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Marco A.F.H. Cavalcanti

Personal Details

First Name:Marco
Middle Name:A.F.H.
Last Name:Cavalcanti
Suffix:
RePEc Short-ID:pca988
[This author has chosen not to make the email address public]

Affiliation

(90%) Instituto de Pesquisa Econômica Aplicada (IPEA)
Government of Brazil

Brasília, Brazil
http://www.ipea.gov.br/
RePEc:edi:ipeaabr (more details at EDIRC)

(10%) Departamento de Economia
Pontifícia Universidade Católica do Rio de Janeiro

Rio de Janeiro, Brazil
http://www.econ.puc-rio.br/
RePEc:edi:dpucrbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. Marco A. F. H. Cavalcanti & Ajax R. B. Moreira, 2015. "Choques Macroeconômicos e a Probabilidade de Permanecer Empregado ou Desempregado," Discussion Papers 2138, Instituto de Pesquisa Econômica Aplicada - IPEA.
  3. Marco A. F. H. Cavalcanti & Ajax R. B. Moreira, 2014. "Ciclo Econômico, Emprego e Desigualdade," Discussion Papers 1981, Instituto de Pesquisa Econômica Aplicada - IPEA.
  4. Marco A. F. H. Cavalcanti & Luciano Vereda, 2011. "Propriedades Dinâmicas de Um Modelo DSGE Com Parametrizações Alternativas Para o Brasil," Discussion Papers 1588, Instituto de Pesquisa Econômica Aplicada - IPEA.
  5. Luciano Vereda & Marco A. F. H. Cavalcanti, 2010. "Modelo Dinâmico Estocástico de Equilíbrio Geral (DSGE) Para a Economia Brasileira: Versão 1," Discussion Papers 1479, Instituto de Pesquisa Econômica Aplicada - IPEA.
  6. Marco A.F.H. Cavalcanti & Napoleão L. C. Silva, 2010. "Dívida Pública, Política Fiscal e Nível de Atividade: Uma Abordagem Var Para o Brasil no Período 1995-2008," Discussion Papers 1491, Instituto de Pesquisa Econômica Aplicada - IPEA.
  7. Napoleão Luiz Costa da Silva & Marco Antônio Freitas Hollanda Cavalcanti, 2009. "Impactos de Políticas de Desoneração do Setor Produtivo: Uma Avaliação a Partir de um Modelo de Gerações Superpostas," Discussion Papers 1400, Instituto de Pesquisa Econômica Aplicada - IPEA.
  8. Marco Antônio F. de H. Cavalcanti & Christian Vonbun, 2007. "Reservas internacionais ótimas para o Brasil: uma análise simples de custo-benefício para o período 1999-2007," Discussion Papers 1315, Instituto de Pesquisa Econômica Aplicada - IPEA.
  9. Cavalcanti, Marco Antonio Freitas de Hollanda & Flôres Junior, Renato Galvão, 1995. "Trade or investment? location decisions under regional integration," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 253, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

Articles

  1. Cavalcanti, Marco A. F. H. & Vereda, Luciano & Zanderer, Rafael & Rabelo, Matheus, 2019. "Impactos macroeconômicos do choque fiscal de 2015: A regularização de despesas públicas não contabilizadas," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 73(4), December.
  2. Cavalcanti, Marco A.F.H. & Vereda, Luciano & Doctors, Rebeca de B. & Lima, Felipe C. & Maynard, Lucas, 2018. "The macroeconomic effects of monetary policy shocks under fiscal rules constrained by public debt sustainability," Economic Modelling, Elsevier, vol. 71(C), pages 184-201.
  3. Cavalcanti, Marco A. F. H. & Vereda, Luciano, 2015. "Fiscal Policy Multipliers in a DSGE Model for Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
  4. Cavalcanti, Marco Antonio F.H., 2010. "Credit market imperfections and the power of the financial accelerator: A theoretical and empirical investigation," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 118-144, March.

Citations

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

Working papers

  1. Marco A. F. H. Cavalcanti & Luciano Vereda, 2011. "Propriedades Dinâmicas de Um Modelo DSGE Com Parametrizações Alternativas Para o Brasil," Discussion Papers 1588, Instituto de Pesquisa Econômica Aplicada - IPEA.

