Eurilton Araújo
(Eurilton Araujo)
Personal Details
First Name: | Eurilton |
Middle Name: | |
Last Name: | Araujo |
Suffix: | |
RePEc Short-ID: | par291 |
| |
Affiliation
(50%) Banco Central do Brasil
Brasília, Brazilhttp://www.bcb.gov.br/
RePEc:edi:bcbgvbr (more details at EDIRC)
(50%) Fundação Instituto Capixaba de Pesquisas em Contabilidade, Economia e Finanças (FUCAPE)
Vitória, Brazilhttp://www.fucape.br/
RePEc:edi:fucapbr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Eurilton Araujo & Ricardo D. Brito & Antonio Z. Sanvicente, 2020.
"Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors,"
Working Papers, Department of Economics
2020_06, University of São Paulo (FEA-USP).
- Eurilton Araújo & Ricardo D. Brito & Antonio Z. Sanvicente, 2021. "Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6249-6263, October.
- Eurilton Araújo & Ricardo D. Brito & Antônio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers Series 525, Central Bank of Brazil, Research Department.
- Eurilton Araújo, 2018. "Neo-Fisherianism in a Small Open-Economy New Keynesian Model," Working Papers Series 481, Central Bank of Brazil, Research Department.
- Eurilton Araújo, 2016. "Monetary Policy Credibility and the Comovement between Stock Returns and Inflation," Working Papers Series 449, Central Bank of Brazil, Research Department.
- Eurilton Araújo, 2015.
"Monetary Policy Objectives and Money's Role in U.S. Business Cycles,"
Working Papers Series
403, Central Bank of Brazil, Research Department.
- Araújo, Eurilton, 2015. "Monetary policy objectives and Money’s role in U.S. business cycles," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 85-107.
- Eurilton Araújo & Alexandre B. Cunha, 2014.
"Simple Macroeconomic Policies and Welfare: a quantitative assessment,"
Working Papers Series
360, Central Bank of Brazil, Research Department.
- Cunha, Alexandre & Araújo, Eurilton, 2014. "Simple Macroeconomic Policies and Welfare: A Quantitative Assessment," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(3), September.
- Eurilton Araújo, 2014.
"Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices,"
Working Papers Series
376, Central Bank of Brazil, Research Department.
- Araújo, Eurilton, 2016. "Determinacy and learnability of equilibrium in a small-open economy with sticky wages and prices," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 16-32.
- Araújo, Eurilton, 2008.
"Robust Monetary Policy with the Consumption-Wealth Channel,"
Insper Working Papers
wpe_110, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2013. "Robust monetary policy with the consumption-wealth channel," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 296-311.
- Araújo, Eurilton & Pinheiro, Tatiana, 2008. "Policy Preferences for Output Stability before and after Inflation Targeting," Insper Working Papers wpe_149, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2008.
"Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America,"
Insper Working Papers
wpe_113, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2009. "Macroeconomic shocks and the co-movement of stock returns in Latin America," Emerging Markets Review, Elsevier, vol. 10(4), pages 331-344, December.
- Araújo, Eurilton, 2008.
"Supply-side effects of monetary policy and the central bank’s objective function,"
Insper Working Papers
wpe_116, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Eurilton Araujo, 2009. "Supply-side effects of monetary policy and the central bank's objective function," Economics Bulletin, AccessEcon, vol. 29(2), pages 680-692.
- Araújo, Eurilton & Donha, Talita, 2008. "Discricionariedade na Política Monetária Brasileira após o Plano Real: Um teste baseado na Correlação de Longo Prazo entre Inflação e Produto," Insper Working Papers wpe_109, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2008. "Optimal Monetary Policy and Interest Income Taxation," Insper Working Papers wpe_111, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2008.
"Real Wage Rigidity and the Taylor Principle,"
Insper Working Papers
wpe_112, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2009. "Real wage rigidity and the Taylor principle," Economics Letters, Elsevier, vol. 104(1), pages 46-48, July.
- Eurilton Araújo & Luciane C. Carpena & Alexandre B. Cunha, 2005.
