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Sergio Ribeiro da Costa Werlang

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Ilan Goldfajn & Sergio R.C. Werlang, 2000. "The pass-through from depreciation to inflation : a panel study," Textos para discussão 423, Department of Economics PUC-Rio (Brazil).

    Mentioned in:

    1. QED 28: La Presidenta e gli economisti a cornu Epistolae ac Evangelii
      by Alberto Bagnai in Goofynomics on 2014-01-25 17:43:00
    2. Nominal devaluation and real wages
      by Alberto Bagnai in Goofynomics on 2015-06-15 14:55:00
    3. I tassi schizzeranno (Peternomics): leggende metropolitane bipartisan
      by Alberto Bagnai in Goofynomics on 2015-01-17 03:11:00
  2. Joel Bogdanski & Alexandre Antonio Tombini & Sérgio Ribeiro da Costa Werlang, 2000. "Implementing Inflation Targeting in Brazil," Working Papers Series 1, Central Bank of Brazil, Research Department.

    Mentioned in:

    1. The Failure of Inflation Targeting in Brazil
      by Pedro H. Albuquerque in Incentives Matter on 2009-03-19 21:57:00
  3. Ilan Goldfajn & Sérgio Ribeiro da Costa Werlang, 2000. "The Pass-through from Depreciation to Inflation: A Panel Study," Working Papers Series 5, Central Bank of Brazil, Research Department.

    Mentioned in:

    1. QED 28: La Presidenta e gli economisti a cornu Epistolae ac Evangelii
      by Alberto Bagnai in Goofynomics on 2014-01-25 17:43:00
    2. Nominal devaluation and real wages
      by Alberto Bagnai in Goofynomics on 2015-06-15 14:55:00
    3. I tassi schizzeranno (Peternomics): leggende metropolitane bipartisan
      by Alberto Bagnai in Goofynomics on 2015-01-17 03:11:00

Working papers

  1. Joel Bogdanski & Alexandre Antonio Tombini & Sérgio Ribeiro da Costa Werlang, 2000. "Implementing Inflation Targeting in Brazil," Working Papers Series 1, Central Bank of Brazil, Research Department.

    Cited by:

    1. Reginaldo P. Nogueira Jnr, 2006. "Inflation Targeting and the Role of Exchange Rate Pass-through," Studies in Economics 0602, School of Economics, University of Kent.
    2. Joel Bogdanski & Paulo Springer de Freitas & Ilan Goldfajn & Alexandre Antonio Tombini, 2001. "Inflation Targeting in Brazil: Shocks, Backward-looking prices, and IMF conditionality," Working Papers Central Bank of Chile 110, Central Bank of Chile.
    3. Charles Lima de Almeida & Marco Aurélio Peres & Geraldo da Silva & Souza & Benjamin Miranda Tabak, 2003. "Optimal Monetary Rules: The Case of Brazil," Working Papers Series 63, Central Bank of Brazil, Research Department.
    4. Tito Nícias Teixeira da Silva Filho, 2001. "Estimando o Produto Potencial Brasileiro: Uma Abordagem de Função de Produção," Working Papers Series 17, Central Bank of Brazil, Research Department.
    5. Philip Arestis & Luiz Fernando de Paula & Fernando Ferrari-Filho, 2008. "Inflation Targeting in Brazil," Economics Working Paper Archive wp_544, Levy Economics Institute.
    6. de Mendonça, Helder Ferreira & de Siqueira Galveas, Karine Alves, 2013. "Transparency and inflation: What is the effect on the Brazilian economy?," Economic Systems, Elsevier, vol. 37(1), pages 69-80.
    7. Nelson Barbosa-Filho, 2008. "Inflation targeting in Brazil: 1999-2006," International Review of Applied Economics, Taylor & Francis Journals, vol. 22(2), pages 187-200.
    8. Bennett T. McCallum, 2000. "The Present and Future of Monetary Policy Rules," International Finance, Wiley Blackwell, vol. 3(2), pages 273-286, July.
    9. Thiago Carlomagno Carlo & Emerson Fernandes Marçal, 2016. "Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon," Applied Economics, Taylor & Francis Journals, vol. 48(50), pages 4846-4860, October.
    10. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.
    11. Nogueira, Veridiana de Andrade & Mori, Rogério & Marçal, Emerson Fernandes, 2013. "Transmissão da variação cambial para as taxas de inflação no Brasil: estimação do pass-through através de modelos de vetores autorregressivos estruturais com correção de erros," Textos para discussão 349, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    12. Luis Catão & Adrian Pagan, 2010. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach," NCER Working Paper Series 53, National Centre for Econometric Research.
    13. Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department.
    14. Arminio Fraga & Ilan Goldfajn & André Minella, 2003. "Inflation Targeting in Emerging Market Economies," Working Papers Series 76, Central Bank of Brazil, Research Department.
    15. Valdivia, Daney, 2015. "Handbook on DSGE models: some useful tips in modeling a DSGE models," MPRA Paper 61347, University Library of Munich, Germany.
    16. Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2003. "Speculative attacks on debts and optimum currency area: a welfare analysis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 514, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    17. Ajax R. B. Moreira & Marco A. F. H. Cavalcanti, 2015. "Robustness and Stabilization Properties of Monetary Policy Rules in Brazil," Discussion Papers 0100, Instituto de Pesquisa Econômica Aplicada - IPEA.
    18. Correa, Arnildo da Silva & Minella, André, 2010. "Nonlinear mechanisms of the exchange rate pass-through: A Phillips curve model with threshold for Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 64(3), September.
    19. Mario Blejer & Alfredo Leone & Pau Rabanal & Gerd Schwartz, 2002. "Inflation Targeting in the Context of IMF-Supported Adjustment Programs," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.),Inflation Targeting: Desing, Performance, Challenges, edition 1, volume 5, chapter 10, pages 439-464, Central Bank of Chile.
    20. Tarsila Segalla Afanasieff & Priscilla Maria Villa Lhacer & Márcio Issao Nakane, 2001. "The Determinants of Bank Interest Spread in Brazil," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    21. Sergio A. L. Alves & Waldyr D. Areosa, 2005. "Targets and Inflation Dynamics," Working Papers Series 100, Central Bank of Brazil, Research Department.
    22. Medeiros, Marcelo C & Vasconcelos, Gabriel & Freitas, Eduardo, 2016. "Forecasting Brazilian Inflation with High-Dimensional Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(2), November.
    23. Minella, Andre & de Freitas, Paulo Springer & Goldfajn, Ilan & Muinhos, Marcelo Kfoury, 2003. "Inflation targeting in Brazil: constructing credibility under exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 1015-1040, December.
    24. Feijó, Carmem Aparecida & Araújo, Eliane & Nassif, André, 2017. "A structuralist-Keynesian model for determining the optimum real exchange rate for Brazil’s economic development process: 1999-2015," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
    25. Eduardo Wiesner, 2008. "The Political Economy of Macroeconomic Policy Reform in Latin America," Books, Edward Elgar Publishing, number 12913.
    26. Fabio Kanczuk, 2004. "Real Interest Rates and Brazilian Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(2), pages 436-455, April.
    27. Barros, Geraldo Sant’Ana de Camargo & Carrara, Aniela Fagundes & Castro, Nicole Rennó & Silva, Adriana Ferreira, 2022. "Agriculture and inflation: Expected and unexpected shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 178-188.
    28. Alberto Melo, 2003. "La competitividad de Perú después de la década de reforma: Diagnóstico y propuestas," Research Department Publications 1004, Inter-American Development Bank, Research Department.
    29. Jorge Iván Canales-Kriljenko & Luis I. Jácome H. & Ali Alichi & Ivan Luis de Oliveira Lima, 2011. "Sorteando la tormenta mundial: beneficios de la reforma de política monetaria en cinco países latinoamericanos," Boletín, CEMLA, vol. 0(4), pages 194-226, Octubre-d.
    30. Ojonugwa Usman & Osama Mohammed Elsalih, 2018. "Testing the Effects of Real Exchange Rate Pass-Through to Unemployment in Brazil," Economies, MDPI, vol. 6(3), pages 1-13, September.
    31. Tony Takeda & Fabiana Rocha & Márcio Nakane, 2003. "The Reaction of Bank Lending to Monetary Policy in Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] b30, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    32. Eduardo Moron & Diego Winkelried, 2002. "Monetary Policy Rules for Financially Vulnerable EconomieEd," Macroeconomics 0205001, University Library of Munich, Germany.
    33. Edilean Kleber da Silva & Marcelo Savino Portugal, 2010. "Central Bank Preferences And Monetary Rules Under The Inflation Targeting Regime In Brazil," Working Papers 07-2010, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
    34. 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.
    35. Auel, Matias Carlos & de Mendonça, Helder Ferreira, 2011. "Macroeconomic relevance of credit channels: Evidence from an emerging economy under inflation targeting," Economic Modelling, Elsevier, vol. 28(3), pages 965-979, May.
    36. André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos, 2003. "Inflation targeting in Brazil: lessons and challenges," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 106-133, Bank for International Settlements.
    37. Cleiton Silva de Jesus & Thiago Rios Lopes & Silvana Dantas Guimarães, 2017. "Monetary policy credibility and inflation in an emerging economy," Economics Bulletin, AccessEcon, vol. 37(2), pages 778-789.
    38. Albuquerque, Pedro H. & Gouvea, Solange, 2009. "Canaries and vultures: A quantitative history of monetary mismanagement in Brazil," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 479-495, April.
    39. Victorio Yi Tson Chu, 2002. "Credit Channel with Sovereign Credit Risk: an Empirical Test," Working Papers Series 51, Central Bank of Brazil, Research Department.
    40. Guillermo Ortiz, 2002. "Monetary policy in a changing economic environment : the Latin American experience," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 207-239.
    41. Victor Bystrov, 2006. "Forecasting Emerging Market Indicators: Brazil and Russia," Economics Working Papers ECO2006/12, European University Institute.
    42. Helder Mendonça & Felipe Tostes, 2015. "The Effect of Monetary and Fiscal Credibility on Exchange Rate Pass-Through in an Emerging Economy," Open Economies Review, Springer, vol. 26(4), pages 787-816, September.
    43. Arruda, Elano Ferreira & Ferreira, Roberto Tatiwa & Castelar, Ivan, 2011. "Modelos Lineares e Não Lineares da Curva de Phillips para Previsão da Taxa de Inflação no Brasil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(3), September.
    44. Angelo Marsiglia Fasolo, 2006. "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series 112, Central Bank of Brazil, Research Department.
    45. Morón, Eduardo & Winkelried, Diego, 2002. "Reglas de política monetaria para economías financieramente vulnerables," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 8, pages 49-76.
    46. Marcelle Chauvet, 2000. "Leading Indicators of Inflation for Brazil," Working Papers Series 7, Central Bank of Brazil, Research Department.
    47. Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
    48. Anson Au, 2024. "Neobanks in emerging markets: a risk assessment," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-8, December.
    49. Marcelo Y. Takami & Benjamin M. Tabak, 2007. "Evaluation of Default Risk for The Brazilian Banking Sector," Working Papers Series 135, Central Bank of Brazil, Research Department.
    50. Gilneu F. A. Vivan & Benjamin M. Tabak, 2007. "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series 133, Central Bank of Brazil, Research Department.
    51. Ruch,Franz Ulrich, 2021. "Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies," Policy Research Working Paper Series 9711, The World Bank.
    52. Roseli Da Silva & Helder Ferreira De Mendonça, 2018. "Fiscal Credibility As Nominal Anchor: The Brazilian Experience," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting] 66, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    53. Marcelo Kfoury Muinhos & Sergio Afonso Lago Alves, 2003. "Medium-Size Macroeconomic Model for the Brazilian Economy," Working Papers Series 64, Central Bank of Brazil, Research Department.
    54. Guillermo Ortiz, 2002. "Central bank perspectives on stabilization policy," Economic Review, Federal Reserve Bank of Kansas City, vol. 87(Q IV), pages 37-68.
    55. Marcelo Kfoury Muinhos & Márcio I. Nakane, 2006. "Comparing equilibrium real interest rates: different approaches to measure Brazilian rates," Working Papers Series 101, Central Bank of Brazil, Research Department.
    56. International Monetary Fund, 2010. "Weathering the Global Storm: The Benefits of Monetary Policy Reform in the LA5 Countries," IMF Working Papers 2010/292, International Monetary Fund.
    57. Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos, 2006. "Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling," Working Papers Series 116, Central Bank of Brazil, Research Department.
    58. Leonardo Soriano de Alencar & Márcio I. Nakane, 2004. "Bank Competition, Agency Costs and the Performance of the Monetary Policy," Working Papers Series 81, Central Bank of Brazil, Research Department.
    59. Felipe Santos Tostes & Helder Ferreira De Mendonça, 2016. "Credibility On Pass-Through In Brazil," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 022, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    60. Aragón, Edilean Kleber da Silva Bejarano & Portugal, Marcelo Savino, 2009. "Central Bank preferences and monetary rules under the inflation targeting regime in Brasil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 29(1), May.
    61. Philip Arestis & Luiz Fernando Paula & Fernando Ferrari-Filho, 2007. "Inflation Targeting in Emerging Countries: The Case of Brazil," Palgrave Macmillan Books, in: Philip Arestis & Alfredo Saad-Filho (ed.), Political Economy of Brazil, chapter 8, pages 116-140, Palgrave Macmillan.
    62. André Roncaglia, 2016. "Structural Change, De-Industrialization And Inflation Inertia In Brazil," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 077, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    63. Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department.
    64. Héctor Cuasquer & René Maldonado, 2011. "Microfinanzas y microcrédito en Latinoamérica," Boletín, CEMLA, vol. 0(4), pages 179-193, Octubre-d.
    65. Leonardo Marinho, 2022. "Causal Impulse Responses for Time Series," Working Papers Series 570, Central Bank of Brazil, Research Department.
    66. A. R. Pagan & Mr. Douglas Laxton & Mr. Luis Catão, 2008. "Monetary Transmission in an Emerging Targeter: The Case of Brazil," IMF Working Papers 2008/191, International Monetary Fund.
    67. Eui Jung Chang & Marcelo Kfoury Muinhos & Joanílio Rodolpho Teixeira, 2002. "Macroeconomic Coordination and Inflation Targeting in a Two-Country Model," Working Papers Series 50, Central Bank of Brazil, Research Department.
    68. Leonardo Soriano de Alencar & Márcio I. Nakane, 2003. "Real Balances in the Utility Function: Evidence for Brazil," Working Papers Series 68, Central Bank of Brazil, Research Department.
    69. Carlos Hamilton Vasconcelos Araujo & Osmani Teixeira de Carvalho Guillén, 2008. "Previsão de inflação com incerteza do hiato do produto no Brasil," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807211138520, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    70. Carlos Hamilton Vasconcelos Araujo & Marta Baltar Moreira Areosa & Osmani Teixera de Carvalho Guillén, 2004. "Estimating Potential Output And The Output Gap For Brazil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 041, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    71. de Mendonça, Helder Ferreira & Tiberto, Bruno Pires, 2017. "Effect of credibility and exchange rate pass-through on inflation: An assessment for developing countries," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 196-244.
    72. Wilson Corrêa & Sidney Caetano, 2013. "Monetary policy and transmission mechanism in Brazil: an empirical model," Empirical Economics, Springer, vol. 45(1), pages 115-135, August.
    73. Pierre-Richard Agénor, 2002. "Monetary Policy under Flexible Exchange Rates: An Introduction to Inflation Targeting," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.),Inflation Targeting: Desing, Performance, Challenges, edition 1, volume 5, chapter 3, pages 079-170, Central Bank of Chile.
    74. Benjamin Miranda Tabak, 2003. "Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates," Working Papers Series 70, Central Bank of Brazil, Research Department.
    75. Helder Ferreira de Mendonça & Vítor Ribeiro Laufer Calafate, 2021. "Lack of fiscal transparency and economic growth expectations: an empirical assessment from a large emerging economy," Empirical Economics, Springer, vol. 61(6), pages 2985-3027, December.
    76. André Roncaglia de Carvalho, 2014. "Structural change, de-industrialization and inflation inertia in Brazil," Working Papers, Department of Economics 2014_29, University of São Paulo (FEA-USP).
    77. AGENOR Pierre-Richard & FERNANDES Reynaldo & HADDAD Eduardo & VAN DER MENSBRUGGHE Dominique, 2010. "Analyzing the Impact of Adjustment Policies on the Poor: An IMMPA Framework for Brazil," EcoMod2003 330700002, EcoMod.
    78. Marques, André M. & Carvalho, André R., 2022. "Testing the neo-fisherian hypothesis in Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 407-419.
    79. Reginaldo P. Nogueira Jnr, 2006. "Inflation Targeting, Exchange Rate Pass-Through and 'Fear of Floating'," Studies in Economics 0605, School of Economics, University of Kent.
    80. 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.
    81. Frank A. Wolak, 2003. "Designing Competitive Wholesale Electricity Markets for Latin American Countries," Research Department Publications 1003, Inter-American Development Bank, Research Department.
    82. Paulo Coutinho & Benjamin Miranda Tabak, 2002. "Delegated Portfolio Management," Working Papers Series 60, Central Bank of Brazil, Research Department.
    83. Benjamin Miranda Tabak, 2003. "On the Information Content of Oil Future Prices," Working Papers Series 65, Central Bank of Brazil, Research Department.
    84. 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.
    85. Dionísio Dias Carneiro, 2000. "Inflation targeting in Brazil: what difference does a year make?," Textos para discussão 429, Department of Economics PUC-Rio (Brazil).
    86. Benjamin Miranda Tabak. Solange Maria Guerra, 2002. "Stock Returns and Volatility," Working Papers Series 54, Central Bank of Brazil, Research Department.
    87. André Soares Loureiro & Fernando de Holanda Barbosa, 2004. "Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002," Working Papers Series 85, Central Bank of Brazil, Research Department.
    88. Gonçalves, Carlos Eduardo & Guimaraes, Bernardo Guimaraes, 2011. "Monetary policy, default risk and the exchange rate in Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(1), March.
    89. Afonso, José Roberto & Araújo, Eliane Cristina & Fajardo, Bernardo Guelber, 2016. "The role of fiscal and monetary policies in the Brazilian economy: Understanding recent institutional reforms and economic changes," The Quarterly Review of Economics and Finance, Elsevier, vol. 62(C), pages 41-55.
    90. Helder Ferreira de Mendonça & Roseli da Silva, 2016. "2333-2349," Economics Bulletin, AccessEcon, vol. 32767(4), pages 2333-2349.
    91. Elaine Cristina de Piza & Joilson Dias, 2006. "Novo Consenso Macroeconômico E Política Monetária No Brasil: Uma Avaliação Empírica," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 164, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    92. Strachman, Eduardo, 2009. "Implementing inflation targeting in Brazil: an institutional analysis," MPRA Paper 15131, University Library of Munich, Germany, revised May 2009.

