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Nelson Sobrinho

Personal Details

First Name:Nelson
Middle Name:
Last Name:Sobrinho
Suffix:
RePEc Short-ID:pso170
[This author has chosen not to make the email address public]
International Monetary Fund 700 19th St NW, Washington, DC 20431 United States
1 202 361-6468
Terminal Degree:2006 Department of Economics; University of California-Los Angeles (UCLA) (from RePEc Genealogy)

Affiliation

International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sumin Chun & Karmen Naidoo & Nelson Sobrinho, 2022. "The Impact of the IMF’s COVID-19 Support to Developing and Emerging Economies," IMF Working Papers 2022/261, International Monetary Fund.
  2. Matteo Ruzzante & Nelson Sobrinho, 2022. "The 'Fiscal Presource Curse': Giant Discoveries and Debt Sustainability," IMF Working Papers 2022/010, International Monetary Fund.
  3. Amine Hammadi & Marshall Mills & Nelson Sobrinho & Mr. Vimal V Thakoor & Ricardo Velloso, 2019. "A Governance Dividend for Sub-Saharan Africa?," IMF Working Papers 2019/001, International Monetary Fund.
  4. Nelson Sobrinho, 2017. "Bankruptcy Technology, Finance, and Entrepreneurship," IMF Working Papers 2017/188, International Monetary Fund.
  5. Ms. Camila Henao Arbelaez & Nelson Sobrinho, 2017. "Government Financial Assets and Debt Sustainability," IMF Working Papers 2017/173, International Monetary Fund.
  6. Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho, 2011. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Working Papers Series 239, Central Bank of Brazil, Research Department.
  7. Nelson F. Souza Sobrinho, 2010. "The Role of Interest Rates in the Brazilian Business Cycle," Working Papers Series 218, Central Bank of Brazil, Research Department.
  8. André Minella & Nelson F. Souza-Sobrinho, 2009. "Monetary Channels in Brazil through the Lens of a Semi-Structural Model," Working Papers Series 181, Central Bank of Brazil, Research Department.
  9. Rebucci, Alessandro & Powell, Andrew & Minella, André & Souza-Sobrinho, Nelson F., 2009. "Monetary and Exchange Rate Policies for the Perfect Storm: The Case of the Bahamas, Barbados, Guyana, Haiti, Jamaica, Suriname, and Trinidad & Tobago," IDB Publications (Working Papers) 1659, Inter-American Development Bank.
  10. Souza-Sobrinho, Nelson, 2003. "Uma Avaliação do Canal de Crédito no Brasil [An Assessment of the Credit Channel in Brazil]," MPRA Paper 5160, University Library of Munich, Germany.
  11. Souza-Sobrinho, Nelson, 2001. "Desigualdade e Pobreza: Fatos Estilizados e Simulações [Inequality and Poverty: Stylized Facts and Simulations]," MPRA Paper 15570, University Library of Munich, Germany.
  12. Souza-Sobrinho, Nelson, 2001. "Extração da Volatilidade do Ibovespa [Estimating Ibovespa's Volatility]," MPRA Paper 15571, University Library of Munich, Germany.

Articles

  1. Castro, Marcos R. de & Gouvea, Solange N. & Minella, Andre & Santos, Rafael & Souza-Sobrinho, Nelson F., 2015. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
  2. Minella, André & Souza-Sobrinho, Nelson F., 2013. "Monetary policy channels in Brazil through the lens of a semi-structural model," Economic Modelling, Elsevier, vol. 30(C), pages 405-419.
  3. Souza-Sobrinho, Nelson F., 2011. "The Role of Interest Rates in the Brazilian Business Cycles," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(3), September.
  4. Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Matteo Ruzzante & Nelson Sobrinho, 2022. "The 'Fiscal Presource Curse': Giant Discoveries and Debt Sustainability," IMF Working Papers 2022/010, International Monetary Fund.

    Cited by:

    1. Le Clech, Néstor A., 2024. "Policy market orientation, property rights, and corruption effects on the rent of non-renewable resources in Latin America and the Caribbean," Resources Policy, Elsevier, vol. 91(C).

  2. Amine Hammadi & Marshall Mills & Nelson Sobrinho & Mr. Vimal V Thakoor & Ricardo Velloso, 2019. "A Governance Dividend for Sub-Saharan Africa?," IMF Working Papers 2019/001, International Monetary Fund.