"Brazilian Business Cycles and Growth from 1850 to 2000,"
IBMEC RJ Economics Discussion Papers
2005-05, Economics Research Group, IBMEC Business School - Rio de Janeiro.
- Eurilton Araújo & Luciane Carpena & Alexandre Cunha, 2005. "Brazilian Business Cycles And Growth From 1850 To 2000," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 030, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Araújo, E. & Fajardo, J. & Tavani, L., 2004. "CAPM Usando uma Carteira Sintética do PIB Brasileiro," Finance Lab Working Papers flwp_63, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- Araújo, E. & Gama, C. A. F., 2004. "Replicando características de ciclos econômicos: um estudo comparativo entre Redes Neurais Artificiais e modelos ARIMA," Insper Working Papers wpe_45, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, E, 2004. "Avaliando Três Especificações para o Fator de Desconto Estocástico através da Fronteira de Volatilidade de Hansen e Jagannathan: Um Estudo Empirico para o Brasil," Insper Working Papers wpe_44, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, E., 2004. "Medindo o Impacto Regional da Política Monetária Brasileira: Uma Comparação entre as Regiões Nordeste e Sul," Insper Working Papers wpe_46, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, E. & Santos, T. T., 2004. "A dinâmica da Inflação Brasileira após o Plano Real," Insper Working Papers wpe_47, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araujo, Eurilton & Fiorencio, Antonio, 2002. "Frequency Domain Analysis of Core Inflation Measures for Brasil," Insper Working Papers wpe_28, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araujo, Eurilton, 2002. "Export-Led Recoveries in a Small Open Industrialized Economy," Insper Working Papers wpe_32, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araujo, Eurilton & Cunha, Alexandre, 2002. "Brazilian Inflation and GDP from 1850 to 2000: An Empirical Investigation," Insper Working Papers wpe_26, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2002. "Regional Comovement in the US: Can it Be Explained by a Common Component?," Insper Working Papers wpe_21, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araujo, Eurilton, 2002. "Intratemporal Adjustment Costs and International Co-movement," Insper Working Papers wpe_18, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araujo, Eurilton, 2002. "Taylor Rule and Fixed Exchange Rate Regime in a Small Open Developing Economy with Financially Constrained Households," Insper Working Papers wpe_33, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
Articles
- Eurilton Araújo & Ricardo D. Brito & Antonio Z. Sanvicente, 2021.
"Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6249-6263, October.
- Eurilton Araújo & Ricardo D. Brito & Antônio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers Series 525, Central Bank of Brazil, Research Department.
- Eurilton Araujo & Ricardo D. Brito & Antonio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers, Department of Economics 2020_06, University of São Paulo (FEA-USP).
- Araújo, Eurilton, 2016.
"Determinacy and learnability of equilibrium in a small-open economy with sticky wages and prices,"
International Review of Economics & Finance, Elsevier, vol. 45(C), pages 16-32.
- Eurilton Araújo, 2014. "Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices," Working Papers Series 376, Central Bank of Brazil, Research Department.
- Araújo, Eurilton, 2015.
"Monetary policy objectives and Money’s role in U.S. business cycles,"
Journal of Macroeconomics, Elsevier, vol. 45(C), pages 85-107.
- Eurilton Araújo, 2015. "Monetary Policy Objectives and Money's Role in U.S. Business Cycles," Working Papers Series 403, Central Bank of Brazil, Research Department.
- Cunha, Alexandre & Araújo, Eurilton, 2014.
"Simple Macroeconomic Policies and Welfare: A Quantitative Assessment,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(3), September.
- Eurilton Araújo & Alexandre B. Cunha, 2014. "Simple Macroeconomic Policies and Welfare: a quantitative assessment," Working Papers Series 360, Central Bank of Brazil, Research Department.
- Araújo, Eurilton, 2013.
"Robust monetary policy with the consumption-wealth channel,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 296-311.
- Araújo, Eurilton, 2008. "Robust Monetary Policy with the Consumption-Wealth Channel," Insper Working Papers wpe_110, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Eurilton Araújo & Débora Gouveia, 2013. "Calvo-type rules and the forward-looking behavior of inflation targeting central banks," Economics Bulletin, AccessEcon, vol. 33(3), pages 2042-2051.
