Central Bank Research Hub - Series: Central Bank of Brazil Working Papers 2014

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Title Author(s)

Microfounded Forecasting

Paper: 372, 13.12.2014

JEL: C14, C33, E37

Assessing the Short-term Forecasting Power of Confidence Indices

Paper: 371, 13.12.2014

JEL: C32, E17, E27

Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies

Paper: 370, 13.12.2014

JEL: C13, C53, E47, F31, G17

Macroeconomic and Financial Consequences of the After Crisis Government-Driven Credit Expansion in Brazil

Paper: 378, 13.12.2014

JEL: G20, H1, L3, O1

Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices

Paper: 376, 13.12.2014

JEL: E13, E31, E52

Capital Requirements, Liquidity and Financial Stability: the case of Brazil

Paper: 375, 13.12.2014

JEL: G21, G28, G32

Do Interconnections Matter for Bank Efficiency?

Paper: 374, 13.12.2014

JEL: G21, G28

Asymmetric Transmission of a Bank Liquidity Shock

Paper: 368, 13.11.2014

JEL: G01, G21, G32

A Volatility and Persistence-Based Core Inflation

Paper: 367, 13.11.2014

JEL: C43, E31, E52

Investment of Firms in Brazil: do financial restrictions, unexpected monetary shocks and BNDES play important roles?

Paper: 366, 13.10.2014

JEL: E50, G30, G32

Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation?

Paper: 365, 13.10.2014

JEL: C33, C58, G11, G12, G15

Behavioral Models of the Foreign Exchange Market: is there any empirical content?

Paper: 364, 13.09.2014

JEL: C45, C58, F31, G02

Realized Volatility as an Instrument to Official Intervention

Paper: 363, 13.09.2014

JEL: C2, C5, F31

External Sustainability and Gross Positions: are Brazilian external accounts sustainable?

Paper: 362, 13.08.2014

JEL: F21, F32, F37, F41

Simple Macroeconomic Policies and Welfare: a quantitative assessment

Paper: 360, 13.08.2014

JEL: E32, E61

The Ramsey Steady State under Optimal Monetary and Fiscal Policy for Small Open Economies

Paper: 357, 13.07.2014

JEL: E52, E61, E63, F42, F44, R41

Phillips curve in Brazil: an unobserved components approach

Paper: 354, 13.05.2014

JEL: C32, E41

Testing the Liquidity Preference Hypothesis using Survey Forecasts

Paper: 353, 13.04.2014

JEL: C58, E43, E58

Dynamic spanning trees in stock market networks: The case of Asia-Pacific

Paper: 351, 13.03.2014

JEL: G21, G28

The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks

Paper: 350, 13.03.2014

JEL: G21, G28

Two Decades of Structural Shifts in the Brazilian Labor Market: assessing the unemployment rate changes through stylized facts on labor supply and labor demand

Paper: 348, 13.02.2014

JEL: J11, J21, J82

Inflation Targeting and Banking System Soundness: A Comprehensive Analysis

Paper: 347, 10.02.2014

JEL: D40, G21, G28

The Efficiency of Chinese Local Banks: A comparison of DEA and SFA

Paper: 346, 13.01.2014

JEL: G21, G28

International Capital Flows and Yields of Public Debt Bonds

Paper: 345, 13.01.2014

JEL: F21, G12

Risk Assessment of the Brazilian FX Rate

Paper: 344, 13.01.2014

JEL: C14, C15, C53, E37, F31

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