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

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002

Title Author(s)

Stress Testing Liquidity Risk: The Case of the Brazilian Banking System.

Paper: 302, 14.12.2012

JEL: G01, G21, G28, G33

Local Market Structure and Bank Competition: evidence from the Brazilian auto loan market.

Paper: 299, 12.11.2012

The External Finance Premium in Brazil: empirical analyses using state space models.

Paper: 295, 24.10.2012

Contagion in CDS, Banking and Equity Markets

Paper: 293, 08.10.2012

Coping with a Complex Global Environment: a Brazilian perspective on emerging market issues

Paper: 292, 08.10.2012

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

Financial Stability in Brazil

Paper: 289, 14.08.2012

JEL: C15, E44, E58, G01, G18, G20, G28

Forecasting Bond Yields with Segmented Term Structure Models

Paper: 288, 14.08.2012

JEL: C53, C58, G12

Some Financial Stability Indicators for Brazil

Paper: 287, 25.07.2012

JEL: E44, E58, G28

Information (in) Chains: information transmission through production chains

Paper: 286, 25.07.2012

JEL: D82, D83, E31

Asset Prices and Monetary Policy - A sticky-dispersed information model

Paper: 285, 25.07.2012

JEL: D82, E31, E58

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

The Impact of Marketpower at Bank Level in Risk-taking: the Brazilian Case

Paper: 283, 07.07.2012

JEL: D40, G21, G28, G32

The Signaling Effect of Exchange Rates: pass-through under dispersed information

Paper: 282, 06.07.2012

JEL: D82, D83, E31, F31

A Note on Particle Filters Applied to DSGE Models

Paper: 281, 06.07.2012

JEL: C63, C68, E30, E37

Going Deeper Into the Link Between the Labour Market and Inflation

Paper: 279, 31.05.2012

JEL: C22, E24, E31, E52

Trend Inflation and the Unemployment Volatility Puzzle

Paper: 277, 17.05.2012

JEL: E2, E3, E5, J6

A Sticky-Dispersed Information Phillips Curve: a model with partial and delayed information

Paper: 276, 09.05.2012

JEL: D82, D83, E31

A geographically weighted approach in measuring efficiency in panel data: the case of US saving banks

Paper: 275, 09.05.2012

JEL: G21, G28

Monetary Policy, Asset Prices and Adaptive Learning

Paper: 274, 09.05.2012

JEL: D84, E31, E52

Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions

Paper: 273, 05.05.2012

JEL: F30, F31

Optimal Policy When the Inflation Target is not Optimal

Paper: 271, 22.03.2012

JEL: E31, E52, E58

Pricing-to-market by Brazilian Exporters: a Panel Cointegration Approach

Paper: 270, 22.03.2012

JEL: F12, F14, F31

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

Optimal Capital Flow Taxes in Latin America

Paper: 268, 22.03.2012

JEL: E60, F31, F32, F37, H21

Sudden Floods, Macroprudention Regulation and Stability in an Open Economy

Paper: 267, 24.02.2012

JEL: E44, E51, F32

Are Core Inflation Directional Forecasts Informative?

Paper: 266, 27.01.2012

 

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002