souza Rodrigo C. Miranda Solange M. Guerra Benjamin M. Tabak
Abstract Full text	Local Market Structure and Bank Competition: evidence from the Brazilian auto loan market. Central Bank of Brazil Working Papers [View] (Paper: 299, 12.11.2012)	Bruno Martins
Abstract Full text	The External Finance Premium in Brazil: empirical analyses using state space models. Central Bank of Brazil Working Papers [View] (Paper: 295, 24.10.2012)	Fernando Nascimento de Oliveira
Abstract Full text	Contagion in CDS, Banking and Equity Markets Central Bank of Brazil Working Papers [View] (Paper: 293, 08.10.2012)	Rodrigo César de Castro Miranda Mauricio Medeiros Junior Benjamin M. Tabak
Abstract Full text	Coping with a Complex Global Environment: a Brazilian perspective on emerging market issues Central Bank of Brazil Working Papers [View] (Paper: 292, 08.10.2012)	Adriana Soares Sales João Barata Ribeiro Blanco Barroso
Abstract Full text	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 Central Bank of Brazil Working Papers [View] (Paper: 290, 27.08.2012) JEL: E00, F31, G01	Ricardo Eyer Harris Luiz Awazu Pereira da Silva
Abstract Full text	Financial Stability in Brazil Central Bank of Brazil Working Papers [View] (Paper: 289, 14.08.2012) JEL: C15, E44, E58, G01, G18, G20, G28	Adriana Soares Sales Wagner P. Gaglianone Luiz A. Pereira da Silva
Abstract Full text	Forecasting Bond Yields with Segmented Term Structure Models Central Bank of Brazil Working Papers [View] (Paper: 288, 14.08.2012) JEL: C53, C58, G12	Axel Simonsen José Valentim M. Vicente Caio Almeida
Abstract Full text	Some Financial Stability Indicators for Brazil Central Bank of Brazil Working Papers [View] (Paper: 287, 25.07.2012) JEL: E44, E58, G28	Adriana Soares Sales Marta B. M. Areosa Waldyr D. Areosa
Abstract Full text	Asset Prices and Monetary Policy - A sticky-dispersed information model Central Bank of Brazil Working Papers [View] (Paper: 285, 25.07.2012) JEL: D82, E31, E58	Waldyr D. Areosa Marta B. M. Areosa
Abstract Full text	Information (in) Chains: information transmission through production chains Central Bank of Brazil Working Papers [View] (Paper: 286, 25.07.2012) JEL: D82, D83, E31	Waldyr D. Areosa Marta B. M. Areosa
Abstract Full text	On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century Central Bank of Brazil Working Papers [View] (Paper: 284, 13.07.2012) JEL: C32, C53, E32	Afonso Arinos de Mello Franco-Neto João Victor Isslerz Osmani Teixeira de Carvalho Guillény
Abstract Full text	The Impact of Marketpower at Bank Level in Risk-taking: the Brazilian Case Central Bank of Brazil Working Papers [View] (Paper: 283, 07.07.2012) JEL: D40, G21, G28, G32	Guilherme Maia Rodrigues Gomes Benjamin M. Tabak Maurício da Silva Medeiros Júnior
Abstract Full text	The Signaling Effect of Exchange Rates: pass-through under dispersed information Central Bank of Brazil Working Papers [View] (Paper: 282, 06.07.2012) JEL: D82, D83, E31, F31	Marta B. M. Areosa Waldyr D. Areosa
Abstract Full text	A Note on Particle Filters Applied to DSGE Models Central Bank of Brazil Working Papers [View] (Paper: 281, 06.07.2012) JEL: C63, C68, E30, E37	Angelo Marsiglia Fasolo
Abstract Full text	Going Deeper Into the Link Between the Labour Market and Inflation Central Bank of Brazil Working Papers [View] (Paper: 279, 31.05.2012) JEL: C22, E24, E31, E52	Tito Nícias Teixeira da Silva Filho
Abstract Full text	Trend Inflation and the Unemployment Volatility Puzzle Central Bank of Brazil Working Papers [View] (Paper: 277, 17.05.2012) JEL: E2, E3, E5, J6	Sergio A. Lago Alves