    Cited by:

    1. Abdulhakeem, A. Kilishi & Abdulrahman, Idris Abdulganiyu & Oniyide, Gbenga Daniel, 2023. "Governance and Multidimensional Poverty in Sub-Saharan Africa," African Journal of Economic Review, African Journal of Economic Review, vol. 11(5), December.
    2. Braiton, Nombulelo & Odhiambo, Nicholas M, 2022. "Capital flows to low-income sub-Saharan Africa: An exploratory review," Working Papers 29831, University of South Africa, Department of Economics.
    3. Blessing Katuka & Calvin Mudzingiri, 2023. "Impact of Output Gap, COVID-19, and Governance Quality on Fiscal Space in Sub-Saharan Africa," Economies, MDPI, vol. 11(10), pages 1-20, October.
    4. Sezard Timbi & Mohammadou Nourou & Zedou Abdala, 2024. "Governance Mediates the Effect of Remittances on Financial Inclusion in Sub-Saharan Africa," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 2874-2894, March.

  3. Ms. Camila Henao Arbelaez & Nelson Sobrinho, 2017. "Government Financial Assets and Debt Sustainability," IMF Working Papers 2017/173, International Monetary Fund.

    Cited by:

    1. Mr. Seyed Reza Yousefi, 2019. "Public Sector Balance Sheet Strength and the Macro Economy," IMF Working Papers 2019/170, International Monetary Fund.
    2. Matteo Ruzzante, 2018. "Financial Crises, Macroeconomic Shocks, and the Government Balance Sheet: A Panel Analysis," IMF Working Papers 2018/093, International Monetary Fund.
    3. Jean-Marc Fournier, 2019. "A Buffer-Stock Model for the Government: Balancing Stability and Sustainability," IMF Working Papers 2019/159, International Monetary Fund.
    4. Ricardo Sabbadini, 2018. "International Reserves Management in a Model of Partial Sovereign Default," Working Papers, Department of Economics 2018_14, University of São Paulo (FEA-USP).
    5. Atkinson, Giles & Hamilton, Kirk, 2020. "Sustaining wealth: Simulating a sovereign wealth fund for the UK's oil and gas resources, past and future," Energy Policy, Elsevier, vol. 139(C).
    6. Atkinson, Giles & Hamilton, Kirk, 2020. "Sustaining wealth: simulating a sovereign wealth fund for the UK’s oil and gas resources, past and future," LSE Research Online Documents on Economics 103564, London School of Economics and Political Science, LSE Library.
    7. Jean-Marc Fournier & Philipp Lieberknecht, 2020. "A Model-based Fiscal Taylor Rule and a Toolkit to Assess the Fiscal Stance," IMF Working Papers 2020/033, International Monetary Fund.
    8. Ricardo Sabbadini, 2017. "Overcoming the Original Sin: Gains from Local Currency External Debt," Working Papers, Department of Economics 2017_27, University of São Paulo (FEA-USP).

  4. Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho, 2011. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Working Papers Series 239, Central Bank of Brazil, Research Department.

    Cited by:

    1. Adnan Haider & Musleh-ud Din & Ejaz Ghani, 2013. "Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks," SBP Working Paper Series 65, State Bank of Pakistan, Research Department.
    2. Haider, Adnan & Khan, Safdar Ullah, 2008. "A Small Open Economy DSGE Model for Pakistan," MPRA Paper 12977, University Library of Munich, Germany, revised 17 Jan 2009.
    3. José R. Maria & Paulo Júlio, 2017. "The Portuguese post-2008 period: A narrative from an estimated DSGE model," Working Papers w201715, Banco de Portugal, Economics and Research Department.
    4. Benjamin M. Tabak & M. Takami & J. M. C. Rocha & Daniel O. Cajueiro, 2011. "Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks," Working Papers Series 249, Central Bank of Brazil, Research Department.
    5. Kozlovtceva, Irina & Ponomarenko, Alexey & Sinyakov, Andrey & Tatarintsev, Stas, 2020. "A case for leaning against the wind in a commodity-exporting economy," International Economics, Elsevier, vol. 164(C), pages 86-114.
    6. Mădălin Viziniuc, 2017. "Potential Gains from Cooperation Between Monetary and Macroprudential Policies: The Case of an Emerging Economy," Eastern European Economics, Taylor & Francis Journals, vol. 55(5), pages 420-452, September.
    7. Divino, Jose Angelo & Haraguchi, Carlos, 2022. "Monetary Policy And Reserve Requirements In A Small Open Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 26(4), pages 1073-1106, June.
    8. Andreza Aparecida Palma & Marcelo Savino Portugal, 2014. "Preferences Of The Central Bank Of Brazil Under The Inflation Targeting Regime: Estimation Using A Dsge Model For A Small Open Economy," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 055, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    9. Cambara, Leilane de Freitas Rocha & Meurer, Roberto & Lima, Gilberto Tadeu, 2022. "Deviating from full rationality but not from theoretical consistency: The behavior of inflation expectations in Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 492-501.
    10. Caputo, Rodrigo & Herrera, Luis Oscar, 2017. "Following the leader? The relevance of the Fed funds rate for inflation targeting countries," Journal of International Money and Finance, Elsevier, vol. 71(C), pages 25-52.
    11. Mendonça, Diogo de Prince & Marçal, Emerson Fernandes & Brito, Márcio Holland de, 2016. "Is fiscal policy effective in Brazil? An empirical analysis," Textos para discussão 433, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    12. Wieland, Volker & Cwik, Tobias & Wolters, Maik & Müller, Gernot & Schmidt, Sebastian, 2012. "A New Comparative Approach to Macroeconomic Modeling and Policy Analysis," CEPR Discussion Papers 8814, C.E.P.R. Discussion Papers.
    13. Jorge Basal & Patricia Carballo & Fernanda Cuitiño & Serafín Frache & José Mourelle & Helena Rodríguez & Verónica Rodríguez & Leonardo Vicente, 2016. "Un modelo estocástico de equilibrio general para la economía uruguaya," Documentos de trabajo 2016002, Banco Central del Uruguay.
    14. Raymond Hawkins & Jeffrey Speakes & Dan Hamilton, 2015. "Monetary policy and PID control," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 183-197, April.
    15. Ribeiro, Gustavo & Teles, Vladmir & Costa-Filho, João, 2023. "The Spending Cap and Monetary Policy Effectiveness," MPRA Paper 116148, University Library of Munich, Germany.
    16. Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2015. "Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer," Working Papers, Department of Economics 2015_45, University of São Paulo (FEA-USP).
    17. Wieland, Volker & Taylor, John B., 2010. "Surprising comparative properties of monetary models: Results from a new model database," Working Paper Series 1261, European Central Bank.
    18. Teles, Vladimir K. & Costa Junior, Celso Jose & Rosa, Rafael Mouallem, 2015. "Investment-Specific Technological Change and the Brazilian Macroeconomy," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
    19. Mihai Copaciu & Joana Madjoska & Mite Miteski, 2021. "A DSGE Model with Partial Euroization: The Case of the Macedonian Economy," Economy, Business & Development: An International Journal, Ss. Cyril and Methodius University in Skopje, Faculty of Economics-Skopje, vol. 2(2), pages 57-118, November.
    20. Arruda Gustavo & Lima Daniela & Teles Vladimir Kühl, 2020. "Household borrowing constraints and monetary policy in emerging economies," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-21, January.
    21. Carlos Carvalho & Nilda Pasca & Laura Souza & Eduardo Zilberman, 2019. "Macroeconomic Effects of Credit Deepening in Latin America," Working Papers Central Bank of Chile 828, Central Bank of Chile.
    22. Valdivia, Daney, 2015. "Handbook on DSGE models: some useful tips in modeling a DSGE models," MPRA Paper 61347, University Library of Munich, Germany.
    23. Rodriguez, Diego & Gonzalez, Andres & Fernandez, Andres, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," IDB Publications (Working Papers) 7382, Inter-American Development Bank.
    24. José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012. "Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options," Working Papers Series 269, Central Bank of Brazil, Research Department.