  2. Sérgio Ribeiro da Costa Werlang, 2000. "Private Sector Participation: A Theoretical Justification of the Brazilian Position," Working Papers Series 3, Central Bank of Brazil, Research Department.

    Cited by:

    1. Charles Lima de Almeida & Marco Aurélio Peres & Geraldo da Silva & Souza & Benjamin Miranda Tabak, 2003. "Optimal Monetary Rules: The Case of Brazil," Working Papers Series 63, Central Bank of Brazil, Research Department.
    2. Tito Nícias Teixeira da Silva Filho, 2001. "Estimando o Produto Potencial Brasileiro: Uma Abordagem de Função de Produção," Working Papers Series 17, Central Bank of Brazil, Research Department.
    3. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.
    4. Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department.
    5. Arminio Fraga & Ilan Goldfajn & André Minella, 2003. "Inflation Targeting in Emerging Market Economies," Working Papers Series 76, Central Bank of Brazil, Research Department.
    6. Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2003. "Speculative attacks on debts and optimum currency area: a welfare analysis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 514, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    7. Tarsila Segalla Afanasieff & Priscilla Maria Villa Lhacer & Márcio Issao Nakane, 2001. "The Determinants of Bank Interest Spread in Brazil," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    8. Minella, Andre & de Freitas, Paulo Springer & Goldfajn, Ilan & Muinhos, Marcelo Kfoury, 2003. "Inflation targeting in Brazil: constructing credibility under exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 1015-1040, December.
    9. Pedro Fachada, 2001. "Inflation Targeting in Brazil: Reviewing Two Years of Monetary Policy 1999/00," Working Papers Series 25, Central Bank of Brazil, Research Department.
    10. Victorio Yi Tson Chu, 2002. "Credit Channel with Sovereign Credit Risk: an Empirical Test," Working Papers Series 51, Central Bank of Brazil, Research Department.
    11. Angelo Marsiglia Fasolo, 2006. "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series 112, Central Bank of Brazil, Research Department.
    12. Tito Nícias Teixeira da Silva Filho, 2001. "Uma Definição Operacional de Estabilidade de Preços," Working Papers Series 35, Central Bank of Brazil, Research Department.
    13. Marcelle Chauvet, 2000. "Leading Indicators of Inflation for Brazil," Working Papers Series 7, Central Bank of Brazil, Research Department.
    14. Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
    15. Gilneu F. A. Vivan & Benjamin M. Tabak, 2007. "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series 133, Central Bank of Brazil, Research Department.
    16. Marcelo Kfoury Muinhos & Márcio I. Nakane, 2006. "Comparing equilibrium real interest rates: different approaches to measure Brazilian rates," Working Papers Series 101, Central Bank of Brazil, Research Department.
    17. Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos, 2006. "Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling," Working Papers Series 116, Central Bank of Brazil, Research Department.
    18. Leonardo Soriano de Alencar & Márcio I. Nakane, 2004. "Bank Competition, Agency Costs and the Performance of the Monetary Policy," Working Papers Series 81, Central Bank of Brazil, Research Department.
    19. Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department.
    20. Eui Jung Chang & Marcelo Kfoury Muinhos & Joanílio Rodolpho Teixeira, 2002. "Macroeconomic Coordination and Inflation Targeting in a Two-Country Model," Working Papers Series 50, Central Bank of Brazil, Research Department.
    21. Leonardo Soriano de Alencar & Márcio I. Nakane, 2003. "Real Balances in the Utility Function: Evidence for Brazil," Working Papers Series 68, Central Bank of Brazil, Research Department.
    22. Benjamin Miranda Tabak, 2003. "Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates," Working Papers Series 70, Central Bank of Brazil, Research Department.
    23. Paulo Coutinho & Benjamin Miranda Tabak, 2002. "Delegated Portfolio Management," Working Papers Series 60, Central Bank of Brazil, Research Department.
    24. Benjamin Miranda Tabak, 2003. "On the Information Content of Oil Future Prices," Working Papers Series 65, Central Bank of Brazil, Research Department.
    25. Benjamin Miranda Tabak. Solange Maria Guerra, 2002. "Stock Returns and Volatility," Working Papers Series 54, Central Bank of Brazil, Research Department.
    26. André Soares Loureiro & Fernando de Holanda Barbosa, 2004. "Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002," Working Papers Series 85, Central Bank of Brazil, Research Department.