Abstract Full text	A Sticky-Dispersed Information Phillips Curve: a model with partial and delayed information Central Bank of Brazil Working Papers [View] (Paper: 276, 09.05.2012) JEL: D82, D83, E31	Vinicius Carrasco Marta B. M. Areosa Waldyr D. Areosa
Abstract Full text	Monetary Policy, Asset Prices and Adaptive Learning Central Bank of Brazil Working Papers [View] (Paper: 274, 09.05.2012) JEL: D84, E31, E52	Vicente da Gama Machado
Abstract Full text	A geographically weighted approach in measuring efficiency in panel data: the case of US saving banks Central Bank of Brazil Working Papers [View] (Paper: 275, 09.05.2012) JEL: G21, G28	Dimas M. Fazio Rogério B. Miranda Benjamin M. Tabak
Abstract Full text	Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions Central Bank of Brazil Working Papers [View] (Paper: 273, 05.05.2012) JEL: F30, F31	Emanuel Kohlscheen
Abstract Full text	Optimal Policy When the Inflation Target is not Optimal Central Bank of Brazil Working Papers [View] (Paper: 271, 22.03.2012) JEL: E31, E52, E58	Sergio A. Lago Alves
Abstract Full text	Pricing-to-market by Brazilian Exporters: a Panel Cointegration Approach Central Bank of Brazil Working Papers [View] (Paper: 270, 22.03.2012) JEL: F12, F14, F31	João Barata Ribeiro Blanco Barroso
Abstract Full text	Optimal Capital Flow Taxes in Latin America Central Bank of Brazil Working Papers [View] (Paper: 268, 22.03.2012) JEL: E60, F31, F32, F37, H21	João Barata Ribeiro Blanco Barroso
Abstract Full text	Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options Central Bank of Brazil Working Papers [View] (Paper: 269, 22.03.2012) JEL: C13, C53, F31, G17	José Renato Haas Ornelas Aquiles Rocha de Farias José Santiago Fajardo Barbachan
Abstract Full text	Sudden Floods, Macroprudention Regulation and Stability in an Open Economy Central Bank of Brazil Working Papers [View] (Paper: 267, 24.02.2012) JEL: E44, E51, F32	L. Pereira da Silva K. Alper Pierre-Richard Agénor
Abstract Full text	Are Core Inflation Directional Forecasts Informative? Central Bank of Brazil Working Papers [View] (Paper: 266, 27.01.2012)
Abstract Full text	The Adverse Selection Cost Component of the Spread of Brazilian Stocks Central Bank of Brazil Working Papers [View] (Paper: 263, 08.12.2011)	José Valentim M. Vicente Claudio Henrique da Silveira Barbedo Gustavo Silva Araújo
Abstract Full text	The Accuracy of Perturbation Methods to Solve Small Open Economy Models Central Bank of Brazil Working Papers [View] (Paper: 262, 24.11.2011)	Angelo M. Fasolo
Abstract Full text	The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies Central Bank of Brazil Working Papers [View] (Paper: 259, 23.11.2011)	Emanuel Kohlscheen
Abstract Full text	The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? Central Bank of Brazil Working Papers [View] (Paper: 261, 23.11.2011)	Dimas M. Fazio Daniel O. Cajueiro Benjamin M. Tabak
Abstract Full text	Credit Default and Business Cycles: an empirical investigation of Brazilian retail loans Central Bank of Brazil Working Papers [View] (Paper: 260, 23.11.2011)	Antonio Carlos Magalhães da Silva Myrian Beatriz Eiras das Neves Jaqueline Terra Moura Marins Arnildo da Silva Correa
Abstract Full text	The Self-insurance Role of International Reserves and the 2008-2010 Crisis Central Bank of Brazil Working Papers [View] (Paper: 256, 08.11.2011)	Antonio Francisco A. Silva Jr