    25. Luciano Vereda & Marco A. F. H. Cavalcanti, 2010. "Modelo Dinâmico Estocástico de Equilíbrio Geral (DSGE) Para a Economia Brasileira: Versão 1," Discussion Papers 1479, Instituto de Pesquisa Econômica Aplicada - IPEA.
    26. Carvalho, Carlos Viana de & Vilela, André D., 2015. "What lf Brazil Hadn't Floated the Real in 1999?," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
    27. Fabrizio Almeida Marodin & Marcelo Savino Portugal, 2019. "Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 36-66, March.
    28. Leilane de Freitas Rocha Cambara & Roberto Meurer, Gilberto Tadeu Lima, 2019. "Deviating from Perfect Foresight but not from Theoretical Consistency: The Behavior of Inflation Expectations in Brazil," Working Papers, Department of Economics 2019_36, University of São Paulo (FEA-USP).
    29. Carlos Hamilton Araujo & Cyntia Azevedo & Silvio Costa, 2012. "Fiscal consolidation and macroeconomic challenges in Brazil," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 91-102, Bank for International Settlements.
    30. Oliveira, Eleonora de & Palma, Andreza A. & Portugal, Marcelo S., 2024. "A Markov-Switching DSGE model for measuring the output gap in Brazil," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(1).
    31. Fasolo, Angelo M. & Araujo, Eurilton & Jorge, Marcos Valli & Kornelius, Alexandre & Marinho, Leonardo Sousa Gomes, 2024. "Brazilian macroeconomic dynamics redux: Shocks, frictions, and unemployment in SAMBA model," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(2).
    32. Irina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2019. "Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy," Bank of Russia Working Paper Series wps42, Bank of Russia.
    33. Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    34. José R. Maria & Paulo Júlio, 2021. "Lessons from a finitely-lived agents structural model," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    35. Arnildo Correa & Myrian Petrassi & Rafael Santos, 2018. "Price-Setting Behavior in Brazil: Survey Evidence," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(2), pages 283-310, November.
    36. Carvalho, Diogo Baerlocher & Silva, Marcelo Eduardo Alves da & Silva, Igor Ézio Maciel, 2013. "Efeitos dos choques fiscais sobre o mercado de trabalho brasileiro," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(2), June.
    37. Cavalcanti, Marco A. F. H. & Vereda, Luciano, 2015. "Fiscal Policy Multipliers in a DSGE Model for Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
    38. Gómez, Marcos & Medina, Juan Pablo & Valenzuela, Gonzalo, 2019. "Unveiling the objectives of central banks: Tales of four Latin American countries," Economic Modelling, Elsevier, vol. 76(C), pages 81-100.
    39. Volker Wieland, 2012. "Model comparison and robustness: a proposal for policy analysis after the financial crisis," Chapters, in: Robert M. Solow & Jean-Philippe Touffut (ed.), What’s Right with Macroeconomics?, chapter 2, pages 33-67, Edward Elgar Publishing.
    40. Puch González, Luis Antonio & Ruiz, Jesús, 2024. "The asymmetry puzzle: the supply chain disruptions news shocks effects on oil prices and inflation," UC3M Working papers. Economics 43758, Universidad Carlos III de Madrid. Departamento de Economía.
    41. Mr. Marco Airaudo & Mr. Edward F Buffie & Luis-Felipe Zanna, 2016. "Inflation Targeting and Exchange Rate Management In Less Developed Countries," IMF Working Papers 2016/055, International Monetary Fund.
    42. Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01222798, HAL.
    43. Alexandre Kornelius & Jose Angelo Divino, 2024. "Renewable Energy Shocks and Business Cycle Dynamics with Application to Brazil," Working Papers Series 592, Central Bank of Brazil, Research Department.
    44. Luiz Awazu Pereira da Silva & Ricardo Eyer Harris, 2012. "Financial Stability in Brazil," Working Papers Series 289, Central Bank of Brazil, Research Department.
    45. Waldyr Dutra Areosa & Christiano Arrigoni Coelho, 2013. "Utilizando um Modelo DSGE para Avaliar os Efeitos Macroeconômicos dos Recolhimentos Compulsórios no Brasil," Working Papers Series 303, Central Bank of Brazil, Research Department.
    46. Costa Junior, Celso J. & Garcia-Cintado, Alejandro C., 2021. "Rent-seeking in an emerging market: A DSGE approach," Economic Systems, Elsevier, vol. 45(2).
    47. Nikolas Schiozer & Gilberto Tadeu Lima & Michel Alexandre, 2024. "Heterogeneity in pricing behavior in hybrid DSGE-ABM macrodynamics," Working Papers, Department of Economics 2024_26, University of São Paulo (FEA-USP).
    48. Marcos Valli Jorge & Angelo M Fasolo & Silvio Michael de Azevedo Costa, 2024. "Mitigating Policies for Pollutant Emissions in a DSGE for the Brazilian Economy," Working Papers Series 591, Central Bank of Brazil, Research Department.
    49. Shaun de Jager & Michael Johnston & Rudi Steinbach, 2015. "A Revised Quarterly Projection Model for South Africa," Working Papers 6839, South African Reserve Bank.
    50. Thales A. J. T. T. Maion & Marcio Issao Nakane, 2019. "News shocks and consumer expectations: evidence for Brazil," Working Papers, Department of Economics 2019_11, University of São Paulo (FEA-USP).
