Central Bank Research Hub - Series: Central Bank of Brazil Working Papers 2012

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	Title	Author(s)
Abstract Full text	Credit Default and Business Cycles: an investigation of this relationship in the Brazilian corporate credit market Paper: 304, 02.04.2013	Myrian Beatriz Eiras das Neves Jaqueline Terra Moura Marins
Abstract Full text	Using a DSGE Model to Assess the Macroeconomic Effects of Reserve Requirements in Brazil Paper: 303, 15.03.2013	Christiano Arrigoni Coelho Waldyr Dutra Areosa
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

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