  3. Ilan Goldfajn & Sérgio Ribeiro da Costa Werlang, 2000. "The Pass-through from Depreciation to Inflation: A Panel Study," Working Papers Series 5, Central Bank of Brazil, Research Department.

    Cited by:

    1. Fischer, Andreas & Sauré, Philip, 2016. "The speed of the exchange rate pass-through," CEPR Discussion Papers 11195, C.E.P.R. Discussion Papers.
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    48. Thomas Willett, 2003. "Fear of Floating Needn't Imply Fixed Rates: An OCA Approach to the Operation of Stable Intermediate Currency Regimes," Open Economies Review, Springer, vol. 14(1), pages 71-91, January.
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  4. Werlang, Sérgio Ribeiro da Costa & Novaes, Walter, 1998. "Capital structure choice of foreign subsidiaries: evidence from multinationals in Brazil," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 340, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Pacheco, Luís, 2016. "Capital structure and internationalization: The case of Portuguese industrial SMEs," Research in International Business and Finance, Elsevier, vol. 38(C), pages 531-545.
    2. José Luiz Rossi Júnior, 2007. "The Use of Currency Derivatives by Brazilian Companies: An Empirical Investigation," Brazilian Review of Finance, Brazilian Society of Finance, vol. 5(2), pages 205-232.
    3. João Paulo Martins Linhares & Hsia Hua Sheng & Daniela Verzola Vaz & Nilton Deodoro Moreira Cardoso Junior, 2017. "Influence of Macroeconomic Factors in the Capital Structure of Foreign Subsidiarie," Outlines of global transformations: politics, economics, law, Center for Crisis Society Studies, vol. 10(4).

  5. Duarte Junior, Antonio Marcos & Werlang, Sérgio Ribeiro da Costa, 1995. "A model to estimate the US term structure of interest rates," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 273, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Varga, Gyorgy, 2009. "Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil [Test of Term Structure Models for Brazil]," MPRA Paper 20832, University Library of Munich, Germany.

  6. Novaes, Walter & Werlang, Sérgio Ribeiro da Costa, 1994. "Inflationary bias and state owned financial institutions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 242, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Fernandez, Brena Paula Magno & Silveira, Antonio Maria da, 1994. "The economist Machiavelli," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 250, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    2. Cardoso, Renato Fragelli, 1995. "Entrepreneurial risk and labour's share in output," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 252, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    3. Ferreira, Pedro Cavalcanti, 1997. "A note on growth, welfare and public policy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 298, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    4. Duarte Junior, Antonio Marcos & Werlang, Sérgio Ribeiro da Costa, 1995. "A model to estimate the US term structure of interest rates," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 273, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    5. Boudriga, Abdelkader & Boulila, Neila & Jellouli, Sana, 2009. "Does bank supervision impact nonperforming loans : cross-country determinants using agregate data ?," MPRA Paper 18068, University Library of Munich, Germany.
    6. Us, Vuslat, 2017. "Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis," Finance Research Letters, Elsevier, vol. 20(C), pages 109-117.
    7. Ferreira, Pedro Cavalcanti, 1995. "Welfare and fiscal policy with public goods and infrastructure," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 264, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    8. Ohana, Eduardo Felipe, 1997. "The Brazilian 1994 stabilization plan: an analytical view," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 307, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    9. Cysne, Rubens Penha & Costa, Sergio Gustavo Silveira da, 1997. "Effects of the real plan of the Brazilian banking system," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 304, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    10. Ferreira, Pedro Cavalcanti, 1997. "Infrastructure privatization in a neoclassical economy : macroeconomic impact and welfare computation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 297, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    11. Ferreira, Pedro Cavalcanti, 1996. "Sustained growth, government expenditure and inflation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 278, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    12. Flôres Junior, Renato Galvão & Ginsburgh, Victor, 1996. "Dynamic hedonic regressions: computation and properties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 275, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

  7. Castro, Hélio Oliveira Portocarrero de & Oliveira, Luiz Guilherme Schymura de & Cardoso, Renato Fragelli & Werlang, Sérgio Ribeiro da Costa & Magalhães, Uriel de, 1994. "Regimes complementares de previdência," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 238, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Fernandez, Brena Paula Magno & Silveira, Antonio Maria da, 1994. "The economist Machiavelli," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 250, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    2. Ferreira, Pedro Cavalcanti, 1997. "A note on growth, welfare and public policy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 298, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    3. Duarte Junior, Antonio Marcos & Werlang, Sérgio Ribeiro da Costa, 1995. "A model to estimate the US term structure of interest rates," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 273, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    4. Sandroni, Alvaro & Werlang, Sérgio Ribeiro da Costa, 1995. "A comment on 'Rational learning lead to nash equilibrium' by professors Ehud Kalai and Ehud Lehrer," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 256, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    5. Ferreira, Pedro Cavalcanti, 1995. "Welfare and fiscal policy with public goods and infrastructure," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 264, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    6. Ohana, Eduardo Felipe, 1997. "The Brazilian 1994 stabilization plan: an analytical view," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 307, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    7. Cysne, Rubens Penha & Costa, Sergio Gustavo Silveira da, 1997. "Effects of the real plan of the Brazilian banking system," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 304, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    8. Ferreira, Pedro Cavalcanti, 1997. "Infrastructure privatization in a neoclassical economy : macroeconomic impact and welfare computation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 297, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    9. Ferreira, Pedro Cavalcanti, 1996. "Sustained growth, government expenditure and inflation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 278, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    10. Flôres Junior, Renato Galvão & Ginsburgh, Victor, 1996. "Dynamic hedonic regressions: computation and properties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 275, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    11. Ferreira, Pedro Cavalcanti, 1994. "Public expenditures taxation and welfare measurement," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 239, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    12. Ferreira, Pedro Cavalcanti, 1994. "A note on policy, the composition of public expenditures and economic growth," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 240, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

