Central bank research hub - Series: Central Bank of Brazil Working Papers 2003

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Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility

by André Minella , Marcelo Kfoury Muinhos , Ilan Goldfajn and Paulo Springer de Freitas

Paper: 077, 01.08.2003

Abstract

JEL: E31, E52, E58
Inflation Targeting in Emerging Market Economies

by André Minella , Ilan Goldfajn and Arminio Fraga

Paper: 076, 01.07.2003

Abstract

JEL: E31, E52, E58
Brazil¿s Financial System: Resilience to Shocks, no Currency Substitution, but Struggling to Promote Growth

by Ilan Goldfajn , Katherine Hennings and Hélio Mori

Paper: 075, 01.07.2003

Abstract

JEL: G21, G28, O16
On Shadow-Prices of Banks in Real-Time Gross Settlement Systems

by Rodrigo Andrés de Souza Peñaloza

Paper: 071, 01.05.2003

Abstract
Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates

by Benjamin M. Tabak

Paper: 070, 01.03.2003

Abstract

JEL: E4, G1
r-filters: a Hodrick-Prescott Filter Generalization

by José Alvaro Rodrigues Neto , Fabio Araujo and Marta B. M. Areosa

Paper: 069, 01.03.2003

Abstract

JEL: C22, C52, E32
Real Balances in the Utility Function: Evidence for Brazil

by Leonardo Soriano de Alencar and Márcio I. Nakane

Paper: 068, 01.03.2003

Abstract

JEL: D91, E21, E49
On the Information Content of Oil Future Prices

by Benjamin M. Tabak

Paper: 065, 01.03.2003

Abstract

JEL: C53, G14, G15
Medium-Size Macroeconomic Model for the Brazilian Economy

by Marcelo Kfoury Muinhos and Sergio A. Lago Alves

Paper: 064, 01.03.2003

Abstract

JEL: E12, E27, F43, F47
Optimal Monetary Rules: The Case of Brazil

by Geraldo da Silva e Souza , Charles Lima de Almeida , Marco Aurélio Peres and Benjamin M. Tabak

Paper: 063, 01.03.2003

Abstract

JEL: E43, E52
Delegated Portfolio Management

by Paulo Coutinho and Benjamin M. Tabak

Paper: 060, 01.01.2003

Abstract
The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case

by Benjamin M. Tabak

Paper: 058, 01.01.2003

Abstract

JEL: G14, G15
Causality and Cointegration in Stock Markets: The Case of Latin America

by Eduardo José Araújo Lima and Benjamin M. Tabak

Paper: 056, 01.01.2003

Abstract

JEL: G15