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Douglas Kiarelly Godoy de Araujo

Personal Details

First Name:Douglas
Middle Name:Kiarelly Godoy
Last Name:Araujo
Suffix:
RePEc Short-ID:pgo792
[This author has chosen not to make the email address public]
https://github.com/dkgaraujo
Twitter: @DouglasKGAraujo

Affiliation

Bank for International Settlements (BIS)

Basel, Switzerland
http://www.bis.org/
RePEc:edi:bisssch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Douglas Kiarelly Godoy de Araujo, 2024. "Synthetic controls with machine learning: application on the effect of labour deregulation on worker productivity in Brazil," BIS Working Papers 1181, Bank for International Settlements.
  2. Douglas Kiarelly Godoy de Araujo & Sebastian Doerr & Leonardo Gambacorta & Bruno Tissot, 2024. "Artificial intelligence in central banking," BIS Bulletins 84, Bank for International Settlements.
  3. Douglas Kiarelly Godoy de Araujo, 2023. "gingado: a machine learning library focused on economics and finance," BIS Working Papers 1122, Bank for International Settlements.
  4. Douglas Kiarelly Godoy de Araujo & João Barata R B Barroso & Rodrigo Barbone Gonzalez, 2017. "Loan-to-value policy and housing finance: effects on constrained borrowers," BIS Working Papers 673, Bank for International Settlements.
  5. Douglas Kiarelly Godoy de Araujo & João Barata Ribeiro Blanco Barroso & Rodrigo Barbone Gonzalez, 2016. "Loan-To-Value Policy and Housing Loans: effects on constrained borrowers," Working Papers Series 445, Central Bank of Brazil, Research Department.

Articles

  1. de Araujo, Douglas Kiarelly Godoy & Barroso, Joao Barata Ribeiro Blanco & Gonzalez, Rodrigo Barbone, 2020. "Loan-to-value policy and housing finance: Effects on constrained borrowers," Journal of Financial Intermediation, Elsevier, vol. 42(C).

Chapters

  1. Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot, 2023. "Data science in central banking: applications and tools," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
  2. Douglas Kiarelly Godoy de Araujo, 2023. "gingado: a machine learning library focused on economics and finance," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
  3. Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot, 2022. "Machine learning applications in central banking: an overview," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Machine learning in central banking, volume 57, Bank for International Settlements.

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. Douglas Kiarelly Godoy de Araujo, 2024. "Synthetic controls with machine learning: application on the effect of labour deregulation on worker productivity in Brazil," BIS Working Papers 1181, Bank for International Settlements.

    Cited by:

    1. Emiliano Toni & Pablo Paniagua & Patricio 'Ordenes, 2024. "Policy Changes and Growth Slowdown: Assessing the Lost Decade of the Latin American Miracle," Papers 2407.02003, arXiv.org.

  2. Douglas Kiarelly Godoy de Araujo & João Barata R B Barroso & Rodrigo Barbone Gonzalez, 2017. "Loan-to-value policy and housing finance: effects on constrained borrowers," BIS Working Papers 673, Bank for International Settlements.

    Cited by:

    1. João Barata R. B. Barroso & Rodrigo Barbone Gonzalez & Bernardus F. Nazar Van Doornik, 2017. "Credit Supply Responses to Reserve Requirement: loan-level evidence from macroprudential policy," Working Papers Series 467, Central Bank of Brazil, Research Department.
    2. Petr Polak & Lubos Komarek, 2020. "Mortgage loan regulation instruments around the world," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - July 2020, pages 13-19, Czech National Bank.
    3. Zaman, Rafia & Das, Debasish Kumar & van Vliet, Oscar & Posch, Alfred, 2021. "Distributional inequality in market-based solar home system programs: Evidence from rural Bangladesh," Energy Economics, Elsevier, vol. 103(C).
    4. Mr. Tigran Poghosyan, 2019. "How Effective is Macroprudential Policy? Evidence from Lending Restriction Measures in EU Countries," IMF Working Papers 2019/045, International Monetary Fund.
    5. Ms. Juliana Dutra Araujo & Manasa Patnam & Ms. Adina Popescu & Mr. Fabian Valencia & Weijia Yao, 2020. "Effects of Macroprudential Policy: Evidence from Over 6,000 Estimates," IMF Working Papers 2020/067, International Monetary Fund.
    6. Jelisaveta Lazarevic & Tanja Kuzman & Milan Nedeljkovic, 2022. "Credit cycles and macroprudential policies in emerging market economies," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 633-666, September.
    7. Leonardo Gambacorta & Andrés Murcia, 2019. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
    8. Wilhelmsson, Mats, 2019. "What is the impact of macroprudential regulations on the Swedish housing market?," Working Paper Series 19/6, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
    9. Saengchote, Kanis & Samphantharak, Krislert, 2022. "Banking relationship and default priority in consumer credit: Evidence from Thai microdata," Emerging Markets Review, Elsevier, vol. 52(C).
    10. Sebastian Edwards, 2021. "Macroprudential Policies and The Covid-19 Pandemic: Risks and Challenges For Emerging Markets," NBER Working Papers 29441, National Bureau of Economic Research, Inc.
    11. Michael D. Bordo & Robert N. McCauley, 2019. "Triffin: Dilemma or Myth?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(4), pages 824-851, December.
    12. Hodula, Martin & Melecký, Martin & Pfeifer, Lukáš & Szabo, Milan, 2023. "Cooling the mortgage loan market: The effect of borrower-based limits on new mortgage lending," Journal of International Money and Finance, Elsevier, vol. 132(C).
    13. Scalco, Paulo R. & Tabak, Benjamin M. & Teixeira, Anderson M., 2021. "Prudential measures and their adverse effects on bank competition: The case of Brazil," Economic Modelling, Elsevier, vol. 100(C).
    14. Caloia, Francesco G., 2024. "Borrower-based measures, house prices and household debt," Journal of International Money and Finance, Elsevier, vol. 143(C).
    15. Saha, Asish & Rooj, Debasis & Sengupta, Reshmi, 2023. "Macroprudential Policy and mortgage leverage decisions—Evidence from micro data," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1430-1444.
    16. Francesco Caloia, 2022. "Borrower-Based Measures, House Prices and Household Debt," Working Papers 738, DNB.
    17. Armstrong, Jed & Skilling, Hayden & Yao, Fang, 2019. "Loan-to-value ratio restrictions and house prices: Micro evidence from New Zealand," Journal of Housing Economics, Elsevier, vol. 44(C), pages 88-98.
    18. Raksmey, Uch & Lin, Ching-Yang & Kakinaka, Makoto, 2022. "Macroprudential regulation and financial inclusion: Any difference between developed and developing countries?," Research in International Business and Finance, Elsevier, vol. 63(C).
    19. Nitzan Tzur-Ilan, 2018. "LTV Limits and Borrower Risk," Bank of Israel Working Papers 2018.12, Bank of Israel.
    20. Jed Armstrong & Hayden Skilling & Fang Yao, 2018. "Loan-to-Value Ratio Restrictions and House Prices," Reserve Bank of New Zealand Discussion Paper Series DP2018/05, Reserve Bank of New Zealand.
    21. Dongxue Wang & Yugang He, 2024. "The Mathematical Simulation of South Korea’s Financial and Economic Impacts from Real Estate Bubbles: Lessons from the China Evergrande Collapse," Mathematics, MDPI, vol. 12(19), pages 1-24, September.
    22. Simona Malovana & Martin Hodula & Zuzana Gric & Josef Bajzik, 2022. "Borrower-Based Macroprudential Measures and Credit Growth: How Biased is the Existing Literature?," Working Papers 2022/8, Czech National Bank.
    23. Martin Hodula & Lukas Pfeifer & Ngoc Anh Ngo, 2023. "Easing of Borrower-Based Measures: Evidence from Czech Loan-Level Data," Working Papers 2023/18, Czech National Bank.
    24. Chen, Yunping & Chen, Huanhuan & Li, Guorong & Jiao, Dongdan & Xu, Xiangyun, 2021. "Time-varying effect of macro-prudential policies on household credit growth: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 241-254.
    25. Katja Neugebauer, 2021. "Assessing the effectiveness of the Portuguese borrower-based measure in the Covid-19 context," Working Papers w202110, Banco de Portugal, Economics and Research Department.
    26. González, Francisco, 2022. "Macroprudential policies and bank competition: International bank-level evidence," Journal of Financial Stability, Elsevier, vol. 58(C).
    27. Agarwal, Sumit & Koo, Kang Mo & Qian, Wenlan, 2022. "Consumption response to temporary price shock: Evidence from Singapore's annual sale event," Journal of Financial Intermediation, Elsevier, vol. 51(C).
    28. Park, Sungmin & Kim, Young-Han, 2023. "The impact of macroprudential policy on inequality and implications for inclusive financial stability," Journal of Banking & Finance, Elsevier, vol. 146(C).
    29. Sónia Félix & Daniel Abreu, 2021. "The impact of a macroprudential borrower based measure on households’ leverage and housing choices," Working Papers w202116, Banco de Portugal, Economics and Research Department.