  8. Werlang, Sérgio Ribeiro da Costa & Novaes, Walter, 1993. "Financial integration and public financial institutions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 225, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Paulo Roberto Arvate & Marcos Felipe Mendes Lopes, 2007. "Institutional Changes, Incentive Schemes And The Decision To Undertake Fiscal Adjustments," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 010, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

  9. Monteiro, P. K. & Pascoa, Mario Rui & Werlang, Sérgio Ribeiro da Costa, 1993. "On the differentiability of the consumer demand function," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 214, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

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    1. Cardoso, Renato Fragelli, 1995. "Entrepreneurial risk and labour's share in output," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 252, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    2. Ferreira, Pedro Cavalcanti, 1997. "A note on growth, welfare and public policy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 298, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    3. Duarte Junior, Antonio Marcos & Werlang, Sérgio Ribeiro da Costa, 1995. "A model to estimate the US term structure of interest rates," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 273, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    4. Aymeric Lardon, 2016. "Endogenous interval games in oligopolies and the cores," Post-Print halshs-00544044, HAL.
    5. Rui Pascoa, Mario & Ribeiro da Costa Werlang, Sergio, 1999. "Determinacy of equilibria in nonsmooth economies," Journal of Mathematical Economics, Elsevier, vol. 32(3), pages 289-302, November.
    6. Sandroni, Alvaro & Werlang, Sérgio Ribeiro da Costa, 1995. "A comment on 'Rational learning lead to nash equilibrium' by professors Ehud Kalai and Ehud Lehrer," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 256, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    7. Ferreira, Pedro Cavalcanti, 1995. "Welfare and fiscal policy with public goods and infrastructure," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 264, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    8. Jose Angelo Divino & Jaime Orrillo, 2022. "Robust effects of a debt-financed tax cut in an economy with incomplete markets," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 29(1), pages 191-200, February.
    9. Ferreira, Pedro Cavalcanti, 1997. "Infrastructure privatization in a neoclassical economy : macroeconomic impact and welfare computation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 297, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

  10. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1992. "The ex-Ante non-optimality of the Dempster-Schafer updating rule for ambiguous beliefs," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 185, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Werlang, Sérgio Ribeiro da Costa, 2000. "A notion of subgame perfect Nash equilibrium under knightian uncertainty," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 376, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

  11. Werlang, Sérgio Ribeiro da Costa & Fraga Neto, Armínio, 1992. "Os bancos estaduais e o descontrole fiscal: alguns aspectos," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 203, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

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    1. Mônica Mora & Fábio Giambiagi, 2005. "Federalismo e Endividamento Subnacional: Uma Discussão Sobre a Sustentabilidade da Dívida Estadual e Municipal," Discussion Papers 1142, Instituto de Pesquisa Econômica Aplicada - IPEA.
    2. Nakane, Marcio I. & Weintraub, Daniela B., 2005. "Bank privatization and productivity : evidence for Brazil," Policy Research Working Paper Series 3666, The World Bank.

  12. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1992. "Nash equilibrium under knightian uncertainty: breaking-down backward induction," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 186, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. David Kelsey & Tigran Melkonyan, 2018. "Contests with ambiguity," Oxford Economic Papers, Oxford University Press, vol. 70(4), pages 1148-1169.
    2. Bailey, Ralph W. & Eichberger, Jürgen & Kelsey, David, 2004. "Ambiguity and Public Good Provision in Large Societies," Sonderforschungsbereich 504 Publications 04-54, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    3. Ehud Lehrer, 2012. "Partially Specified Probabilities: Decisions and Games," American Economic Journal: Microeconomics, American Economic Association, vol. 4(1), pages 70-100, February.
    4. Luo, Xiao & Ma, Chenghu, 2003. ""Agreeing to disagree" type results: a decision-theoretic approach," Journal of Mathematical Economics, Elsevier, vol. 39(8), pages 849-861, November.
    5. Jurgen Eichberger & David Kelsey & Burkhard C. Schipper, 2005. "Ambiguity and Social Interaction," Discussion Papers 0504, University of Exeter, Department of Economics.
    6. Kin Chung Lo, 1999. "Nash equilibrium without mutual knowledge of rationality," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 14(3), pages 621-633.
    7. Giuseppe De Marco, 2016. "Ambiguous Games without a State Space and Full Rationality," CSEF Working Papers 425, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Apr 2017.
    8. Karni, Edi & Safra, Zvi, 2000. "An extension of a theorem of von Neumann and Morgenstern with an application to social choice theory," Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 315-327, November.
    9. Kin Chung Lo, 1995. "Equilibrium in Beliefs Under Uncertainty," Working Papers ecpap-95-02, University of Toronto, Department of Economics.
    10. David Dequech, 2006. "Towards An Alternative To The Game-Theoretic Concept Of Conventions," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 77, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    11. Marinacci, Massimo, 2000. "Ambiguous Games," Games and Economic Behavior, Elsevier, vol. 31(2), pages 191-219, May.
    12. Giuseppe De Marco, 2019. "On the convexity of preferences in decisions and games under (quasi-)convex/concave imprecise probability correspondences," CSEF Working Papers 523, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    13. : Ebbe Hendon & Hans Jørgen Jacobsen & Birgitte Sloth & Torben Tranæs, 1993. "The Product of Capacities and Belief Functions," Discussion Papers 93-04, University of Copenhagen. Department of Economics.
    14. Spanjers, Willy, 2008. "Central banks and ambiguity," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 85-102.
    15. Andreas Lehnert & Wayne Passmore, 1999. "Pricing systemic crises: monetary and fiscal policy when savers are uncertain," Finance and Economics Discussion Series 1999-33, Board of Governors of the Federal Reserve System (U.S.).
    16. Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
    17. Beauchêne, D., 2019. "Is ambiguity aversion bad for innovation?," Journal of Economic Theory, Elsevier, vol. 183(C), pages 1154-1176.
    18. Burkhard C. Schipper, 2019. "The Evolutionary Stability of Optimism, Pessimism, and Complete Ignorance," Working Papers 334, University of California, Davis, Department of Economics.
    19. Fulvio Fontini, 2005. "Probability and uncertainty: the legacy of Georgescu-Roegen," "Marco Fanno" Working Papers 0008, Dipartimento di Scienze Economiche "Marco Fanno".
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    22. Matthew Rabin., 1997. "Psychology and Economics," Economics Working Papers 97-251, University of California at Berkeley.
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    24. Ehud Lehrer, 2005. "A new integral for capacities," Game Theory and Information 0504004, University Library of Munich, Germany.
    25. Takao Asano, 2004. "Portfolio Inertia under Ambiguity," ISER Discussion Paper 0609, Institute of Social and Economic Research, Osaka University.
    26. Werlang, Sérgio Ribeiro da Costa, 2000. "A notion of subgame perfect Nash equilibrium under knightian uncertainty," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 376, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    27. Yasunori Okumura, 2021. "Rank-dominant strategy and sincere voting," Theory and Decision, Springer, vol. 90(1), pages 117-145, February.
    28. Giuseppe De Marco & Maria Romaniello, 2013. "On the Stability of Equilibria in Incomplete Information Games under Ambiguity," CSEF Working Papers 332, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    29. Zimper, Alexander, 2004. "On the Existence of Strategic Solutions for Games with Security- and Potential Level Players," Sonderforschungsbereich 504 Publications 04-04, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
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    34. Albers, Leif, 2017. "Feasible Beliefs in Noncooperative Games," Center for Mathematical Economics Working Papers 352, Center for Mathematical Economics, Bielefeld University.
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    38. Giuseppe De Marco & Maria Romaniello & Alba Roviello, 2022. "On Hurwicz Preferences in Psychological Games," CSEF Working Papers 659, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    39. Benner, Dietrich, 2004. "Quality Ambiguity and the Market Mechanism for Credence Goods," Working Papers 98639, Universitaet Hohenheim, Institute of Agricultural Policy and Agricultural Markets.
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    44. Giuseppe De Marco & Maria Romaniello, 2014. "Variational Preferences and Equilibria in Games under Ambiguous Beliefs Correspondences," CSEF Working Papers 363, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    45. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005. "Choices under ambiguity with familiar and unfamilar outcomes," Post-Print hal-00271349, HAL.
    46. Eichberger, Jürgen & Kelsey, David, 2008. "Are the Treasures of Game Theory Ambiguous?," Sonderforschungsbereich 504 Publications 08-08, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    47. David Kelsey & Sara Roux, 2015. "An experimental study on the effect of ambiguity in a coordination game," Theory and Decision, Springer, vol. 79(4), pages 667-688, December.
    48. Atsushi Kajii & Takashi Ui, 2005. "Incomplete Information Games With Multiple Priors," The Japanese Economic Review, Japanese Economic Association, vol. 56(3), pages 332-351, September.
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    69. Eichberger, Jürgen & Kelsey, David H. & Schipper, Burkhard C., 2006. "Granny versus Game Theorst: Ambiguity in Experimental Games," Bonn Econ Discussion Papers 17/2006, University of Bonn, Bonn Graduate School of Economics (BGSE).
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    Cited by:

