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

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002

	Title	Author(s)
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	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	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	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	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
Abstract Full text	The Adverse Selection Cost Component of the Spread of Brazilian Stocks Paper: 263, 08.12.2011	José Valentim M. Vicente Claudio Henrique da Silveira Barbedo Gustavo Silva Araújo
Abstract Full text	The Accuracy of Perturbation Methods to Solve Small Open Economy Models Paper: 262, 24.11.2011	Angelo M. Fasolo
Abstract Full text	The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies Paper: 259, 23.11.2011	Emanuel Kohlscheen
Abstract Full text	The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? Paper: 261, 23.11.2011	Dimas M. Fazio Daniel O. Cajueiro Benjamin M. Tabak
Abstract Full text	Credit Default and Business Cycles: an empirical investigation of Brazilian retail loans Paper: 260, 23.11.2011	Antonio Carlos Magalhães da Silva Myrian Beatriz Eiras das Neves Jaqueline Terra Moura Marins Arnildo da Silva Correa
Abstract Full text	The Self-insurance Role of International Reserves and the 2008-2010 Crisis Paper: 256, 08.11.2011	Antonio Francisco A. Silva Jr
Abstract Full text	An Empirical Analysis of the External Finance Premium of Public Non-Financial Corporations in Brazil Paper: 255, 08.11.2011	Fernando N. de Oliveira Alberto Ronchi Neto
Abstract Full text	Macroprudential Regulation and the Monetary Transmission Mechanism Paper: 254, 08.11.2011	Luiz A. Pereira da Silva Pierre-Richard Agénor
Abstract Full text	Bank Efficiency and Default in Brazil: Causality Tests Paper: 253, 18.10.2011	Daniel O. Cajueiro Giovana L. Craveiro Benjamin M. Tabak
Abstract Full text	Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks Paper: 249, 26.08.2011	M. Takami Daniel O. Cajueiro J. M. C. Rocha Benjamin M. Tabak
Abstract Full text	Eficiência Bancária e Inadimplência: Testes de Causalidade Paper: 220, 23.08.2011	Daniel O. Cajueiro Giovana L. Craveiro Benjamin M. Tabak
Abstract Full text	Forecasting the Yield Curve for the Euro Region Paper: 247, 23.08.2011	Daniel O. Cajueiro Alexandre B. Sollaci Benjamin M. Tabak
Abstract Full text	Financial Regulation and Transparency of Information: first steps on new land Paper: 248, 23.08.2011	Renato Falci Villela Loures Helder Ferreira de Mendonça Délio José Cordeiro Galvão
Abstract Full text	Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship Paper: 244, 26.05.2011	Dimas M. Fazio Daniel O. Cajueiro Benjamin M. Tabak
Abstract Full text	Economic Activity and Financial Institutional Risk: an empirical analysis for the Brazilian banking industry Paper: 243, 20.05.2011	Renato Falci Villela Loures Helder Ferreira de Mendonça Délio José Cordeiro Galvão
Abstract Full text	Fiscal Policy in Brazil through the Lens of an Estimated DSGE Model Paper: 240, 18.05.2011	Marcos Valli Fabia A. de Carvalho
Abstract Full text	Macro Stress Testing of Credit Risk Focused on the Tails Paper: 241, 18.05.2011	Ricardo Schechtman Wagner P. Gaglianone
Abstract Full text	SAMBA: Stochastic Analytical Model with a Bayesian Approach Paper: 239, 10.05.2011	Solange N. Gouvea Marcos R. de Castro Rafael C. dos Santos Nelson F. Souza-Sobrinho André Minella
Abstract Full text	Capital Regulation, Monetary Policy and Financial Stability Paper: 237, 02.05.2011	K. Alper Luiz A. Pereira da Silva Pierre-Richard Agénor
Abstract Full text	Optimal costs of sovereign default Paper: 236, 15.04.2011	Leonardo Pio Perez
