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

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Title Author(s)

The Break of Brand Exclusivity in Brazilian Credit Card Acquiring: effects and markup-cost decomposition in a price dispersion setting

Paper: 390, 13.06.2015

JEL: D22, L12, L13, L41

Do Financial Crises Erode Potential Output? a cross country analysis of industrial and emerging economies

Paper: 388, 13.06.2015

JEL: E3, E30, E31

Foreign Capital Flows, Credit Growth and Macroprudential Policy in a DSGE Model with Traditional and Matter-of-Fact Financial Frictions

Paper: 387, 13.06.2015

JEL: E4, E5, E6

Business and Financial Cycles: an estimation of cycles length focusing on Macroprudential Policy

Paper: 385, 13.04.2015

JEL: C11, C22, E32, E44, E51

Countercyclical Capital Buffers: bayesian estimates and alternatives focusing on credit growth

Paper: 384, 13.04.2015

JEL: C11, C22, E32, E44, E51

The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks

Paper: 383, 15.03.2015

JEL: G11, G12, G14

Invoice Currency: puzzling evidence and new questions from Brazil

Paper: 382, 14.03.2015

JEL: D23, E42, E58, F13, F14, F20, F39

Demand for Services Rendered to Families in Brazil in the 2000s: An Empirical Analysis of Consumer Patterns and Social Expansion

Paper: 381, 14.03.2015

JEL: C31, D12, E31

Implementing Loan-to-Value Ratios: The Case of Auto Loans in Brazil (2010-11)

Paper: 380, 13.03.2015

JEL: E50

OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector

Paper: 379, 13.03.2015

JEL: F3, G1, G31

Microfounded Forecasting

Paper: 372, 13.12.2014

JEL: C14, C33, E37

Assessing the Short-term Forecasting Power of Confidence Indices

Paper: 371, 13.12.2014

JEL: C32, E17, E27

Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies

Paper: 370, 13.12.2014

JEL: C13, C53, E47, F31, G17

Macroeconomic and Financial Consequences of the After Crisis Government-Driven Credit Expansion in Brazil

Paper: 378, 13.12.2014

JEL: G20, H1, L3, O1

Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices

Paper: 376, 13.12.2014

JEL: E13, E31, E52

Capital Requirements, Liquidity and Financial Stability: the case of Brazil

Paper: 375, 13.12.2014

JEL: G21, G28, G32

Do Interconnections Matter for Bank Efficiency?

Paper: 374, 13.12.2014

JEL: G21, G28

Asymmetric Transmission of a Bank Liquidity Shock

Paper: 368, 13.11.2014

JEL: G01, G21, G32

A Volatility and Persistence-Based Core Inflation

Paper: 367, 13.11.2014

JEL: C43, E31, E52

Investment of Firms in Brazil: do financial restrictions, unexpected monetary shocks and BNDES play important roles?

Paper: 366, 13.10.2014

JEL: E50, G30, G32

Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation?

Paper: 365, 13.10.2014

JEL: C33, C58, G11, G12, G15

Behavioral Models of the Foreign Exchange Market: is there any empirical content?

Paper: 364, 13.09.2014

JEL: C45, C58, F31, G02

Realized Volatility as an Instrument to Official Intervention

Paper: 363, 13.09.2014

JEL: C2, C5, F31

External Sustainability and Gross Positions: are Brazilian external accounts sustainable?

Paper: 362, 13.08.2014

JEL: F21, F32, F37, F41

Simple Macroeconomic Policies and Welfare: a quantitative assessment

Paper: 360, 13.08.2014

JEL: E32, E61

The Ramsey Steady State under Optimal Monetary and Fiscal Policy for Small Open Economies

Paper: 357, 13.07.2014

JEL: E52, E61, E63, F42, F44, R41

Phillips curve in Brazil: an unobserved components approach

Paper: 354, 13.05.2014

JEL: C32, E41

Testing the Liquidity Preference Hypothesis using Survey Forecasts

Paper: 353, 13.04.2014

JEL: C58, E43, E58

Dynamic spanning trees in stock market networks: The case of Asia-Pacific

Paper: 351, 13.03.2014

JEL: G21, G28

The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks

Paper: 350, 13.03.2014

JEL: G21, G28

Two Decades of Structural Shifts in the Brazilian Labor Market: assessing the unemployment rate changes through stylized facts on labor supply and labor demand

Paper: 348, 13.02.2014

JEL: J11, J21, J82

Inflation Targeting and Banking System Soundness: A Comprehensive Analysis

Paper: 347, 10.02.2014

JEL: D40, G21, G28

The Efficiency of Chinese Local Banks: A comparison of DEA and SFA

Paper: 346, 13.01.2014

JEL: G21, G28

International Capital Flows and Yields of Public Debt Bonds

Paper: 345, 13.01.2014

JEL: F21, G12

Risk Assessment of the Brazilian FX Rate

Paper: 344, 13.01.2014

JEL: C14, C15, C53, E37, F31

Credit Default and Business Cycles: an investigation of this relationship in the Brazilian corporate credit market

Paper: 304, 02.04.2013

Using a DSGE Model to Assess the Macroeconomic Effects of Reserve Requirements in Brazil

Paper: 303, 15.03.2013

Stress Testing Liquidity Risk: The Case of the Brazilian Banking System.

Paper: 302, 14.12.2012

JEL: G01, G21, G28, G33

Local Market Structure and Bank Competition: evidence from the Brazilian auto loan market.

Paper: 299, 12.11.2012

The External Finance Premium in Brazil: empirical analyses using state space models.

Paper: 295, 24.10.2012

Contagion in CDS, Banking and Equity Markets

Paper: 293, 08.10.2012

Coping with a Complex Global Environment: a Brazilian perspective on emerging market issues

Paper: 292, 08.10.2012

Sailing through the Global Financial Storm: Brazil's recent experience with monetary and macroprudential policies to lean against the financial cycle and deal with systemic risks

Paper: 290, 27.08.2012

JEL: E00, F31, G01

Financial Stability in Brazil

Paper: 289, 14.08.2012

JEL: C15, E44, E58, G01, G18, G20, G28

Forecasting Bond Yields with Segmented Term Structure Models

Paper: 288, 14.08.2012

JEL: C53, C58, G12

Some Financial Stability Indicators for Brazil

Paper: 287, 25.07.2012

JEL: E44, E58, G28

Information (in) Chains: information transmission through production chains

Paper: 286, 25.07.2012

JEL: D82, D83, E31

Asset Prices and Monetary Policy - A sticky-dispersed information model

Paper: 285, 25.07.2012

JEL: D82, E31, E58

On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century

Paper: 284, 13.07.2012

JEL: C32, C53, E32

The Impact of Marketpower at Bank Level in Risk-taking: the Brazilian Case

Paper: 283, 07.07.2012

JEL: D40, G21, G28, G32

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