Central Bank Research Hub - Series: Central Bank of Brazil Working Papers 2015

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

Title Author(s)

A Discrete Monitoring Method for Pricing Asian Interest Rate Options

Paper: 409, 03.12.2015

JEL: C63, C65, G12

Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer

Paper: 407, 03.12.2015

JEL: E3, E5

Local Unit Root and Inflationary Inertia in Brazil

Paper: 406, 27.11.2015

JEL: C14, C22, E31

Macroprudential and Monetary Policy Interaction: a Brazilian perspective

Paper: 405, 26.11.2015

JEL: E37, E44, E50, E61

Collateral after the Brazilian Creditor Rights Reform

Paper: 404, 26.11.2015

JEL: D23, G18, G21, G28, G33, H81

Monetary Policy Objectives and Money's Role in U.S. Business Cycles

Paper: 403, 17.09.2015

JEL: E52, E58, E61

Financial and Real Sector Leading Indicators of Recessions in Brazil using Probabilistic Models

Paper: 402, 16.09.2015

JEL: E20, E27

Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach

Paper: 401, 16.09.2015

JEL: D85, G21, G28, G38

Not Just Another Mixed Frequency Paper

Paper: 400, 15.09.2015

JEL: C11, C32, C53, E27

Financial and Economic Development Nexus: evidence from Brazilian municipalities

Paper: 399, 14.09.2015

JEL: C31, E44, O16, R12

Effective Tax Rates on Consumption and Factor Incomes: a quarterly frequency estimation for Brazil

Paper: 398, 13.09.2015

JEL: E62, F41

Inattention in Individual Expectations

Paper: 395, 26.08.2015

JEL: C14, C52, D84, E37

Combining Monetary Policy and Prudential Regulation: an agent-based modeling approach

Paper: 394, 25.08.2015

JEL: C63, E52, G18

Monitoring Vulnerability and Impact Diffusion in Financial Networks

Paper: 392, 13.07.2015

JEL: C63, G01, G21, G28

Network Structure Analysis of the Brazilian Interbank Market

Paper: 391, 13.06.2015

JEL: C63, D85, G01, G21, G28

The Break of Brand Exclusivity in Brazilian Credit Card Acquiring: effects and markup-cost decomposition in a price dispersion setting

Paper: 390, 13.06.2015

JEL: D22, L12, L13, L41

Do Financial Crises Erode Potential Output? a cross country analysis of industrial and emerging economies

Paper: 388, 13.06.2015

JEL: E3, E30, E31

Foreign Capital Flows, Credit Growth and Macroprudential Policy in a DSGE Model with Traditional and Matter-of-Fact Financial Frictions

Paper: 387, 13.06.2015

JEL: E4, E5, E6

Business and Financial Cycles: an estimation of cycles length focusing on Macroprudential Policy

Paper: 385, 13.04.2015

JEL: C11, C22, E32, E44, E51

Countercyclical Capital Buffers: bayesian estimates and alternatives focusing on credit growth

Paper: 384, 13.04.2015

JEL: C11, C22, E32, E44, E51

The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks

Paper: 383, 15.03.2015

JEL: G11, G12, G14

Invoice Currency: puzzling evidence and new questions from Brazil

Paper: 382, 14.03.2015

JEL: D23, E42, E58, F13, F14, F20, F39

Demand for Services Rendered to Families in Brazil in the 2000s: An Empirical Analysis of Consumer Patterns and Social Expansion

Paper: 381, 14.03.2015

JEL: C31, D12, E31

Implementing Loan-to-Value Ratios: The Case of Auto Loans in Brazil (2010-11)

Paper: 380, 13.03.2015

JEL: E50

OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector

Paper: 379, 13.03.2015

JEL: F3, G1, G31

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