    Cited by:

    1. Andreza Aparecida Palma & Marcelo Savino Portugal, 2014. "Preferences Of The Central Bank Of Brazil Under The Inflation Targeting Regime: Estimation Using A Dsge Model For A Small Open Economy," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 055, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    2. Teles, Vladimir K. & Costa Junior, Celso Jose & Rosa, Rafael Mouallem, 2015. "Investment-Specific Technological Change and the Brazilian Macroeconomy," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
    3. Costa Junior, Celso Jose & Sampaio, Armando Vaz & Gonçalves, Flávio de Oliveria, 2012. "Income Transfer as Model of Economic Growth," MPRA Paper 45494, University Library of Munich, Germany.
    4. Costa Junior, Celso J. & Garcia-Cintado, Alejandro C., 2021. "Rent-seeking in an emerging market: A DSGE approach," Economic Systems, Elsevier, vol. 45(2).
    5. Alejandro C. Garcia-Cintado & Celso Jose Costa Junior (celso.costa@fgv.br) & Armando Vaz Sampaio (avsampaio@ufpr.br), 2016. "Post-2008 Brazilian Fiscal Policy: an Interpretation through the Analysis of Fiscal Multipliers," EcoMod2016 9528, EcoMod.
    6. Costa Junior, Celso José & Sampaio, Armando Vaz, 2014. "Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy," Dynare Working Papers 36, CEPREMAP.
    7. Cavalcanti, Marco A.F.H. & Vereda, Luciano & Doctors, Rebeca de B. & Lima, Felipe C. & Maynard, Lucas, 2018. "The macroeconomic effects of monetary policy shocks under fiscal rules constrained by public debt sustainability," Economic Modelling, Elsevier, vol. 71(C), pages 184-201.
    8. Igor Ézio Maciel Silva & Nelson Leitão Paes & Jocildo Fernandes Bezerra, 2016. "Evidences Of Incomplete Interest Rate Pass-Through, Directed Credit And Cost Channel Of Monetary Policy In Brazil," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 036, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    9. Cavalcanti, Marco A. F. H. & Vereda, Luciano, 2015. "Fiscal Policy Multipliers in a DSGE Model for Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.

  2. Luciano Vereda & Marco A. F. H. Cavalcanti, 2010. "Modelo Dinâmico Estocástico de Equilíbrio Geral (DSGE) Para a Economia Brasileira: Versão 1," Discussion Papers 1479, Instituto de Pesquisa Econômica Aplicada - IPEA.

    Cited by:

    1. Costa Junior, Celso Jose & Sampaio, Armando Vaz & Gonçalves, Flávio de Oliveria, 2012. "Income Transfer as Model of Economic Growth," MPRA Paper 45494, University Library of Munich, Germany.
    2. Eduardo P. S. Fiuza & Barbara Caballero, 2015. "Estimations od Generic Drug Entry in Brazil using count versus ordered models," Discussion Papers 0186, Instituto de Pesquisa Econômica Aplicada - IPEA.
    3. Marco A. F. H. Cavalcanti & Luciano Vereda, 2011. "Propriedades Dinâmicas de Um Modelo DSGE Com Parametrizações Alternativas Para o Brasil," Discussion Papers 1588, Instituto de Pesquisa Econômica Aplicada - IPEA.
    4. Igor Ézio Maciel Silva & Nelson Leitão Paes & Jocildo Fernandes Bezerra, 2016. "Evidences Of Incomplete Interest Rate Pass-Through, Directed Credit And Cost Channel Of Monetary Policy In Brazil," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 036, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    5. Celso Jose Costa Junior, 2016. "Understanding DSGE models," Vernon Press Titles in Economics, Vernon Art and Science Inc, edition 1, number 70.

  3. Marco A.F.H. Cavalcanti & Napoleão L. C. Silva, 2010. "Dívida Pública, Política Fiscal e Nível de Atividade: Uma Abordagem Var Para o Brasil no Período 1995-2008," Discussion Papers 1491, Instituto de Pesquisa Econômica Aplicada - IPEA.

