Central Bank Research Hub - Series: Central Bank of Brazil Working Papers 2016

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

Title Author(s)

Macroprudential Policy Transmission and Interaction with Fiscal and Monetary Policy in an Emerging Economy: a DSGE model for Brazil

Paper: 453, 30.12.2016

JEL: E4, E5, E6

A Joint Model of Nominal and Real Yield Curves

Paper: 452, 28.12.2016

Monetary Policy, Trend Inflation and Unemployment Volatility

Paper: 450, 22.12.2016

JEL: E2, E3, E5, J6

Monetary Policy Credibility and the Comovement between Stock Returns and Inflation

Paper: 449, 20.12.2016

JEL: E31, E44, E52

Decomposition of Systemic Risk Drivers in Evolving Financial Networks

Paper: 448, 19.12.2016

JEL: C63, G01, G21, G28

How Would Monetary Policy Look Like if John Rawls Had Been Hired as a Chairman of the Fed?

Paper: 447, 17.12.2016

JEL: E31, E32, E52

Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil

Paper: 446, 29.11.2016

JEL: C14, C15, C33, E37, F31

Loan-To-Value Policy and Housing Loans: effects on constrained borrowers

Paper: 445, 29.11.2016

JEL: G21, G28

Capital Allocation across Regions, Sectors and Firms: evidence from a commodity boom in Brazil

Paper: 444, 24.11.2016

JEL: E51, G21, Q16

Why Do Vulnerability Cycles Matter in Financial Networks?

Paper: 442, 06.07.2016

JEL: C63, G01, G21, G28

Structure and Dynamics of the Global Financial Network

Paper: 439, 03.06.2016

JEL: C63, G01, G21, G28

The Determinants of Structural Liquidity in Brazil: what to expect for the NSFR?

Paper: 443, 01.06.2016

JEL: E58, G21, G28

Modeling Financial Networks: a feedback approach

Paper: 438, 26.05.2016

JEL: C63, G01, G21, G28

Current Account and Real Exchange Rate changes: the impact of trade openness

Paper: 437, 24.05.2016

JEL: F31, F32

Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation

Paper: 436, 20.05.2016

JEL: C14, C33, E37

Financial Conditions Indicators for Brazil

Paper: 435, 20.05.2016

JEL: C53, E32, G10, G17

Structural Trends and Cycles in a DSGE Model for Brazil

Paper: 434, 20.05.2016

JEL: C54, E32, E37

Market Efficiency in Brazil: some evidence from high-frequency data

Paper: 431, 18.05.2016

JEL: G14

Policy-effective Financial Knowledge and Attitude Factors

Paper: 430, 30.04.2016

JEL: A20, D12, D14, D83, G29, I28

Financial Networks, Bank Efficiency and Risk-Taking

Paper: 428, 27.04.2016

JEL: C63, G1, G21, G28

Undue Charges and Price Discrimination

Paper: 427, 27.04.2016

JEL: C10, C12, C7, D18, D82

Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets

Paper: 415, 08.01.2016

JEL: C58, G11, G17

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