    51. Ashima Goyal & Abhishek Kumar, 2017. "A DSGE model-based analysis of the Indian slowdown," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2017-003, Indira Gandhi Institute of Development Research, Mumbai, India.
    52. Rodríguez, Aldo, 2020. "Estimación Bayesiana de un Modelo de Economía Abierta con Sector Bancario," Dynare Working Papers 52, CEPREMAP.
    53. Moura, Guilherme Valle, 2015. "Multiplicadores Fiscais e Investimento em Infraestrutura," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 69(1), March.
    54. Juan Guerra-Salas & Markus Kirchner & Rodrigo Tranamil, 2020. "Online Appendix to "Search Frictions and the Business Cycle in a Small Open Economy DSGE Model"," Online Appendices 18-407, Review of Economic Dynamics.
    55. Alejandro C. Garcia-Cintado & Celso Jose Costa Junior (celso.costa@fgv.br) & Armando Vaz Sampaio (avsampaio@ufpr.br), 2016. "Post-2008 Brazilian Fiscal Policy: an Interpretation through the Analysis of Fiscal Multipliers," EcoMod2016 9528, EcoMod.
    56. Carvalho, Carlos & Pasca, Nilda & Souza, Laura & Zilberman, Eduardo, 2019. "Macroeconomic Macroeconomic Effects of Credit Deepening in Latin America," Working Papers 2019-013, Banco Central de Reserva del Perú.
    57. Áydano Ribeiro Leite & Cássio da Bessaria Nobrega & André Luis Mota dos Santos & Fernando Fernandes Neto, 2022. "Regra do teto dos gastos públicos (PEC 55/241) e sustentabilidade da dívida pública no Brasil: Análise de cenários a partir de um modelo DSGE [Public spending celing rule (PEC 55/241) and public de," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 39(79), pages 219-247, july-dece.
    58. Copaciu, Mihai & Nalban, Valeriu & Bulete, Cristian, 2015. "R.E.M. 2.0, An estimated DSGE model for Romania," Dynare Working Papers 48, CEPREMAP.
    59. Valdivia, Daney & Pérez, Danyira, 2013. "Dinámica económica y coordinación de políticas fiscal – monetaria en América Latina: Evaluación a través de una DSGE [Dynamic economic and coordination on fiscal – monetary policies in Latin Améric," MPRA Paper 51562, University Library of Munich, Germany.
    60. Edilean Kleber da Silva Bejarano Aragón, 2021. "Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function," Empirical Economics, Springer, vol. 60(3), pages 1221-1243, March.
    61. Paulo de Carvalho Lins & Marcio Issao Nakane, 2019. "Floating-rate bonds and monetary policy effectiveness: insights from a DSGE model," Working Papers, Department of Economics 2019_08, University of São Paulo (FEA-USP).
    62. Markus Kirchner & Rodrigo Tranamil, 2016. "Calvo Wages Vs. Search Frictions: a Horse Race in a DSGE Model of a Small Open Economy," Working Papers Central Bank of Chile 778, Central Bank of Chile.
    63. Buffie, Edward F. & Zanna, Luis-Felipe, 2018. "Limited Asset Market Participation And Determinacy In The Open Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 22(8), pages 1937-1977, December.
    64. Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Documents de travail du Centre d'Economie de la Sorbonne 15066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    65. Cavalcanti, Marco A.F.H. & Vereda, Luciano & Doctors, Rebeca de B. & Lima, Felipe C. & Maynard, Lucas, 2018. "The macroeconomic effects of monetary policy shocks under fiscal rules constrained by public debt sustainability," Economic Modelling, Elsevier, vol. 71(C), pages 184-201.
    66. Helder Ferreira de Mendonça & José Simão Filho & Elder Tiago C. de Souza, 2023. "Can central bank credibility promote a substitution effect in the monetary transmission mechanism?," Applied Economics, Taylor & Francis Journals, vol. 55(51), pages 5975-5990, November.
    67. Arnildo da Silva Correa & Myrian Beatriz S. Petrassi & Rafael Santos, 2016. "Price-Setting Behavior in Brazil: survey evidence," Working Papers Series 422, Central Bank of Brazil, Research Department.
    68. Celso José Costa Junior & Alejandro C. García Cintado & Manuel Alejandro Hidalgo Pérez, 2019. "Political-Business Cycles in BRICS Economies: Evidence from Brazil," Working Papers 19.09, Universidad Pablo de Olavide, Department of Economics.
    69. Fernando de Menezes Linardi, 2016. "Assessing the Fit of a Small Open-Economy DSGE Model for the Brazilian Economy," Working Papers Series 424, Central Bank of Brazil, Research Department.
    70. Francesco Sergi, 2020. "The Standard Narrative about DSGE Models in Central Banks’ Technical Reports," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(2), pages 163-193, March.
    71. Bańbura, Marta & Albani, Maria & Ambrocio, Gene & Bursian, Dirk & Buss, Ginters & de Winter, Jasper & Gavura, Miroslav & Giordano, Claire & Júlio, Paulo & Le Roux, Julien & Lozej, Matija & Malthe-Thag, 2018. "Business investment in EU countries," Occasional Paper Series 215, European Central Bank.
    72. Silvio Michael de Azevedo Costa, 2016. "Structural Trends and Cycles in a DSGE Model for Brazil," Working Papers Series 434, Central Bank of Brazil, Research Department.
    73. Buffie, Edward F. & Airaudo, M. & Zanna, Felipe, 2018. "Inflation targeting and exchange rate management in less developed countries," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 159-184.