    Cited by:

    1. Campos, Eduardo Lima & Cysne, Rubens Penha, 2017. "A time-varying fiscal reaction function for Brazil," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 795, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    2. Holland, Marcio & Marçal, Emerson & de Prince, Diogo, 2020. "Is fiscal policy effective in Brazil? An empirical analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 40-52.
    3. Valdeir Monteiro & Paulo Matos & Cristiano Silva, 2022. "Modeling Brazilian federal government fiscal reaction in the time-frequency domain," Economics Bulletin, AccessEcon, vol. 42(4), pages 1836-1847.
    4. Alves, Renan Santos & Palma, Andreza A., 2024. "The effectiveness of fiscal policy in Brazil through the MIDAS Lens," Journal of Policy Modeling, Elsevier, vol. 46(1), pages 113-128.
    5. Moura, Guilherme Valle, 2015. "Multiplicadores Fiscais e Investimento em Infraestrutura," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 69(1), March.
    6. Alejandro C. Garcia-Cintado & Celso Jose Costa Junior (celso.costa@fgv.br) & Armando Vaz Sampaio (avsampaio@ufpr.br), 2016. "Post-2008 Brazilian Fiscal Policy: an Interpretation through the Analysis of Fiscal Multipliers," EcoMod2016 9528, EcoMod.
    7. Baumann, Ursel & Lodge, David & Miescu, Mirela S., 2019. "Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis," Working Paper Series 2248, European Central Bank.
    8. Marco A. F. H. Cavalcanti & Luciano Vereda, 2011. "Propriedades Dinâmicas de Um Modelo DSGE Com Parametrizações Alternativas Para o Brasil," Discussion Papers 1588, Instituto de Pesquisa Econômica Aplicada - IPEA.

  4. Napoleão Luiz Costa da Silva & Marco Antônio Freitas Hollanda Cavalcanti, 2009. "Impactos de Políticas de Desoneração do Setor Produtivo: Uma Avaliação a Partir de um Modelo de Gerações Superpostas," Discussion Papers 1400, Instituto de Pesquisa Econômica Aplicada - IPEA.

    Cited by:

    1. Moura, Fabio Rodrigues de & Paes, Nelson Leitão & Farias, Tácito Augusto, 2014. "O Impacto do Tempo de Pendência das Patentes na Trajetória de Crescimento: Uma Análise com Base no Modelo Schumpeteriano de Crescimento Endógeno com Avanço de Qualidade," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
    2. Nelson Leitao Paes, 2017. "The economic effects of the elimination of taxation on investment: the case of ICMS in Brazil," Economics Bulletin, AccessEcon, vol. 37(2), pages 1055-1067.
    3. Costa Junior, Celso José & Sampaio, Armando Vaz, 2014. "Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy," Dynare Working Papers 36, CEPREMAP.
    4. Lakuma, Corti Paul & Mawejje, Joseph & Lwanga, Musa Mayanja & Munyambonera, Ezra, 2018. "The distributional impacts of fiscal consolidation in Uganda," Research Series 275660, Economic Policy Research Centre (EPRC).
    5. de Freitas, Carlos Eduardo & Paes, Nelson Leitão, 2019. "The collapse of Brazilian Social Security: Macroeconomic impacts of the increase of the minimum age of PEC nº 287/2016 reform," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 39(1), July.

  5. Marco Antônio F. de H. Cavalcanti & Christian Vonbun, 2007. "Reservas internacionais ótimas para o Brasil: uma análise simples de custo-benefício para o período 1999-2007," Discussion Papers 1315, Instituto de Pesquisa Econômica Aplicada - IPEA.

    Cited by:

    1. Roberto Meurer, 2016. "Portfolio Investment Flows, GDP, and Investment in Brazil," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(12), pages 1-9, December.

Articles

  1. Cavalcanti, Marco A.F.H. & Vereda, Luciano & Doctors, Rebeca de B. & Lima, Felipe C. & Maynard, Lucas, 2018. "The macroeconomic effects of monetary policy shocks under fiscal rules constrained by public debt sustainability," Economic Modelling, Elsevier, vol. 71(C), pages 184-201.