    1. Fajgelbaum, Pablo & Grossman, Gene M. & Helpman, Elhanan, 2011. "Income distribution, product quality, and international trade," Policy Research Working Paper Series 5843, The World Bank.
    2. Raphael Bergoeing & Timothy J. Kehoe, 2001. "Trade Theory and Trade Facts," Documentos de Trabajo 109, Centro de Economía Aplicada, Universidad de Chile.
    3. Jan Heufer, 2013. "Testing revealed preferences for homotheticity with two-good experiments," Experimental Economics, Springer;Economic Science Association, vol. 16(1), pages 114-124, March.
    4. Margarita Katsimi & Thomas Moutos, 2006. "Inequality and the US Import Demand Function," CESifo Working Paper Series 1827, CESifo.
    5. Juan Carlos Hallak, 2006. "A Product-Quality View of the Linder Hypothesis," NBER Working Papers 12712, National Bureau of Economic Research, Inc.
    6. Götz Zeddies, 2009. "Warum exportiert der Osten so wenig? Eine empirische Analyse der Exportaktivitäten deutscher Bundesländer," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 3(4), pages 241-264, December.
    7. Davis, D.R. & Weinstein, D.E., 1997. "Does Economic Geography Matter for International Specialization?," Papers 591, Harvard - Institute for International Development.
    8. Liu, Pak-Wai & Wong, Kam-Chau, 2000. "Revealed homothetic preference and technology," Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 287-314, November.
    9. Jim Malley & Thomas Moutos, 1998. "Real Wages and the Structure of Imports: Theory and Evidence," Working Papers 9821, Business School - Economics, University of Glasgow.
    10. Rosario Crinò & Paolo Epifani, 2009. "Productivity, Quality and Export Behavior (Revised version of: Firm-Export Intensity and Productivity, September 2011)," Development Working Papers 271, Centro Studi Luca d'Agliano, University of Milano.
    11. Candeal, J. C. & Indurain, E., 1995. "Homothetic and weakly homothetic preferences," Journal of Mathematical Economics, Elsevier, vol. 24(2), pages 147-158.
    12. Donald R. Davis & David E. Weinstein & Scott C. Bradford & Kazushige Shimpo, 1996. "The Heckscher-Ohlin-Vanek Model of Trade: Why Does It Fail? When Does It Work?," NBER Working Papers 5625, National Bureau of Economic Research, Inc.
    13. Marc Le Menestrel & Bertrand Lemaire, 2004. "Biased quantitative measurement of interval ordered homothetic preferences," Economics Working Papers 789, Department of Economics and Business, Universitat Pompeu Fabra.
    14. James Harrigan, 2001. "Specialization and the volume of trade: do the data obey the laws?," Staff Reports 140, Federal Reserve Bank of New York.
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    16. P Ramezzana, 2000. "Per Capita Income Demand for Variety, and International Trade: Linder Reconsidered," CEP Discussion Papers dp0460, Centre for Economic Performance, LSE.
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  14. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1991. "Excess volatility of stock prices and knightian uncertainty," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 179, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

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    1. Aizenman, Joshua, 1997. "Investment in new activities and the welfare cost of uncertainty," Journal of Development Economics, Elsevier, vol. 52(2), pages 259-277, April.
    2. Huber, Christoph & Huber, Juergen & Kirchler, Michael, 2021. "Volatility shocks and investment behavior," OSF Preprints jr4eb, Center for Open Science.
    3. Andreas Lehnert & Wayne Passmore, 1999. "Pricing systemic crises: monetary and fiscal policy when savers are uncertain," Finance and Economics Discussion Series 1999-33, Board of Governors of the Federal Reserve System (U.S.).
    4. Bertrand Wigniolle, 2012. "Optimism, pessimism and financial bubbles," Documents de travail du Centre d'Economie de la Sorbonne 12005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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    6. Aizenman, Joshua, 1998. "Buffer stocks and precautionary savings with loss aversion," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 931-947, December.
    7. Condie, Scott & Ganguli, Jayant, 2017. "The pricing effects of ambiguous private information," Journal of Economic Theory, Elsevier, vol. 172(C), pages 512-557.
    8. Andrea Capotorti & Giulianella Coletti & Barbara Vantaggi, 2008. "Preferences Representable by a Lower Expectation: Some Characterizations," Theory and Decision, Springer, vol. 64(2), pages 119-146, March.
    9. Daniela Grieco, 2018. "Innovation and stock market performance: A model with ambiguity-averse agents," Journal of Evolutionary Economics, Springer, vol. 28(2), pages 287-303, April.
    10. Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion ," Theory and Decision, Springer, vol. 52(2), pages 149-170, March.