  5. Nelson F. Souza Sobrinho, 2010. "The Role of Interest Rates in the Brazilian Business Cycle," Working Papers Series 218, Central Bank of Brazil, Research Department.

    Cited by:

    1. Ricardo Schechtman & Wagner Piazza Gaglianone, 2011. "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series 241, Central Bank of Brazil, Research Department.
    2. Teles, Vladimir K & de Prince Mendonça, Diogo, 2013. "Política Monetária em Tempos de Crise," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(4), November.
    3. Thales A. J. T. T. Maion & Marcio Issao Nakane, 2019. "News shocks and consumer expectations: evidence for Brazil," Working Papers, Department of Economics 2019_11, University of São Paulo (FEA-USP).

  6. André Minella & Nelson F. Souza-Sobrinho, 2009. "Monetary Channels in Brazil through the Lens of a Semi-Structural Model," Working Papers Series 181, Central Bank of Brazil, Research Department.

    Cited by:

    1. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Inflation Targeting and Financial Stability: A Perspective from the Developing World," Working Papers Series 324, Central Bank of Brazil, Research Department.
    2. Montes, Gabriel Caldas, 2013. "Credibility and monetary transmission channels under inflation targeting: An econometric analysis from a developing country," Economic Modelling, Elsevier, vol. 30(C), pages 670-684.
    3. Igor Ézio Maciel Silva & Nelson Leitão Paes & Jocildo Fernandes Bezerra, 2016. "Evidences Of Incomplete Interest Rate Pass-Through, Directed Credit And Cost Channel Of Monetary Policy In Brazil," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 036, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    4. Carvalho, Fabia A. & Minella, André, 2012. "Survey forecasts in Brazil: A prismatic assessment of epidemiology, performance, and determinants," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1371-1391.
    5. Sánchez-Fung, José R., 2011. "Estimating monetary policy reaction functions for emerging market economies: The case of Brazil," Economic Modelling, Elsevier, vol. 28(4), pages 1730-1738, July.
    6. Muhammad Naveed Tahir, 2012. "Relative Importance of Monetary Transmission Channels in Inflation Targeting Emerging Economies," EcoMod2012 4092, EcoMod.
    7. Gabriel Caldas Montes & Júlio Cesar Albuquerque Bastos, 2013. "Economic policies, macroeconomic environment and entrepreneurs' expectations," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(3), pages 334-354, July.
    8. Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho, 2011. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Working Papers Series 239, Central Bank of Brazil, Research Department.
    9. Gabriel Garber & Eduardo A. Haddad, 2012. "Target Fitting and Robustness Analysis in CGE Models," Working Papers, Department of Economics 2012_14, University of São Paulo (FEA-USP).
    10. Fabia A. de Carvalho & Marcos Valli, 2011. "Fiscal Policy in Brazil through the Lens of an Estimated DSGE Model," Working Papers Series 240, Central Bank of Brazil, Research Department.
    11. Francisco J. S. Rocha & Marcos R. V. Magalhaes & Ã tila Amaral Brilhante, 2022. "A BVAR Analysis on Channels of Monetary Policy Transmission in Brazil," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(3), pages 1-19, February.
    12. Gabriel Caldas Montes & Gabriel Gonçalves do Vale Monteiro, 2014. "Monetary policy, prudential regulation and investment," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 41(6), pages 881-906, November.
    13. Luiz Fernando de Paula & André de Melo Modenesi & Manoel Carlos C. Pires, 2015. "The tale of the contagion of two crises and policy responses in Brazil: a case of (Keynesian) policy coordination?," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 37(3), pages 408-435, July.
    14. Gabriel Caldas Montes & Caroline Cabral Machado, 2013. "Credibility and the credit channel transmission of monetary policy theoretical model and econometric analysis for Brazil," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(4), pages 469-492, August.
    15. Silvio Michael de Azevedo Costa, 2016. "Structural Trends and Cycles in a DSGE Model for Brazil," Working Papers Series 434, Central Bank of Brazil, Research Department.