    Cited by:

    1. Dürmeier, Stefan, 2022. "A model of quantitative easing at the zero lower bound," BERG Working Paper Series 183, Bamberg University, Bamberg Economic Research Group.
    2. António Afonso & Francisco Gomes-Pereira, 2024. "Does monetary policy influence euro area fiscal sustainability?," Working Papers REM 2024/0335, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    3. Kovalenko, Tim & Töpfer, Marina, 2021. "Cyclical dynamics and the gender pay gap: A structural VAR approach," Economic Modelling, Elsevier, vol. 99(C).
    4. Ebenezer Olamide & Andrew Maredza & Kanayo Ogujiuba, 2022. "Monetary Policy, External Shocks and Economic Growth Dynamics in East Africa: An S-VAR Model," Sustainability, MDPI, vol. 14(6), pages 1-19, March.
    5. Helder Ferreira de Mendonça & José Simão Filho & Elder Tiago C. de Souza, 2023. "Can central bank credibility promote a substitution effect in the monetary transmission mechanism?," Applied Economics, Taylor & Francis Journals, vol. 55(51), pages 5975-5990, November.
    6. Jawaria Zahid & Atif Khan Jadoon & Bisma Hamza & Muhammad Ali, 2024. "Macroeconomics Determinants of Fiscal Sustainability in the Asian Countries," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 13(1), pages 193-201.
    7. Lawrence Ogbeifun & Olatunji Shobande, 2020. "Debt sustainability and the fiscal reaction function: evidence from MIST countries," Future Business Journal, Springer, vol. 6(1), pages 1-8, December.
    8. Andrey Vershitsky & Maksim Dombrovsky & Valery Bezpalov & Valeriy Prasolov & Elmira Ibrayeva, 2024. "Monitoring of Economic Security: the Experience of the Work of the Russian Government Agencies and Public Organizations Countering International Sanctions," Public Organization Review, Springer, vol. 24(1), pages 1-25, March.

  2. Cavalcanti, Marco A. F. H. & Vereda, Luciano, 2015. "Fiscal Policy Multipliers in a DSGE Model for Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.

    Cited by:

    1. Dürmeier, Stefan, 2022. "A model of quantitative easing at the zero lower bound," BERG Working Paper Series 183, Bamberg University, Bamberg Economic Research Group.
    2. Anton I. Votinov & Maria A. Elkina, 2018. "Estimation of Fiscal Stimulus Efficiency in Russian Economy: Simple DSGE Model With Government Sector," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 83-96, October.
    3. Grudter, Vanessa & Aragon, Edilean Kleber, 2017. "Multiplicador dos gastos do governo em períodos de expansão e recessão: evidências empíricas para o Brasil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 71(3), September.
    4. Morgunov, V.I. (Моргунов, В.И.), 2016. "The Liquidity Management of the Banking Sector and the Short-Term Money Market Interest Rates [Управление Ликвидностью Банковского Сектора И Краткосрочной Процентной Ставкой Денежного Рынка]," Working Papers 21311, Russian Presidential Academy of National Economy and Public Administration.

  3. Cavalcanti, Marco Antonio F.H., 2010. "Credit market imperfections and the power of the financial accelerator: A theoretical and empirical investigation," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 118-144, March.

    Cited by:

    1. Pierre-Richard Agénor & Koray Alper & Luiz A. Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers Series 237, Central Bank of Brazil, Research Department.
    2. World Bank & International Finance Corporation, 2013. "Doing Business 2014 : Understanding Regulations for Small and Medium-Size Enterprises," World Bank Publications - Books, The World Bank Group, number 16204.
    3. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Macroprudential Regulation and the Monetary Transmission Mechanism," Centre for Growth and Business Cycle Research Discussion Paper Series 185, Economics, The University of Manchester.
    4. Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2015. "External Shocks, Financial Volatility and Reserve Requirements in an Open Economy," Working Papers Series 396, Central Bank of Brazil, Research Department.
    5. Agénor, P.-R. & Alper, K. & Pereira da Silva, L., 2012. "Capital requirements and business cycles with credit market imperfections," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 687-705.
    6. Bruno Coric, 2011. "The financial accelerator effect: concept and challenges," Financial Theory and Practice, Institute of Public Finance, vol. 35(2), pages 171-196.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (3) 2008-01-05 2015-05-02 2015-10-17
  2. NEP-CBA: Central Banking (1) 2015-05-02
  3. NEP-DGE: Dynamic General Equilibrium (1) 2015-10-17
  4. NEP-MON: Monetary Economics (1) 2015-05-02

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