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

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

Title Author(s)

Policy-effective Financial Knowledge and Attitude Factors in Latin America

Paper: 469, 05.12.2017

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

Do Central Bank Actions Reduce Interest Rate Volatility?

Paper: 468, 25.11.2017

JEL: E43, E58, G14

Credit Supply Responses to Reserve Requirement: loan-level evidence from macroprudential policy

Paper: 467, 22.11.2017

JEL: E51, E52, E58, G21, G28

Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression

Paper: 466, 07.11.2017

JEL: C14, C22, C53, F31, G17

Dynamic Bank Runs: an agent-based approach

Paper: 465, 01.10.2017

JEL: G21

Empirical Findings on Inflation Expectations in Brazil: a survey

Paper: 464, 30.09.2017

JEL: E31, E37, E52

Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model

Paper: 463, 30.09.2017

JEL: E4, E5

Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry?

Paper: 462, 18.08.2017

JEL: G12, G31

Systemic Risk in Financial Systems: a feedback approach

Paper: 461, 15.08.2017

JEL: C63, G01, G21, G28

Foreign Currency Debt and Fixed Exchange Rate Regimes: the importance of implicit guarantees against currency devaluations

Paper: 459, 07.08.2017

JEL: F31, F34, G15, G18

Credit Market Quality, Innovation and Trade

Paper: 458, 02.08.2017

JEL: F12, G11, O16

Volatility Risk Premia and Future Commodity Returns

Paper: 455, 18.04.2017

JEL: F37, G15, G17, Q02

Expected Currency Returns and Volatility Risk Premia

Paper: 454, 24.01.2017

JEL: F31, F37, G12, G15, G17

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

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

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