Central Bank Research Hub - Series: Central Bank of Brazil Working Papers 2011

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002

	Title	Author(s)
Abstract Full text	Stress Testing Liquidity Risk: The Case of the Brazilian Banking System. 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. Paper: 299, 12.11.2012	Bruno Martins
Abstract Full text	The External Finance Premium in Brazil: empirical analyses using state space models. Paper: 295, 24.10.2012	Fernando Nascimento de Oliveira
Abstract Full text	Contagion in CDS, Banking and Equity Markets 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 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 Paper: 290, 27.08.2012 JEL: E00, F31, G01	Ricardo Eyer Harris Luiz Awazu Pereira da Silva
Abstract Full text	Financial Stability in Brazil 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 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 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 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 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 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 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 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 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 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 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 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 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 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 Paper: 273, 05.05.2012 JEL: F30, F31	Emanuel Kohlscheen
Abstract Full text	Optimal Policy When the Inflation Target is not Optimal 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 Paper: 270, 22.03.2012 JEL: F12, F14, F31	João Barata Ribeiro Blanco Barroso
Abstract Full text	Optimal Capital Flow Taxes in Latin America 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 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 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? Paper: 266, 27.01.2012
Abstract Full text	The Adverse Selection Cost Component of the Spread of Brazilian Stocks 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 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 Paper: 259, 23.11.2011	Emanuel Kohlscheen
Abstract Full text	The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? 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 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 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 Paper: 255, 08.11.2011	Fernando N. de Oliveira Alberto Ronchi Neto
Abstract Full text	Macroprudential Regulation and the Monetary Transmission Mechanism Paper: 254, 08.11.2011	Luiz A. Pereira da Silva Pierre-Richard Agénor
Abstract Full text	Bank Efficiency and Default in Brazil: Causality Tests 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 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 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 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 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 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 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 Paper: 240, 18.05.2011	Marcos Valli Fabia A. de Carvalho
Abstract Full text	Macro Stress Testing of Credit Risk Focused on the Tails Paper: 241, 18.05.2011	Ricardo Schechtman Wagner P. Gaglianone
Abstract Full text	SAMBA: Stochastic Analytical Model with a Bayesian Approach 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 Paper: 237, 02.05.2011	K. Alper Luiz A. Pereira da Silva Pierre-Richard Agénor
Abstract Full text	Optimal costs of sovereign default Paper: 236, 15.04.2011	Leonardo Pio Perez
Abstract Full text	Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets Paper: 235, 08.04.2011	Leonardo Soriano de Alencar
Abstract Full text	Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets 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 Paper: 233, 25.02.2011

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002