  7. Rebucci, Alessandro & Powell, Andrew & Minella, André & Souza-Sobrinho, Nelson F., 2009. "Monetary and Exchange Rate Policies for the Perfect Storm: The Case of the Bahamas, Barbados, Guyana, Haiti, Jamaica, Suriname, and Trinidad & Tobago," IDB Publications (Working Papers) 1659, Inter-American Development Bank.

    Cited by:

    1. Tomas Havranek & Anna Sokolova, 2016. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say "Probably Not"," HSE Working papers WP BRP 137/EC/2016, National Research University Higher School of Economics.

  8. Souza-Sobrinho, Nelson, 2003. "Uma Avaliação do Canal de Crédito no Brasil [An Assessment of the Credit Channel in Brazil]," MPRA Paper 5160, University Library of Munich, Germany.

    Cited by:

    1. Luiz de Mello & Mauro Pisu, 2009. "The Bank Lending Channel of Monetary Transmission in Brazil: A VECM Approach," OECD Economics Department Working Papers 711, OECD Publishing.
    2. Minella, André & Souza-Sobrinho, Nelson F., 2013. "Monetary policy channels in Brazil through the lens of a semi-structural model," Economic Modelling, Elsevier, vol. 30(C), pages 405-419.
    3. Takeda, Tony & Rocha, Fabiana & Nakane, Márcio I., 2005. "The Reaction of Bank Lending to Monetary Policy in Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 59(1), January.
    4. Antonio Gledson Carvalho & Humberto Gallucci Netto & Joelson Sampaio, 2014. "Private Equity e Venture Capital no Brasil: uma Análise de sua Evolução," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(4), pages 499-515.
    5. André Minella & Nelson F. Souza-Sobrinho, 2009. "Monetary Channels in Brazil through the Lens of a Semi-Structural Model," Working Papers Series 181, Central Bank of Brazil, Research Department.

Articles

  1. Castro, Marcos R. de & Gouvea, Solange N. & Minella, Andre & Santos, Rafael & Souza-Sobrinho, Nelson F., 2015. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
    See citations under working paper version above.
  2. Minella, André & Souza-Sobrinho, Nelson F., 2013. "Monetary policy channels in Brazil through the lens of a semi-structural model," Economic Modelling, Elsevier, vol. 30(C), pages 405-419.

    Cited by:

    1. Edilean Silva Bejarano Aragón & Gabriela Medeiros, 2015. "Monetary policy in Brazil: evidence of a reaction function with time-varying parameters and endogenous regressors," Empirical Economics, Springer, vol. 48(2), pages 557-575, March.
    2. Rai, Anoop & Rojer, Guido & Susanna, Edirel, 2021. "Central bank transparency and market reaction in Brazil, Chile, and Colombia," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    3. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Inflation Targeting and Financial Stability: A Perspective from the Developing World," Working Papers Series 324, Central Bank of Brazil, Research Department.
    4. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Macroprudential Regulation and the Monetary Transmission Mechanism," Centre for Growth and Business Cycle Research Discussion Paper Series 185, Economics, The University of Manchester.
    5. Leonardo Marinho, 2022. "Causal Impulse Responses for Time Series," Working Papers Series 570, Central Bank of Brazil, Research Department.
    6. Arnildo Correa & Myrian Petrassi & Rafael Santos, 2018. "Price-Setting Behavior in Brazil: Survey Evidence," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(2), pages 283-310, November.
    7. Gabriela Bezerra Medeiros & Marcelo Savino Portugal & Edilean Kleber da Silva Bejarano Aragón, 2017. "Endogeneity and nonlinearities in Central Bank of Brazil’s reaction functions: an inverse quantile regression approach," Empirical Economics, Springer, vol. 53(4), pages 1503-1527, December.
    8. Gabriel Caldas Montes & José Américo Pereira Antunes & Alexei Ferreira Araújo, 2021. "Effects of monetary policy and credibility on financial intermediation: evidence from the Brazilian banking sector," Empirical Economics, Springer, vol. 60(3), pages 1191-1219, March.
    9. Alicia Garcia-Herrero & Eric Girardin & Enestor Dos Santos, 2015. "Follow what I do and also what I say: monetary policy impact on Brazil’s financial markets," Working Papers 1512, BBVA Bank, Economic Research Department.
    10. Mr. Marco Airaudo & Mr. Edward F Buffie & Luis-Felipe Zanna, 2016. "Inflation Targeting and Exchange Rate Management In Less Developed Countries," IMF Working Papers 2016/055, International Monetary Fund.
    11. Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho, 2011. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Working Papers Series 239, Central Bank of Brazil, Research Department.
    12. Francisco J. S. Rocha & Marcos R. V. Magalhaes & Ã tila Amaral Brilhante, 2022. "A BVAR Analysis on Channels of Monetary Policy Transmission in Brazil," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(3), pages 1-19, February.
    13. Montes, Gabriel Caldas & Peixoto, Gabriel Barros Tavares, 2014. "Risk-taking channel, bank lending channel and the “paradox of credibility”," Economic Modelling, Elsevier, vol. 39(C), pages 82-94.
    14. García-Herrero, Alicia & Girardin, Eric & dos Santos, Enestor, 2017. "Do as I do, and also as I say: monetary policy impact on Brazil’s financial markets," LSE Research Online Documents on Economics 123395, London School of Economics and Political Science, LSE Library.
    15. Buffie, Edward F. & Zanna, Luis-Felipe, 2018. "Limited Asset Market Participation And Determinacy In The Open Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 22(8), pages 1937-1977, December.
    16. Arnildo da Silva Correa & Myrian Beatriz S. Petrassi & Rafael Santos, 2016. "Price-Setting Behavior in Brazil: survey evidence," Working Papers Series 422, Central Bank of Brazil, Research Department.
    17. Ozana Nadoveza Jelić & Rafael Ravnik, 2021. "Introducing Policy Analysis Croatian MAcroecoNometric Model (PACMAN)," Surveys 41, The Croatian National Bank, Croatia.
    18. Gabriela Bezerra De Medeiros & Marcelo Savino Portugal & Edilean Kleber Da Silva Bejarano Aragon, 2016. "Endogeneity And Nonlinearities In Central Bank Of Brazil’S Reaction Functions: An Inverse Quantile Regression Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 061, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    19. Buffie, Edward F. & Airaudo, M. & Zanna, Felipe, 2018. "Inflation targeting and exchange rate management in less developed countries," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 159-184.

