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	Title	Author(s)
Abstract Full text	Capital Requirements and Business Cycles with Credit Market Imperfections Central Bank of Brazil Working Papers [View] (Paper: 231, 25.02.2011)	L. Pereira da Silva K. Alper Pierre-Richard Agénor
Abstract Full text	Modeling Default Probabilities: the case of Brazil Central Bank of Brazil Working Papers [View] (Paper: 232, 25.02.2011)	Daniel O. Cajueiro A. Luduvice Benjamin M. Tabak
Abstract Full text	Forecasting Brazilian Inflation Using a Large Data Set Central Bank of Brazil Working Papers [View] (Paper: 228, 11.02.2011)	Francisco Marcos Rodrigues Figueiredo
Abstract Full text	Financial Fragility in a General Equilibrium Model: the Brazilian case Central Bank of Brazil Working Papers [View] (Paper: 229, 11.02.2011)	Dimas M. Fazio Daniel O. Cajueiro Benjamin M. Tabak
Abstract Full text	Is Inflation Persistence Over? Central Bank of Brazil Working Papers [View] (Paper: 230, 11.02.2011)	Fernando N. de Oliveira Myrian Petrassi
Abstract Full text	A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector Central Bank of Brazil Working Papers [View] (Paper: 226, 04.01.2011)	Francisco Vazquez Marcos Souto Benjamin M. Tabak
Abstract Full text	The Brazilian Interbank Network Structure and Systemic Risk Central Bank of Brazil Working Papers [View] (Paper: 219, 04.01.2011)	Edson Bastos e Santos Rama Cont
Abstract Full text	Financial Instability and Credit Constraint: Evidence from the Cost of Bank Financing Central Bank of Brazil Working Papers [View] (Paper: 221, 04.01.2011)	Bruno S. Martins
Abstract Full text	Emerging Floaters: pass-throughs and (some) new commodity currencies Central Bank of Brazil Working Papers [View] (Paper: 224, 04.01.2011)	Emanuel Kohlscheen
Abstract Full text	Forecasting the Yield Curve with Linear Factor Models Central Bank of Brazil Working Papers [View] (Paper: 223, 04.01.2011)	Ajax Reynaldo Bello Moreira José Valentim M. Vicente Marco Shinobu Matsumura
Abstract Full text	The Role of Interest Rates in the Brazilian Business Cycle Central Bank of Brazil Working Papers [View] (Paper: 218, 04.01.2011)	Nelson F. Souza Sobrinho
Abstract Full text	Financial Stability and Monetary Policy - The case of Brazil Central Bank of Brazil Working Papers [View] (Paper: 217, 22.10.2010)	Daniel O. Cajueiro Benjamin M. Tabak Marcela T. Laiz
Abstract Full text	Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: international evidence Central Bank of Brazil Working Papers [View] (Paper: 216, 21.10.2010)	F. González L. Pereira da Silva A. R. Fonseca
Abstract Full text	The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk Central Bank of Brazil Working Papers [View] (Paper: 215, 21.10.2010)	Daniel O. Cajueiro Benjamin M. Tabak Dimas M. Fazio
Abstract Full text	Do Inflation-linked Bonds Contain Information about Future Inflation? Central Bank of Brazil Working Papers [View] (Paper: 214, 21.10.2010)	José Valentim M. Vicente Osmani Teixeira de Carvalho Guillén
Abstract Full text	Determinants of Bank Efficiency: the case of Brazil Central Bank of Brazil Working Papers [View] (Paper: 210, 21.10.2010)	Benjamin M. Tabak Patricia Tecles
Abstract Full text	Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002 Central Bank of Brazil Working Papers [View] (Paper: 211, 21.10.2010)	Sandro C. Andrade Emanuel Kohlscheen
Abstract Full text	The Natural Rate of Unemployment in Brazil, Chile, Colombia and Venezuela: some results and challenges Central Bank of Brazil Working Papers [View] (Paper: 212, 21.10.2010)
Abstract Full text	Estimation of Economic Capital Concerning Operational Risk in a Brazilian Banking Industry Case Central Bank of Brazil Working Papers [View] (Paper: 213, 21.10.2010)	Délio José Cordeiro Galvão Helder Ferreira de Mendonça Renato Falci Villela Loures
Abstract Full text	Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions Central Bank of Brazil Working Papers [View] (Paper: 205, 03.07.2010)	George Athanasopoulos João Victor Issler Farshid Vahid Osmani Teixeira de Carvalho Guillén
Abstract	Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization Central Bank of Brazil Working Papers [View] (Paper: 184, 28.06.2010)	José Luiz Barros Fernandes Juan Ignacio Peña Benjamin M. Tabak
Abstract	Brazilian Strategy for Managing the Risk of Foreign Exchange Rate Exposure During a Crisis Central Bank of Brazil Working Papers [View] (Paper: 207, 17.06.2010)	Antonio Francisco A. Silva Jr.