Abstract Full text	An Empirical Analysis of the External Finance Premium of Public Non-Financial Corporations in Brazil Central Bank of Brazil Working Papers [View] (Paper: 255, 08.11.2011)	Fernando N. de Oliveira Alberto Ronchi Neto
Abstract Full text	Macroprudential Regulation and the Monetary Transmission Mechanism Central Bank of Brazil Working Papers [View] (Paper: 254, 08.11.2011)	Luiz A. Pereira da Silva Pierre-Richard Agénor
Abstract Full text	Bank Efficiency and Default in Brazil: Causality Tests Central Bank of Brazil Working Papers [View] (Paper: 253, 18.10.2011)	Daniel O. Cajueiro Giovana L. Craveiro Benjamin M. Tabak
Abstract Full text	Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks Central Bank of Brazil Working Papers [View] (Paper: 249, 26.08.2011)	M. Takami Daniel O. Cajueiro J. M. C. Rocha Benjamin M. Tabak
Abstract Full text	Eficiência Bancária e Inadimplência: Testes de Causalidade Central Bank of Brazil Working Papers [View] (Paper: 220, 23.08.2011)	Daniel O. Cajueiro Giovana L. Craveiro Benjamin M. Tabak
Abstract Full text	Forecasting the Yield Curve for the Euro Region Central Bank of Brazil Working Papers [View] (Paper: 247, 23.08.2011)	Daniel O. Cajueiro Alexandre B. Sollaci Benjamin M. Tabak
Abstract Full text	Financial Regulation and Transparency of Information: first steps on new land Central Bank of Brazil Working Papers [View] (Paper: 248, 23.08.2011)	Renato Falci Villela Loures Helder Ferreira de Mendonça Délio José Cordeiro Galvão
Abstract Full text	Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship Central Bank of Brazil Working Papers [View] (Paper: 244, 26.05.2011)	Dimas M. Fazio Daniel O. Cajueiro Benjamin M. Tabak
Abstract Full text	Economic Activity and Financial Institutional Risk: an empirical analysis for the Brazilian banking industry Central Bank of Brazil Working Papers [View] (Paper: 243, 20.05.2011)	Renato Falci Villela Loures Helder Ferreira de Mendonça Délio José Cordeiro Galvão
Abstract Full text	Fiscal Policy in Brazil through the Lens of an Estimated DSGE Model Central Bank of Brazil Working Papers [View] (Paper: 240, 18.05.2011)	Marcos Valli Fabia A. de Carvalho
Abstract Full text	Macro Stress Testing of Credit Risk Focused on the Tails Central Bank of Brazil Working Papers [View] (Paper: 241, 18.05.2011)	Ricardo Schechtman Wagner P. Gaglianone
Abstract Full text	SAMBA: Stochastic Analytical Model with a Bayesian Approach Central Bank of Brazil Working Papers [View] (Paper: 239, 10.05.2011)	Solange N. Gouvea Marcos R. de Castro Rafael C. dos Santos Nelson F. Souza-Sobrinho André Minella
Abstract Full text	Capital Regulation, Monetary Policy and Financial Stability Central Bank of Brazil Working Papers [View] (Paper: 237, 02.05.2011)	K. Alper Luiz A. Pereira da Silva Pierre-Richard Agénor
Abstract Full text	Optimal costs of sovereign default Central Bank of Brazil Working Papers [View] (Paper: 236, 15.04.2011)	Leonardo Pio Perez
Abstract Full text	Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets Central Bank of Brazil Working Papers [View] (Paper: 235, 08.04.2011)	Leonardo Soriano de Alencar
Abstract Full text	Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets Central Bank of Brazil Working Papers [View] (Paper: 234, 25.02.2011)	Luiz A. Pereira da Silva Pierre-Richard Agénor
Abstract Full text	Too Big to Fail Perception by Depositors: an empirical investigation Central Bank of Brazil Working Papers [View] (Paper: 233, 25.02.2011)