Abstract Full text	Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets Paper: 235, 08.04.2011	Leonardo Soriano de Alencar
Abstract Full text	Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets Paper: 234, 25.02.2011	Luiz A. Pereira da Silva Pierre-Richard Agénor
Abstract Full text	Too Big to Fail Perception by Depositors: an empirical investigation Paper: 233, 25.02.2011
Abstract Full text	Capital Requirements and Business Cycles with Credit Market Imperfections Paper: 231, 25.02.2011	L. Pereira da Silva K. Alper Pierre-Richard Agénor
Abstract Full text	Modeling Default Probabilities: the case of Brazil Paper: 232, 25.02.2011	Daniel O. Cajueiro A. Luduvice Benjamin M. Tabak
Abstract Full text	Forecasting Brazilian Inflation Using a Large Data Set Paper: 228, 11.02.2011	Francisco Marcos Rodrigues Figueiredo
Abstract Full text	Financial Fragility in a General Equilibrium Model: the Brazilian case Paper: 229, 11.02.2011	Dimas M. Fazio Daniel O. Cajueiro Benjamin M. Tabak
Abstract Full text	Is Inflation Persistence Over? Paper: 230, 11.02.2011	Fernando N. de Oliveira Myrian Petrassi
Abstract Full text	A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector Paper: 226, 04.01.2011	Francisco Vazquez Marcos Souto Benjamin M. Tabak
Abstract Full text	The Brazilian Interbank Network Structure and Systemic Risk Paper: 219, 04.01.2011	Edson Bastos e Santos Rama Cont
Abstract Full text	Financial Instability and Credit Constraint: Evidence from the Cost of Bank Financing Paper: 221, 04.01.2011	Bruno S. Martins
Abstract Full text	Emerging Floaters: pass-throughs and (some) new commodity currencies Paper: 224, 04.01.2011	Emanuel Kohlscheen
Abstract Full text	Forecasting the Yield Curve with Linear Factor Models Paper: 223, 04.01.2011	Ajax Reynaldo Bello Moreira José Valentim M. Vicente Marco Shinobu Matsumura
Abstract Full text	The Role of Interest Rates in the Brazilian Business Cycle Paper: 218, 04.01.2011	Nelson F. Souza Sobrinho
Abstract Full text	Financial Stability and Monetary Policy - The case of Brazil Paper: 217, 22.10.2010	Daniel O. Cajueiro Benjamin M. Tabak Marcela T. Laiz
Abstract Full text	Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: international evidence Paper: 216, 21.10.2010	F. González L. Pereira da Silva A. R. Fonseca
Abstract Full text	The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk Paper: 215, 21.10.2010	Daniel O. Cajueiro Benjamin M. Tabak Dimas M. Fazio
Abstract Full text	Do Inflation-linked Bonds Contain Information about Future Inflation? Paper: 214, 21.10.2010	José Valentim M. Vicente Osmani Teixeira de Carvalho Guillén
Abstract Full text	Determinants of Bank Efficiency: the case of Brazil Paper: 210, 21.10.2010	Benjamin M. Tabak Patricia Tecles
Abstract Full text	Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002 Paper: 211, 21.10.2010	Sandro C. Andrade Emanuel Kohlscheen
Abstract Full text	The Natural Rate of Unemployment in Brazil, Chile, Colombia and Venezuela: some results and challenges Paper: 212, 21.10.2010
Abstract Full text	Estimation of Economic Capital Concerning Operational Risk in a Brazilian Banking Industry Case Paper: 213, 21.10.2010	Délio José Cordeiro Galvão Helder Ferreira de Mendonça Renato Falci Villela Loures
Abstract Full text	Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions Paper: 205, 03.07.2010	George Athanasopoulos João Victor Issler Farshid Vahid Osmani Teixeira de Carvalho Guillén
Abstract	Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization Paper: 184, 28.06.2010	José Luiz Barros Fernandes Juan Ignacio Peña Benjamin M. Tabak

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002