  3. Douglas Kiarelly Godoy de Araujo & João Barata Ribeiro Blanco Barroso & Rodrigo Barbone Gonzalez, 2016. "Loan-To-Value Policy and Housing Loans: effects on constrained borrowers," Working Papers Series 445, Central Bank of Brazil, Research Department.

    Cited by:

    1. Jason Allen & Timothy Grieder & Tom Roberts & Brian Peterson, 2017. "The impact of macroprudential housing finance tools in Canada," BIS Working Papers 632, Bank for International Settlements.
    2. Jason Allen & Timothy Grieder & Brian Peterson & Tom Roberts, 2016. "The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10," Staff Working Papers 16-41, Bank of Canada.
    3. Leonardo Gambacorta & Andrés Murcia, 2019. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
    4. Nitzan Tzur-Ilan, 2019. "Macroprudential Policy: Implementation, Effects, And Lessons," Israel Economic Review, Bank of Israel, vol. 17(1), pages 39-71.
    5. Michael D. Bordo & Robert N. McCauley, 2019. "Triffin: Dilemma or Myth?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(4), pages 824-851, December.
    6. Chantawit Tantasith & Nasha Ananchotikul & Chatlada Chotanakarn & Vorada Limjaroenrat & Runchana Pongsaparn, 2018. "The Impact of LTV policy on Bank Lending: Evidence from Disaggregate Housing Loan Data," PIER Discussion Papers 90, Puey Ungphakorn Institute for Economic Research.
    7. Gambacorta, Leonardo & Murcia, Andres, 2017. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry," CEPR Discussion Papers 12027, C.E.P.R. Discussion Papers.
    8. Nitzan Tzur-Ilan, 2018. "LTV Limits and Borrower Risk," Bank of Israel Working Papers 2018.12, Bank of Israel.
    9. Yavuz Arslan and Christian Upper, 2017. "Macroprudential frameworks: implementation and effectiveness," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 25-47, Bank for International Settlements.

Articles

  1. de Araujo, Douglas Kiarelly Godoy & Barroso, Joao Barata Ribeiro Blanco & Gonzalez, Rodrigo Barbone, 2020. "Loan-to-value policy and housing finance: Effects on constrained borrowers," Journal of Financial Intermediation, Elsevier, vol. 42(C).
    See citations under working paper version above.Sorry, no citations of articles recorded.

Chapters

    Sorry, no citations of chapters recorded.

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 4 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-BIG: Big Data (2) 2023-10-16 2024-05-27. Author is listed
  2. NEP-CMP: Computational Economics (2) 2023-10-16 2024-05-27. Author is listed
  3. NEP-URE: Urban and Real Estate Economics (2) 2016-12-04 2017-12-03. Author is listed
  4. NEP-ECM: Econometrics (1) 2024-05-27. Author is listed
  5. NEP-EFF: Efficiency and Productivity (1) 2024-05-27. Author is listed
  6. NEP-GER: German Papers (1) 2023-10-16. Author is listed
  7. NEP-LAB: Labour Economics (1) 2024-05-27. Author is listed
  8. NEP-MAC: Macroeconomics (1) 2024-05-27. Author is listed
  9. NEP-PKE: Post Keynesian Economics (1) 2023-10-16. Author is listed

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