  15. Dow, James & Werlang, Sérgio Ribeiro da Costa & Madrigal, Vicente, 1990. "Preferences, common knowledge and speculative trade," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 149, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

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    1. Alexander Zimper, 2013. "On the impossibility of insider trade in rational expectations equilibria," Working Papers 399, Economic Research Southern Africa.
    2. Alexander Zimper, 2007. "Half empty, half full and why we can agree to disagree forever," Working Papers 058, Economic Research Southern Africa.
    3. Alexander Zimper & Wei Ma, 2017. "Bayesian learning with multiple priors and nonvanishing ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(3), pages 409-447, October.
    4. Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine.
    5. Gilboa, Itzhak & Samuelson, Larry & Schmeidler, David, 2022. "Learning (to disagree?) in large worlds," Journal of Economic Theory, Elsevier, vol. 199(C).
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  16. Simonsen, Mario Henrique & Werlang, Sérgio Ribeiro da Costa, 1990. "Subadditive probabilities and portfolio inertia," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 162, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

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    1. Camerer, Colin F. & Weber, Martin, 1991. "Recent developments in modelling preferences: Uncertainty and ambiguitiy," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 275, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    2. Werlang, Sérgio Ribeiro da Costa, 2000. "A notion of subgame perfect Nash equilibrium under knightian uncertainty," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 376, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
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    6. Junyong He & Helen Hui Huang & Shunming Zhang, 2020. "Ambiguity Aversion, Information Acquisition, and Market Opacity," Annals of Economics and Finance, Society for AEF, vol. 21(2), pages 263-329, November.

  17. Werlang, Sérgio Ribeiro da Costa, 1988. "Common knowledge," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 118, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

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    1. John Geanakoplos, 1993. "Common Knowledge," Cowles Foundation Discussion Papers 1062, Cowles Foundation for Research in Economics, Yale University.
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    1. Camerer, Colin F. & Weber, Martin, 1991. "Recent developments in modelling preferences: Uncertainty and ambiguitiy," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 275, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.

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    1. Post, Thijs & Capel, Hans W., 1991. "Windows in one-dimensional maps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 178(1), pages 62-100.

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    7. Robin P. Cubitt & Robert Sugden, 2008. "Common reasoning in games," Discussion Papers 2008-01, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
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  21. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1986. "The consistency of welfare judgements with a representative consumer," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 87, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Laurens Cherchye & Ian Crawford & Bram De Rock & Frederic Vermeulen, 2012. "Aggregation without the aggravation? Nonparametric analysis of the representative consumer," CeMMAP working papers CWP03/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Andreas Chai & Christian Kiedaisch & Nicholas Rohde, 2021. "The saturation of household spending diversity and emergent properties of representative households," DeFiPP Working Papers 2104, University of Namur, Development Finance and Public Policies.
    3. Laurens CHERCHYE & Ian CRAWFORD & Bram DE ROCK & Frederic VERMEULEN, 2013. "Gorman revisited: nonparametric conditions for exact linear aggregation," Working Papers of Department of Economics, Leuven ces13.05, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    4. Edward E. Schlee, 2001. "The Value of Information in Efficient Risk-Sharing Arrangements," American Economic Review, American Economic Association, vol. 91(3), pages 509-524, June.
    5. Richard A. Brecher & Ngo Van Long, 1989. "Trade Unions in an Open Economy: A General Equilibrium Analysis," The Economic Record, The Economic Society of Australia, vol. 65(3), pages 234-239, September.
    6. Michael Jerison, 2023. "Social welfare and the unrepresentative representative consumer," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 25(1), pages 5-28, February.
    7. Chambers, Christopher P., 2012. "Inequality aversion and risk aversion," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1642-1651.
    8. Michael Jerison, 2006. "Nonrepresentative Representative Consumers," Discussion Papers 06-08, University at Albany, SUNY, Department of Economics.
    9. Chambers, Christopher P. & Hayashi, Takashi, 2023. "The structure of representative preference," Journal of Mathematical Economics, Elsevier, vol. 108(C).
    10. Rachmilevitch, Shiran, 2016. "Social objectives in general equilibrium," Economics Letters, Elsevier, vol. 148(C), pages 99-102.
    11. Laurens Cherchye & Ian Crawford & Bram De Rock & Frederic Vermeulen, 2015. "Revealed Preference and Aggregation," Working Papers ECARES ECARES 2015-08, ULB -- Universite Libre de Bruxelles.

  22. Leal, Carlos Ivan Simonsen & Cysne, Rubens Penha & Werlang, Sérgio Ribeiro da Costa, 1985. "Macroeconomia com racionamento: um modelo simplicidade para economia aberta," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 89, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Brandão, Antônio Salazar Pessôa, 1988. "The brazilian agricultural policy experience: rationale and future directions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 131, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    2. Werlang, Sérgio Ribeiro da Costa, 1988. "Common knowledge," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 118, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    3. Francis A. Lees & James M. Botts & Rubens Penha Cysne, 1990. "Income and Demand Policies in Brazil," Palgrave Macmillan Books, in: Banking and Financial Deepening in Brazil, chapter 3, pages 55-87, Palgrave Macmillan.
    4. Cysne, Rubens Penha, 1988. "Monetary correction and accounting with real interest," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 128, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    5. Cysne, Rubens Penha, 1988. "Brazilian economy in the eighties and the debt crisis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 130, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

Articles

  1. Joel Bogdanski & Alexandre Antonio Tombini & Sergio R. Da C. Werlang, 2001. "Implementing Inflation Targeting in Brazil," Money Affairs, CEMLA, vol. 0(1), pages 1-23, January-J.
    See citations under working paper version above.
  2. Rui Pascoa, Mario & Ribeiro da Costa Werlang, Sergio, 1999. "Determinacy of equilibria in nonsmooth economies," Journal of Mathematical Economics, Elsevier, vol. 32(3), pages 289-302, November.

    Cited by:

    1. Tasos Kalandrakis, 2004. "Regularity of Pure Strategy Equilibrium Points in a Class of Bargaining Games," Wallis Working Papers WP37, University of Rochester - Wallis Institute of Political Economy.
    2. W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, October.
    3. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2028-2039.
    4. Correia-da-Silva, João, 2015. "Generic non-existence of general equilibrium with EUU preferences under extreme ambiguity," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 185-191.
    5. Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.

  3. Júnior, Antonio Marcos Duarte & Werlang, Sérgio Ribeiro da Costa, 1996. "A Model to Estimate the Us Term Structure of Interest Rates," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 16(1), November.
    See citations under working paper version above.
  4. Monteiro, Paulo Klinger & Pascoa, Mario Rui & da Costa Werlang, Sergio Ribeiro, 1996. "On the differentiability of the consumer demand function," Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 247-261.
    See citations under working paper version above.
  5. Werlang, Sérgio Ribeiro da Costa & Neto, Armínio Fraga, 1995. "Os bancos estaduais e o descontrole fiscal: alguns aspectos," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 49(2), April.
    See citations under working paper version above.
  6. Novaes, Walter & Werlang, Sergio, 1995. "Inflationary bias and state-owned financial institutions," Journal of Development Economics, Elsevier, vol. 47(1), pages 135-154, June.
    See citations under working paper version above.
  7. Dow James & Werlang Sergio Ribeiro Da Costa, 1994. "Nash Equilibrium under Knightian Uncertainty: Breaking Down Backward Induction," Journal of Economic Theory, Elsevier, vol. 64(2), pages 305-324, December.
    See citations under working paper version above.
  8. Dow, James & da Costa Werlang, Sergio Ribeiro, 1992. "Homothetic preferences," Journal of Mathematical Economics, Elsevier, vol. 21(4), pages 389-394.
    See citations under working paper version above.
  9. Dow, James & da Costa Werlang, Sergio Ribeiro, 1992. "Excess volatility of stock prices and Knightian uncertainty," European Economic Review, Elsevier, vol. 36(2-3), pages 631-638, April.
    See citations under working paper version above.
  10. Werlang, Sérgio Ribeiro da Costa & Tan, Tommy Chin-Chiu, 1992. "On Aumann's notion of common knowledge: an alternative approach," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 46(2), April.

