Brazil - Central Bank Research Hub

Title Author(s)

r-filters: a Hodrick-Prescott Filter Generalization

Central Bank of Brazil Working Papers [View] (Paper: 069, 01.03.2003)

JEL: C22, C52, E32

Real Balances in the Utility Function: Evidence for Brazil

Central Bank of Brazil Working Papers [View] (Paper: 068, 01.03.2003)

JEL: D91, E21, E49

On the Information Content of Oil Future Prices

Central Bank of Brazil Working Papers [View] (Paper: 065, 01.03.2003)

JEL: C53, G14, G15

Medium-Size Macroeconomic Model for the Brazilian Economy

Central Bank of Brazil Working Papers [View] (Paper: 064, 01.03.2003)

JEL: E12, E27, F43, F47

Optimal Monetary Rules: The Case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 063, 01.03.2003)

JEL: E43, E52

Delegated Portfolio Management

Central Bank of Brazil Working Papers [View] (Paper: 060, 01.01.2003)

The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case

Central Bank of Brazil Working Papers [View] (Paper: 058, 01.01.2003)

JEL: G14, G15

Causality and Cointegration in Stock Markets: The Case of Latin America

Central Bank of Brazil Working Papers [View] (Paper: 056, 01.01.2003)

JEL: G15

Stock Returns and Volatility

Central Bank of Brazil Working Papers [View] (Paper: 054, 01.12.2002)

JEL: C53, G10

Inflation Targeting in Brazil: Lessons and Challenges

Central Bank of Brazil Working Papers [View] (Paper: 053, 01.12.2002)

JEL: E31, E52, E58

Generalized Hyperbolic Distributions and Brazilian Data

Central Bank of Brazil Working Papers [View] (Paper: 052, 01.10.2002)

JEL: C52, G10

Credit Channel with Sovereign Credit Risk: an Empirical Test

Central Bank of Brazil Working Papers [View] (Paper: 051, 01.10.2002)

JEL: E44, E50, N16

Macroeconomic Coordination and Inflation Targeting in a Two-Country Model

Central Bank of Brazil Working Papers [View] (Paper: 050, 01.10.2002)

JEL: E52, E61, F42

Should Government Smooth Exchange Rate Risk?

Central Bank of Brazil Working Papers [View] (Paper: 048, 01.10.2002)

JEL: F30, G28

The Determinants of Bank Interest Spread in Brazil

Central Bank of Brazil Working Papers [View] (Paper: 046, 01.09.2002)

JEL: E43, E44, G21

Optimal Monetary Policy, Gains from Commitment, and Inflation Persistence

Central Bank of Brazil Working Papers [View] (Paper: 045, 01.09.2002)

JEL: E31, E52

The Effects of the Brazilian ADRs Program on Domestic Market Efficiency

Central Bank of Brazil Working Papers [View] (Paper: 043, 01.07.2002)

JEL: G14, G15

Speculative Attacks on Debts, Dollarization and Optimum Currency Areas

Central Bank of Brazil Working Papers [View] (Paper: 040, 01.05.2002)

JEL: F34, F36, F47, H63

Monetary Policy in Brazil: Remarks on the Inflation Targeting Regime, Public Debt Management and Open Market Operations

Central Bank of Brazil Working Papers [View] (Paper: 037, 01.04.2002)

Can Emerging Markets Float? Should They Inflation Target?

Central Bank of Brazil Working Papers [View] (Paper: 036, 01.03.2002)