Abstract	Preference for Flexibility and Bayesian Updating Central Bank of Brazil Working Papers [View] (Paper: 177, 16.06.2010)	Gil Riella
Abstract	An Econometric Contribution to the Intertemporal Approach of the Current Account Central Bank of Brazil Working Papers [View] (Paper: 178, 15.06.2010)	João Victor Issler Wagner P. Gaglianone
Abstract	Fluctuation Dynamics in US interest rates and the role of monetary policy Central Bank of Brazil Working Papers [View] (Paper: 206, 12.06.2010)	Daniel O. Cajueiro Benjamin M. Tabak
Abstract Full text	The role of macroeconomic variables in sovereign risk Central Bank of Brazil Working Papers [View] (Paper: 196, 01.06.2010)	Marcos S. Matsumura José Valentim M. Vicente
Abstract	Fiat Money and the Value of Binding Portfolio Constraints Central Bank of Brazil Working Papers [View] (Paper: 176, 02.03.2010)	Juan Pablo Torres-Martínez Myrian Petrassi Mário R. Páscoa
Abstract	Forecasting the Yield Curve for Brazil Central Bank of Brazil Working Papers [View] (Paper: 197, 21.02.2010)	Daniel O. Cajueiro Benjamin M. Tabak Jose A. Divino
Abstract	Foreign Banks' Entry and Departure: The Recent Brazilian Experience (1996-2006) Central Bank of Brazil Working Papers [View] (Paper: 164, 21.02.2010)	Pedro Fachada
Abstract	Market Forecasts in Brazil: performance and determinants Central Bank of Brazil Working Papers [View] (Paper: 185, 25.01.2010)	André Minella Fabia A. de Carvalho
Abstract	Monetary Channels in Brazil through the Lens of a Semi-Structural Model Central Bank of Brazil Working Papers [View] (Paper: 181, 25.01.2010)	André Minella Nelson F. Souza-Sobrinho
Abstract	The Incidence of Reserve Requirements in Brazil: Do Bank Stockholders Share the Burden? Central Bank of Brazil Working Papers [View] (Paper: 160, 16.10.2009)	Cyntia F. Azevedo Fabia A. de Carvalho
Abstract	Behavior and Effects of Equity Foreign Investors on Emerging Markets Central Bank of Brazil Working Papers [View] (Paper: 159, 16.10.2009)	Barbara Alemanni José Renato Haas Ornelas
Abstract	Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions Central Bank of Brazil Working Papers [View] (Paper: 173, 29.12.2008)	Eduardo José Araújo Lima Benjamin M. Tabak
Abstract	An Integrated Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks Central Bank of Brazil Working Papers [View] (Paper: 168, 29.12.2008)	Wenersamy Ramos de Alcântara
Abstract	Combining Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap Central Bank of Brazil Working Papers [View] (Paper: 172, 29.12.2008)	Marta B. M. Areosa
Abstract Full text	Balance Sheet Effects in Currency Crises: Evidence from Brazil Central Bank of Brazil Working Papers [View] (Paper: 162, 22.10.2008)	Walter Novaes Marcio M. Janot Márcio G. P. Garcia
Abstract	Evaluating Value-at-Risk Models via Quantile Regressions Central Bank of Brazil Working Papers [View] (Paper: 161, 05.04.2008)	Oliver Linton Luiz Renato Lima Wagner P. Gaglianone
Abstract Full text	Characterizing the Brazilian Term Structure of Interest Rates Central Bank of Brazil Working Papers [View] (Paper: 158, 04.03.2008)	Benjamin M. Tabak Osmani Teixeira de Carvalho Guillén
Abstract Full text	Is the Investment-Uncertainty Link Really Elusive? The Harmful Effects of Inflation Uncertainty in Brazil Central Bank of Brazil Working Papers [View] (Paper: 157, 15.01.2008)
Abstract Full text	Does Curvature Enhance Forecasting? Central Bank of Brazil Working Papers [View] (Paper: 155, 28.12.2007)	André Leite Caio Almeida Romeu Gomes José Valentim M. Vicente
Abstract Full text	Identification of Monetary Policy Shocks in the Brazilian Market for Bank Reserves Central Bank of Brazil Working Papers [View] (Paper: 154, 28.12.2007)	Adriana Soares Sales Maria Tannuri-Pianto
Abstract Full text	Demand for Foreign Exchange Derivatives in Brazil: Hedge or Speculation Central Bank of Brazil Working Papers [View] (Paper: 152, 18.12.2007)	Walter Novaes Fernando N. de Oliveira
Abstract Full text	Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability Central Bank of Brazil Working Papers [View] (Paper: 151, 22.11.2007)	Eduardo José Araújo Lima Benjamin M. Tabak
Abstract Full text	A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks Central Bank of Brazil Working Papers [View] (Paper: 150, 20.11.2007)	Geraldo da Silva e Souza Roberta Blass Staub
Abstract Full text	Joint Validation of Credit Rating PDs under Default Correlation Central Bank of Brazil Working Papers [View] (Paper: 149, 16.11.2007)	Ricardo Schechtman
Abstract Full text	Explaining Bank Failures in Brazil: Micro, Macro and Contagion Effects (1994-1998) Central Bank of Brazil Working Papers [View] (Paper: 147, 27.10.2007)	Adriana Soares Sales Maria Eduarda Tannuri-Pianto
Abstract Full text	The Stability-Concentration Relationship in the Brazilian Banking System Central Bank of Brazil Working Papers [View] (Paper: 145, 12.10.2007) JEL: G15, G21, O54	Eduardo José Araújo Lima Eui Jung Chang Solange Maria Guerra Benjamin M. Tabak
Abstract Full text	The Effect of Bid-Ask Prices on Brazilian Options Implied Volatility: A Case Study of Telemar Call Options Central Bank of Brazil Working Papers [View] (Paper: 144, 09.10.2007)	Claudio Henrique da Silveira Barbedo Eduardo Facó Lemgruber
Abstract Full text	Price Rigidity in Brazil: Evidence from CPI Micro Data Central Bank of Brazil Working Papers [View] (Paper: 143, 21.09.2007)	Solange Gouvea