    Cited by:

    1. Damien Besancenot & Abdelghani Maddi, 2019. "Should citations be weighted to assess the influence of an academic article?," Economics Bulletin, AccessEcon, vol. 435(1), pages 435-445.
    2. Christian W. Bach & Andrés Perea, 2023. "Structure‐preserving transformations of epistemic models," Economic Inquiry, Western Economic Association International, vol. 61(3), pages 693-719, July.

  11. Dow, James & Werlang, Sergio Ribeiro da Costa, 1992. "Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio," Econometrica, Econometric Society, vol. 60(1), pages 197-204, January.

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    1. Ani Guerdjikova & Jürgen Eichberger, 2023. "Cases and States ," Working Papers hal-03962412, HAL.
    2. Baillon, Aurélien & Koellinger, Philipp D. & Treffers, Theresa, 2016. "Sadder but wiser: The effects of emotional states on ambiguity attitudes," Journal of Economic Psychology, Elsevier, vol. 53(C), pages 67-82.
    3. Jürgen Eichberger & Simon Grant & David Kelsey, 2012. "When is Ambiguity-Attitude Constant?," CESifo Working Paper Series 3768, CESifo.
    4. Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2018. "Ambiguity and the historical equity premium," Post-Print halshs-01886571, HAL.
    5. Hsieh, Chia-Chun & Ma, Zhiming & Novoselov, Kirill E., 2019. "Accounting conservatism, business strategy, and ambiguity," Accounting, Organizations and Society, Elsevier, vol. 74(C), pages 41-55.
    6. Ricardo Caballero & Arvind Krishnamurthy, 2005. "Financial System Risk and Flight to Quality," NBER Working Papers 11834, National Bureau of Economic Research, Inc.
    7. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000. "Sharing beliefs: between agreeing and disagreeing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174553, HAL.
    8. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
    9. Bird, Ron & Yeung, Danny, 2012. "How do investors react under uncertainty?," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 310-327.
    10. Giraud, Raphaël & Thomas, Lionel, 2017. "Ambiguity, optimism, and pessimism in adverse selection models," Journal of Economic Theory, Elsevier, vol. 171(C), pages 64-100.
    11. Asano, Takao & Osaki, Yusuke, 2021. "Optimal investment under ambiguous technology shocks," European Journal of Operational Research, Elsevier, vol. 293(1), pages 304-311.
    12. Boff, Hugo Pedro & Werlang, Sérgio Ribeiro da Costa, 1996. "Oligopolistic competition under knightian uncertainty," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 282, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    13. Takao Asano & Akihisa Shibata, 2010. "Risk and Uncertainty in Health Investment," KIER Working Papers 696, Kyoto University, Institute of Economic Research.
    14. Larry G. Epstein & Martin Schneider, 2010. "Ambiguity and Asset Markets," NBER Working Papers 16181, National Bureau of Economic Research, Inc.
    15. Karantounias, Anastasios G., 2023. "Doubts about the model and optimal policy," Journal of Economic Theory, Elsevier, vol. 210(C).
    16. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Post-Print halshs-02495663, HAL.
    17. Song, Yangwei, 2018. "Efficient implementation with interdependent valuations and maxmin agents," Journal of Economic Theory, Elsevier, vol. 176(C), pages 693-726.
    18. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," PSE-Ecole d'économie de Paris (Postprint) hal-03252242, HAL.
    19. Carlos Carvalho & Nicholas Klagge & Emanuel Moench, 2009. "The persistent effects of a false news shock," Staff Reports 374, Federal Reserve Bank of New York.
    20. Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997. "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications 97.54, Université Panthéon-Sorbonne (Paris 1).
    21. Werner, Jan, 2022. "Speculative trade under ambiguity," Journal of Economic Theory, Elsevier, vol. 199(C).
    22. Enrico Diecidue & Peter Wakker & Marcel Zeelenberg, 2007. "Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory," Journal of Risk and Uncertainty, Springer, vol. 34(3), pages 179-199, June.
    23. Sujoy Mukerji & Jean-Marc Tallon & CNRS-EUREQua & Universite Paris I, 2002. "Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity," Economics Series Working Papers 114, University of Oxford, Department of Economics.
    24. Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2008. "Neo-additive capacities and updating," Papers 08-31, Sonderforschungsbreich 504.
    25. Elisa Cavatorta & David Schröder, 2019. "Measuring ambiguity preferences: A new ambiguity preference survey module," Journal of Risk and Uncertainty, Springer, vol. 58(1), pages 71-100, February.
    26. Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2017. "Flexible contracts," Post-Print hal-01238046, HAL.
    27. Evan Anderson & Ai-ru (Meg) Cheng, 2022. "Portfolio Choices with Many Big Models," Management Science, INFORMS, vol. 68(1), pages 690-715, January.
    28. Mukerji, S. & Tallon, J.-M., 1999. "Ambiguity Aversion and Incompleteness of Financial Markets," Papiers d'Economie Mathématique et Applications 1999-28, Université Panthéon-Sorbonne (Paris 1).
    29. Bryan R. Routledge, Stanley E. Zin, 2000. "Model Uncertainity And Liquidity," Computing in Economics and Finance 2000 368, Society for Computational Economics.
    30. Takashi Ui, 2023. "Strategic Ambiguity in Global Games," Papers 2303.12263, arXiv.org, revised Nov 2024.
    31. Youichiro Higashi & Sujoy Mukerji & Norio Takeoka & Jean-Marc Tallon, 2008. "Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity," Post-Print halshs-00175266, HAL.
    32. Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2007. "Probabilities in Economic Modeling," Levine's Bibliography 843644000000000357, UCLA Department of Economics.
    33. Matthias Lang, 2015. "First-Order and Second-Order Ambiguity Aversion," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2015_13, Max Planck Institute for Research on Collective Goods.
    34. Kin Chung Lo, 1995. "Equilibrium in Beliefs Under Uncertainty," Working Papers ecpap-95-02, University of Toronto, Department of Economics.
    35. Larry G. Epstein & Yoram Halevy, 2017. "Ambiguous Correlation," Boston University - Department of Economics - Working Papers Series WP2017-006, Boston University - Department of Economics.
    36. König-Kersting, Christian & Kops, Christopher & Trautmann, Stefan T., 2023. "A test of (weak) certainty independence," Journal of Economic Theory, Elsevier, vol. 209(C).
    37. Laetitia Placido & Aurélien Baillon & Olivier L'Haridon, 2011. "Ambiguity models and the Machina paradoxes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00645899, HAL.
    38. Shin-ichi Fukuda, 2012. "Infrequent Changes of the Policy Target: Robust Optimal Monetary Policy under Ambiguity," CIRJE F-Series CIRJE-F-863, CIRJE, Faculty of Economics, University of Tokyo.
    39. Ron Bird & Krishna Reddy & Danny Yeung, 2011. "The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?," Working Paper Series 14, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
    40. Takao Asano, 2010. "Precautionary Principle and the Optimal Timing of Environmental Policy Under Ambiguity," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 47(2), pages 173-196, October.
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