- Araújo, Eurilton, 2012. "Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil," Economic Modelling, Elsevier, vol. 29(3), pages 671-678.
- Eurilton Araujo, 2009.
"Supply-side effects of monetary policy and the central bank's objective function,"
Economics Bulletin, AccessEcon, vol. 29(2), pages 680-692.
- Araújo, Eurilton, 2008. "Supply-side effects of monetary policy and the central bank’s objective function," Insper Working Papers wpe_116, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2009.
"Real wage rigidity and the Taylor principle,"
Economics Letters, Elsevier, vol. 104(1), pages 46-48, July.
- Araújo, Eurilton, 2008. "Real Wage Rigidity and the Taylor Principle," Insper Working Papers wpe_112, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2009.
"Macroeconomic shocks and the co-movement of stock returns in Latin America,"
Emerging Markets Review, Elsevier, vol. 10(4), pages 331-344, December.
- Araújo, Eurilton, 2008. "Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America," Insper Working Papers wpe_113, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
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
- Eurilton Araujo & Ricardo D. Brito & Antonio Z. Sanvicente, 2020.
"Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors,"
Working Papers, Department of Economics
2020_06, University of São Paulo (FEA-USP).
- Eurilton Araújo & Ricardo D. Brito & Antonio Z. Sanvicente, 2021. "Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6249-6263, October.
- Eurilton Araújo & Ricardo D. Brito & Antônio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers Series 525, Central Bank of Brazil, Research Department.
Cited by:
- Ricardo D. Brito & Paulo Sergio O. Ribeiro & Antonio Z. Sanvicente, 2021. "The Substitute Model of Dividends at Work: a change in minority shareholder protection," Working Papers, Department of Economics 2021_25, University of São Paulo (FEA-USP).
- Eurilton Araújo, 2015.
"Monetary Policy Objectives and Money's Role in U.S. Business Cycles,"
Working Papers Series
403, Central Bank of Brazil, Research Department.
- Araújo, Eurilton, 2015. "Monetary policy objectives and Money’s role in U.S. business cycles," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 85-107.
Cited by:
- Tania Karamisheva, 2021. "Measuring the Business Cycle in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 17-38.
- Magdalena Osińska & Tadeusz Kufel & Marcin Błażejowski & Paweł Kufel, 2020. "Modeling mechanism of economic growth using threshold autoregression models," Empirical Economics, Springer, vol. 58(3), pages 1381-1430, March.
- Eurilton Araújo & Alexandre B. Cunha, 2014.
"Simple Macroeconomic Policies and Welfare: a quantitative assessment,"
Working Papers Series
360, Central Bank of Brazil, Research Department.
- Cunha, Alexandre & Araújo, Eurilton, 2014. "Simple Macroeconomic Policies and Welfare: A Quantitative Assessment," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(3), September.
Cited by:
- Cunha, Alexandre, 2013.
"Optimal Exchange Rate Policy and Business Cycles,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 33(1), September.
- Cunha, Alexandre B., 2002. "Optimal Exchange Rate Policy and Business Cycles," Insper Working Papers wpe_19, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Eurilton Araújo, 2014.
"Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices,"
Working Papers Series
376, Central Bank of Brazil, Research Department.
- Araújo, Eurilton, 2016. "Determinacy and learnability of equilibrium in a small-open economy with sticky wages and prices," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 16-32.
Cited by:
- Juan Manuel Julio & Javier Guillermo Gómez & Manuel Dario Hernández, 2017. "La Inflación de los Precios Rígidos en Colombia," Borradores de Economia 1007, Banco de la Republica de Colombia.
- Yu-chin Chen & Pisut Kulthanavit, 2016. "Monetary Policy with Imperfect Knowledge in a Small Open Economy," PIER Discussion Papers 28, Puey Ungphakorn Institute for Economic Research.
- Barnett, William A. & Eryilmaz, Unal, 2022.
"Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework,"
MPRA Paper
111567, University Library of Munich, Germany.
