Brazil - Central Bank Research Hub

Title Author(s)

Monetary Policy, Asset Prices and Adaptive Learning

Central Bank of Brazil Working Papers [View] (Paper: 274, 09.05.2012)

JEL: D84, E31, E52

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

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

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

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

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

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

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

Are Core Inflation Directional Forecasts Informative?

Central Bank of Brazil Working Papers [View] (Paper: 266, 27.01.2012)

 

The Adverse Selection Cost Component of the Spread of Brazilian Stocks

Central Bank of Brazil Working Papers [View] (Paper: 263, 08.12.2011)

The Accuracy of Perturbation Methods to Solve Small Open Economy Models

Central Bank of Brazil Working Papers [View] (Paper: 262, 24.11.2011)

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

Central Bank of Brazil Working Papers [View] (Paper: 260, 23.11.2011)

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)

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)

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

Central Bank of Brazil Working Papers [View] (Paper: 256, 08.11.2011)

Macroprudential Regulation and the Monetary Transmission Mechanism

Central Bank of Brazil Working Papers [View] (Paper: 254, 08.11.2011)

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)

Bank Efficiency and Default in Brazil: Causality Tests

Central Bank of Brazil Working Papers [View] (Paper: 253, 18.10.2011)

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)

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

Central Bank of Brazil Working Papers [View] (Paper: 248, 23.08.2011)

Eficiência Bancária e Inadimplência: Testes de Causalidade

Central Bank of Brazil Working Papers [View] (Paper: 220, 23.08.2011)

Forecasting the Yield Curve for the Euro Region

Central Bank of Brazil Working Papers [View] (Paper: 247, 23.08.2011)

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

Central Bank of Brazil Working Papers [View] (Paper: 244, 26.05.2011)

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)

Macro Stress Testing of Credit Risk Focused on the Tails

Central Bank of Brazil Working Papers [View] (Paper: 241, 18.05.2011)

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

Central Bank of Brazil Working Papers [View] (Paper: 240, 18.05.2011)

SAMBA: Stochastic Analytical Model with a Bayesian Approach

Central Bank of Brazil Working Papers [View] (Paper: 239, 10.05.2011)

Capital Regulation, Monetary Policy and Financial Stability

Central Bank of Brazil Working Papers [View] (Paper: 237, 02.05.2011)

Optimal costs of sovereign default

Central Bank of Brazil Working Papers [View] (Paper: 236, 15.04.2011)

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

Central Bank of Brazil Working Papers [View] (Paper: 235, 08.04.2011)

Modeling Default Probabilities: the case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 232, 25.02.2011)

Too Big to Fail Perception by Depositors: an empirical investigation

Central Bank of Brazil Working Papers [View] (Paper: 233, 25.02.2011)

 

Capital Requirements and Business Cycles with Credit Market Imperfections

Central Bank of Brazil Working Papers [View] (Paper: 231, 25.02.2011)

Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets

Central Bank of Brazil Working Papers [View] (Paper: 234, 25.02.2011)

Is Inflation Persistence Over?

Central Bank of Brazil Working Papers [View] (Paper: 230, 11.02.2011)

Forecasting Brazilian Inflation Using a Large Data Set

Central Bank of Brazil Working Papers [View] (Paper: 228, 11.02.2011)

Financial Fragility in a General Equilibrium Model: the Brazilian case

Central Bank of Brazil Working Papers [View] (Paper: 229, 11.02.2011)

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)

Forecasting the Yield Curve with Linear Factor Models

Central Bank of Brazil Working Papers [View] (Paper: 223, 04.01.2011)

The Brazilian Interbank Network Structure and Systemic Risk

Central Bank of Brazil Working Papers [View] (Paper: 219, 04.01.2011)

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

Central Bank of Brazil Working Papers [View] (Paper: 224, 04.01.2011)

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

Central Bank of Brazil Working Papers [View] (Paper: 221, 04.01.2011)

The Role of Interest Rates in the Brazilian Business Cycle

Central Bank of Brazil Working Papers [View] (Paper: 218, 04.01.2011)

Financial Stability and Monetary Policy - The case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 217, 22.10.2010)

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)

Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: international evidence

Central Bank of Brazil Working Papers [View] (Paper: 216, 21.10.2010)

Do Inflation-linked Bonds Contain Information about Future Inflation?

Central Bank of Brazil Working Papers [View] (Paper: 214, 21.10.2010)

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)

 

Determinants of Bank Efficiency: the case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 210, 21.10.2010)

The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk

Central Bank of Brazil Working Papers [View] (Paper: 215, 21.10.2010)