  3. Souza-Sobrinho, Nelson F., 2011. "The Role of Interest Rates in the Brazilian Business Cycles," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(3), September.
    See citations under working paper version above.
  4. Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.

    Cited by:

    1. Brian Bolarinwa Ogundairo & Mauro Rodrigues, 2016. "Previdência e taxa de juros no Brasil," Working Papers, Department of Economics 2016_11, University of São Paulo (FEA-USP).
    2. Thiago Trafane Oliveira Santos, 2021. "High Lending Interest Rates in Brazil: cost or concentration?," Working Papers Series 550, Central Bank of Brazil, Research Department.
    3. António Antunes & Tiago Cavalcanti & Anne Villamil, 2015. "The effects of credit subsidies on development," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 1-30, January.
    4. Glocker, Christian & Towbin, Pascal, 2015. "Reserve requirements as a macroprudential instrument – Empirical evidence from Brazil," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 158-176.
    5. Minella, André & Souza-Sobrinho, Nelson F., 2013. "Monetary policy channels in Brazil through the lens of a semi-structural model," Economic Modelling, Elsevier, vol. 30(C), pages 405-419.
    6. Glocker, Ch. & Towbin P., 2012. "The Macroeconomic Effects of Reserve Requirements," Working papers 374, Banque de France.
    7. Chortareas, Georgios E. & Garza-García, Jesús G. & Girardone, Claudia, 2012. "Competition, efficiency and interest rate margins in Latin American banking," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 93-103.
    8. Jorgensen, Ole Hagen & Apostolou, Apostolos, 2013. "Brazil's bank spread in international context : from macro to micro drivers," Policy Research Working Paper Series 6611, The World Bank.
    9. António Antunes & Tiago Cavalcanti & Anne Villamil, 2010. "Intermediation Costs and Welfare," Centre for Growth and Business Cycle Research Discussion Paper Series 142, Economics, The University of Manchester.
    10. André Minella & Nelson F. Souza-Sobrinho, 2009. "Monetary Channels in Brazil through the Lens of a Semi-Structural Model," Working Papers Series 181, Central Bank of Brazil, Research Department.
    11. Pardo, Cristian, 2012. "Risk aversion and business cycles: An empirical analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 413-426.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (4) 2009-04-13 2009-10-31 2010-11-06 2011-05-24
  2. NEP-MAC: Macroeconomics (3) 2009-04-13 2010-11-06 2022-02-28
  3. NEP-DEV: Development (2) 2009-10-31 2020-08-17
  4. NEP-DGE: Dynamic General Equilibrium (2) 2010-11-06 2011-05-24
  5. NEP-MON: Monetary Economics (2) 2009-04-13 2009-10-31
  6. NEP-ENE: Energy Economics (1) 2022-02-28
  7. NEP-ENV: Environmental Economics (1) 2022-02-28
  8. NEP-IFN: International Finance (1) 2009-10-31

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