- William A. Barnett & Unal Eryilmaz, 2022. "Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202203, University of Kansas, Department of Economics.
- Araújo, Eurilton, 2008.
"Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America,"
Insper Working Papers
wpe_113, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2009. "Macroeconomic shocks and the co-movement of stock returns in Latin America," Emerging Markets Review, Elsevier, vol. 10(4), pages 331-344, December.
Cited by:
- Aviral Kumar Tiwari & Mihai Ioan Mutascu & Claudiu Tiberiu Albulescu, 2016.
"Continuous wavelet transform and rolling correlation of European stock markets,"
Post-Print
hal-03528475, HAL.
- Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2016. "Continuous wavelet transform and rolling correlation of European stock markets," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 237-256.
- Walid, Chkili & Chaker, Aloui & Masood, Omar & Fry, John, 2011. "Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach," Emerging Markets Review, Elsevier, vol. 12(3), pages 272-292, September.
- Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017.
"Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages,"
Emerging Markets Review, Elsevier, vol. 33(C), pages 90-101.
- Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017. "Identifying Bubbles in Latin American Equity Markets: Phillips-Perron-based Tests and Linkages," MPRA Paper 81453, University Library of Munich, Germany.
- Guneratne Wickremasinghe, 2011. "The Sri Lankan stock market and the macroeconomy: an empirical investigation," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(3), pages 179-195, August.
- Rangan Gupta & Roula Inglesi-Lotz, 2012.
"Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession","
Working Papers
201208, University of Pretoria, Department of Economics.
- Rangan GUPTA & Roula INGLESI-LOTZ, 2012. "Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(2).
- Syllignakis, Manolis N. & Kouretas, Georgios P., 2011. "Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 717-732, October.
- Mr. Raphael A Espinoza & Mr. Oral Williams & Mr. Ananthakrishnan Prasad, 2010.
"Regional Financial Integration in the GCC,"
IMF Working Papers
2010/090, International Monetary Fund.
- Espinoza, Raphael & Prasad, Ananthakrishnan & Williams, Oral, 2011. "Regional financial integration in the GCC," Emerging Markets Review, Elsevier, vol. 12(4), pages 354-370.
- Jayasuriya, Shamila A., 2011. "Stock market correlations between China and its emerging market neighbors," Emerging Markets Review, Elsevier, vol. 12(4), pages 418-431.
- Piljak, Vanja, 2013. "Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets," Emerging Markets Review, Elsevier, vol. 17(C), pages 29-43.
- Araújo, Eurilton, 2008.
"Supply-side effects of monetary policy and the central bank’s objective function,"
Insper Working Papers
wpe_116, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Eurilton Araujo, 2009. "Supply-side effects of monetary policy and the central bank's objective function," Economics Bulletin, AccessEcon, vol. 29(2), pages 680-692.
Cited by:
- Siddhartha Chattopadhyay & Taniya Ghosh, 2016. "Cost channel, interest rate pass-through and optimal monetary policy under zero lower bound," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-012, Indira Gandhi Institute of Development Research, Mumbai, India.
- Chattopadhyay, Siddhartha & Ghosh, Taniya, 2016.
"Cost Channel, Interest Rate Pass-Through and Optimal Policy under Zero Lower Bound,"
MPRA Paper
72762, University Library of Munich, Germany.
- Siddhartha Chattopadhyay & Taniya Ghosh, 2017. "Cost Channel, Interest Rate Pass-Through and Optimal Policy under Zero Lower Bound," Working Papers id:11698, eSocialSciences.
- Chattopadhyay, Siddhartha & Ghosh, Taniya, 2020.
"Taylor Rule implementation of the optimal policy at the zero lower bound: Does the cost channel matter?,"
Economic Modelling, Elsevier, vol. 89(C), pages 351-366.
- Siddhartha Chattopadhyay & Taniya Ghosh, 2019. "Taylor rule implementation of the Optimal policy at the zero lower bound: Does the cost channel matter?," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-021, Indira Gandhi Institute of Development Research, Mumbai, India.
- Siddhartha Chattopadhyay, 2016. "Cost Channel, Interest Rate Pass-Through and Optimal Monetary Policy under Zero Lower Bound," Working Papers id:11075, eSocialSciences.
