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	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
Abstract	Brazilian Strategy for Managing the Risk of Foreign Exchange Rate Exposure During a Crisis Paper: 207, 17.06.2010	Antonio Francisco A. Silva Jr.
Abstract	Preference for Flexibility and Bayesian Updating Paper: 177, 16.06.2010	Gil Riella
Abstract	An Econometric Contribution to the Intertemporal Approach of the Current Account Paper: 178, 15.06.2010	João Victor Issler Wagner P. Gaglianone
Abstract	Fluctuation Dynamics in US interest rates and the role of monetary policy Paper: 206, 12.06.2010	Daniel O. Cajueiro Benjamin M. Tabak
Abstract Full text	The role of macroeconomic variables in sovereign risk Paper: 196, 01.06.2010	Marcos S. Matsumura José Valentim M. Vicente
Abstract	Fiat Money and the Value of Binding Portfolio Constraints Paper: 176, 02.03.2010	Juan Pablo Torres-Martínez Myrian Petrassi Mário R. Páscoa
Abstract	Forecasting the Yield Curve for Brazil Paper: 197, 21.02.2010	Daniel O. Cajueiro Benjamin M. Tabak Jose A. Divino
Abstract	Foreign Banks' Entry and Departure: The Recent Brazilian Experience (1996-2006) Paper: 164, 21.02.2010	Pedro Fachada
Abstract	Market Forecasts in Brazil: performance and determinants Paper: 185, 25.01.2010	André Minella Fabia A. de Carvalho
Abstract	Monetary Channels in Brazil through the Lens of a Semi-Structural Model Paper: 181, 25.01.2010	André Minella Nelson F. Souza-Sobrinho
Abstract	The Incidence of Reserve Requirements in Brazil: Do Bank Stockholders Share the Burden? Paper: 160, 16.10.2009	Cyntia F. Azevedo Fabia A. de Carvalho
Abstract	Behavior and Effects of Equity Foreign Investors on Emerging Markets Paper: 159, 16.10.2009	Barbara Alemanni José Renato Haas Ornelas
Abstract	Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions Paper: 173, 29.12.2008	Eduardo José Araújo Lima Benjamin M. Tabak
Abstract	An Integrated Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks Paper: 168, 29.12.2008	Wenersamy Ramos de Alcântara
Abstract	Combining Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap Paper: 172, 29.12.2008	Marta B. M. Areosa
Abstract Full text	Balance Sheet Effects in Currency Crises: Evidence from Brazil Paper: 162, 22.10.2008	Walter Novaes Marcio M. Janot Márcio G. P. Garcia
Abstract	Evaluating Value-at-Risk Models via Quantile Regressions Paper: 161, 05.04.2008	Oliver Linton Luiz Renato Lima Wagner P. Gaglianone
Abstract Full text	Characterizing the Brazilian Term Structure of Interest Rates Paper: 158, 04.03.2008	Benjamin M. Tabak Osmani Teixeira de Carvalho Guillén
Abstract Full text	Is the Investment-Uncertainty Link Really Elusive? The Harmful Effects of Inflation Uncertainty in Brazil Paper: 157, 15.01.2008
Abstract Full text	Does Curvature Enhance Forecasting? Paper: 155, 28.12.2007	André Leite Caio Almeida Romeu Gomes José Valentim M. Vicente
Abstract Full text	Identification of Monetary Policy Shocks in the Brazilian Market for Bank Reserves Paper: 154, 28.12.2007	Adriana Soares Sales Maria Tannuri-Pianto
Abstract Full text	Demand for Foreign Exchange Derivatives in Brazil: Hedge or Speculation Paper: 152, 18.12.2007	Walter Novaes Fernando N. de Oliveira
Abstract Full text	Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability Paper: 151, 22.11.2007	Eduardo José Araújo Lima Benjamin M. Tabak
Abstract Full text	A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks Paper: 150, 20.11.2007	Geraldo da Silva e Souza Roberta Blass Staub
Abstract Full text	Joint Validation of Credit Rating PDs under Default Correlation Paper: 149, 16.11.2007	Ricardo Schechtman
Abstract Full text	Explaining Bank Failures in Brazil: Micro, Macro and Contagion Effects (1994-1998) Paper: 147, 27.10.2007	Adriana Soares Sales Maria Eduarda Tannuri-Pianto
Abstract Full text	The Stability-Concentration Relationship in the Brazilian Banking System Paper: 145, 12.10.2007 JEL: G15, G21, O54	Eduardo José Araújo Lima Eui Jung Chang Solange Maria Guerra Benjamin M. Tabak
Abstract Full text	The Effect of Bid-Ask Prices on Brazilian Options Implied Volatility: A Case Study of Telemar Call Options Paper: 144, 09.10.2007	Claudio Henrique da Silveira Barbedo Eduardo Facó Lemgruber
Abstract Full text	Price Rigidity in Brazil: Evidence from CPI Micro Data Paper: 143, 21.09.2007	Solange Gouvea

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