- Araújo, Eurilton, 2008.
"Real Wage Rigidity and the Taylor Principle,"
Insper Working Papers
wpe_112, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2009. "Real wage rigidity and the Taylor principle," Economics Letters, Elsevier, vol. 104(1), pages 46-48, July.
Cited by:
- Buffie, Edward F., 2013. "The Taylor principle fights back, Part I," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2771-2795.
- Eurilton Araújo & Luciane C. Carpena & Alexandre B. Cunha, 2005.
"Brazilian Business Cycles and Growth from 1850 to 2000,"
IBMEC RJ Economics Discussion Papers
2005-05, Economics Research Group, IBMEC Business School - Rio de Janeiro.
- Eurilton Araújo & Luciane Carpena & Alexandre Cunha, 2005. "Brazilian Business Cycles And Growth From 1850 To 2000," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 030, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
Cited by:
- Isidro-Luna, Victor, 2014. "¿Hacia dónde va el Banco del Sur? Revisando la experiencia del bndes en Brasil," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(40), pages 65-92, primer se.
- Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2017.
"Volatility and Growth: A not so straightforward relationship,"
Working Paper series
17-12, Rimini Centre for Economic Analysis.
- Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2019. "Volatility and growth: a not so straightforward relationship," Oxford Economic Papers, Oxford University Press, vol. 71(4), pages 874-907.
- Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2018. "Volatility and Growth: A not so Straightforward Relationship," Working Papers in Economics & Finance 2018-04, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2017. "Volatility and Growth: A not so straightforward relationship," NBS Discussion Papers in Economics 2017/06, Economics, Nottingham Business School, Nottingham Trent University.
- Valls Pereira, Pedro L. & Vieira, Heleno Piazentini, 2013. "A Study of the Brazilian business cycles (1900 – 2012)," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 33(2), November.
- Morais, Igor Alexandre C. & Chauvet, Marcelle, 2011. "Leading Indicators for the Capital Goods Industry," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(1), March.
- Araújo, E. & Fajardo, J. & Tavani, L., 2004.
"CAPM Usando uma Carteira Sintética do PIB Brasileiro,"
Finance Lab Working Papers
flwp_63, Finance Lab, Insper Instituto de Ensino e Pesquisa.
Cited by:
- Paulo Rogerio Faustino Matos & Fabrício Carneiro Linhares & Gustavo Zech Sylvestre, 2012. "Analysis of the non-linear effect of net equity in the pricing of stock investment funds," Brazilian Business Review, Fucape Business School, vol. 9(4), pages 1-26, October.
- Araújo, E. & Gama, C. A. F., 2004.
"Replicando características de ciclos econômicos: um estudo comparativo entre Redes Neurais Artificiais e modelos ARIMA,"
Insper Working Papers
wpe_45, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
Cited by:
- José Mauricio Salazar Sáenz, 2009. "Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia," Borradores de Economia 575, Banco de la Republica de Colombia.
- Araújo, E., 2004.
"Medindo o Impacto Regional da Política Monetária Brasileira: Uma Comparação entre as Regiões Nordeste e Sul,"
Insper Working Papers
wpe_46, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
Cited by:
- Rocha, Roberta de Moraes & da Silva, Marcelo Eduardo Alves & Gomes, Sonia Maria Fonseca Pereira Oliveira, 2011. "Por que os estados brasileiros têm reações assimétricas a choques na política monetária?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(4), November.
Articles
- Eurilton Araújo & Ricardo D. Brito & Antonio Z. Sanvicente, 2021.
"Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6249-6263, October.
See citations under working paper version above.
- Eurilton Araújo & Ricardo D. Brito & Antônio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers Series 525, Central Bank of Brazil, Research Department.
- Eurilton Araujo & Ricardo D. Brito & Antonio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers, Department of Economics 2020_06, University of São Paulo (FEA-USP).
- Araújo, Eurilton, 2016.
"Determinacy and learnability of equilibrium in a small-open economy with sticky wages and prices,"
International Review of Economics & Finance, Elsevier, vol. 45(C), pages 16-32.
See citations under working paper version above.
- Eurilton Araújo, 2014. "Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices," Working Papers Series 376, Central Bank of Brazil, Research Department.
- Araújo, Eurilton, 2015.
"Monetary policy objectives and Money’s role in U.S. business cycles,"
Journal of Macroeconomics, Elsevier, vol. 45(C), pages 85-107.
See citations under working paper version above.
- Eurilton Araújo, 2015. "Monetary Policy Objectives and Money's Role in U.S. Business Cycles," Working Papers Series 403, Central Bank of Brazil, Research Department.
- Cunha, Alexandre & Araújo, Eurilton, 2014.
"Simple Macroeconomic Policies and Welfare: A Quantitative Assessment,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(3), September.
See citations under working paper version above.
- Eurilton Araújo & Alexandre B. Cunha, 2014. "Simple Macroeconomic Policies and Welfare: a quantitative assessment," Working Papers Series 360, Central Bank of Brazil, Research Department.
- Araújo, Eurilton, 2012.
"Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil,"
Economic Modelling, Elsevier, vol. 29(3), pages 671-678.
Cited by:
- Taştan, Hüseyin, 2013. "Real business cycles in emerging economies: Turkish case," Economic Modelling, Elsevier, vol. 34(C), pages 106-113.
- Hüseyin Taştan & Bekir Aşık, 2014. "A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 3(2), pages 27-50, May.
- Yadav, Jayant, 2020. "Flight to Safety in Business cycles," MPRA Paper 104093, University Library of Munich, Germany.
- Eurilton Araujo, 2009.
"Supply-side effects of monetary policy and the central bank's objective function,"
Economics Bulletin, AccessEcon, vol. 29(2), pages 680-692.
See citations under working paper version above.
- Araújo, Eurilton, 2008. "Supply-side effects of monetary policy and the central bank’s objective function," Insper Working Papers wpe_116, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2009.
"Real wage rigidity and the Taylor principle,"
Economics Letters, Elsevier, vol. 104(1), pages 46-48, July.
See citations under working paper version above.
- Araújo, Eurilton, 2008. "Real Wage Rigidity and the Taylor Principle," Insper Working Papers wpe_112, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Araújo, Eurilton, 2009.
"Macroeconomic shocks and the co-movement of stock returns in Latin America,"
Emerging Markets Review, Elsevier, vol. 10(4), pages 331-344, December.
See citations under working paper version above.
- Araújo, Eurilton, 2008. "Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America," Insper Working Papers wpe_113, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
More information
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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 19 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.- NEP-MAC: Macroeconomics (11) 2005-12-01 2005-12-09 2008-05-17 2008-05-17 2008-05-17 2014-09-25 2015-01-19 2015-10-25 2017-01-08 2018-10-22 2020-07-13. Author is listed
- NEP-CBA: Central Banking (8) 2002-10-23 2008-05-17 2008-05-17 2008-05-17 2014-09-25 2015-10-25 2017-01-08 2018-10-22. Author is listed
- NEP-MON: Monetary Economics (8) 2002-10-23 2002-10-23 2008-05-17 2014-09-25 2015-01-19 2015-10-25 2017-01-08 2018-10-22. Author is listed
- NEP-DGE: Dynamic General Equilibrium (4) 2002-10-23 2014-09-25 2017-01-08 2018-10-22
- NEP-RMG: Risk Management (3) 2008-05-17 2020-07-13 2020-08-24
- NEP-IFN: International Finance (2) 2002-10-23 2008-05-17
- NEP-BAN: Banking (1) 2006-12-01
- NEP-ENE: Energy Economics (1) 2008-11-18
- NEP-FIN: Finance (1) 2002-10-23
- NEP-HIS: Business, Economic and Financial History (1) 2005-12-01
- NEP-LAB: Labour Economics (1) 2008-05-17
- NEP-LAM: Central and South America (1) 2008-05-17
- NEP-ORE: Operations Research (1) 2020-07-13
- NEP-PBE: Public Economics (1) 2014-09-25
- NEP-SOC: Social Norms and Social Capital (1) 2008-05-17
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