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Marcelo L. Moura

Personal Details

First Name:Marcelo
Middle Name:L.
Last Name:Moura
Suffix:
RePEc Short-ID:pmo614
http://marcelo-moura.insper.edu.br/
Terminal Degree:2000 Department of Economics; University of Chicago (from RePEc Genealogy)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Moura, Marcelo L. & Pereira, Fatima R. & Attuy, Guilherme de Moraes, 2013. "Currency Wars in Action: How Foreign Exchange Interventions Work in an Emerging Economy," Insper Working Papers wpe_304, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  2. Moura, Marcelo L. & Gaião, Rafael Ladeira, 2012. "Impact of macroeconomic surprises on the brazilian yield curve and expected inflation," Insper Working Papers wpe_288, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  3. Jordão, Gustavo A. & Moura, Marcelo L., 2011. "Performance Analysis of Brazilian Hedge Funds," Insper Working Papers wpe_236, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  4. Moura, Marcelo & Joaquim, Gustavo P., 2011. "Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis," Insper Working Papers wpe_234, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  5. Jaqueson K. Galimberti & Marcelo L. Moura, 2011. "Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts," Centre for Growth and Business Cycle Research Discussion Paper Series 159, Economics, The University of Manchester.
  6. Dauwe, Alexander & Moura, Marcelo L., 2011. "Forecasting the term structure of the Euro Market using Principal Component Analysis," Insper Working Papers wpe_233, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  7. Galimberti, Jaqueson K. & Moura, Marcelo L., 2010. "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Insper Working Papers wpe_214, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  8. Aranha, Marcel Z. & Moura, Marcelo L., 2009. "The impact of monetary policy on the yield curve in the Brazilian economy," Insper Working Papers wpe_167, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  9. Moura, Marcelo & Rossi, José, 2008. "Price-Setting Policy Determinants: Micro-Evidence from Brazil," Insper Working Papers wpe_120, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  10. Carvalho, Alexandre & Moura, Marcelo L., 2008. "What Can Taylor Rules Say About Monetary Policy in Latin America?," Insper Working Papers wpe_126, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  11. Moura, Marcelo L. , & Lima, Adauto R. S. & Mendonça, Rodrigo M., 2008. "Exchange Rate and Fundamentals: The Case of Brazil," Insper Working Papers wpe_114, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  12. Moura, Marcelo, 2008. "Testing the Taylor Model Predictability for Exchange Rates in Latin America," Insper Working Papers wpe_119, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  13. Lazzarini, Sérgio G. & Artes, Rinaldo & Caetano, Marco Antonio L. & Moura, Marcelo L. & Goldberg, Marcelo B. & Silva, César E., 2007. "Does it pay to anticipate competitor reactions?," Insper Working Papers wpe_86, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  14. Lazzarini, Sergio G. & Artes, Rinaldo & Moura, Marcelo & Fukuda, Fábio R., 2007. "Inteligência Competitiva em Ação: Métodos para Estimar e Analisar Reações de Competidores," Insper Working Papers wpe_79, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  15. Moura, Marcelo L. & Lima, Adauto R. S., 2007. "Empirical exchange rate models fit: Evidence from the Brazilian economy," Insper Working Papers wpe_87, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  16. Laurini, Márcio P. & Moura, Marcelo, 2007. "Constrained Smoothing Splines for the Term Structure of Interest Rates," Insper Working Papers wpe_100, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  17. Silva, Marcelo Leite de Moura e & Ferreira, Pedro Cavalcanti, 1996. "Integração, crescimento e bem-estar," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 291, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

Articles

  1. Galimberti, Jaqueson K. & Moura, Marcelo L., 2016. "Improving the reliability of real-time output gap estimates using survey forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 358-373.
  2. Moura, Marcelo L. & Gaião, Rafael L., 2014. "Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 114-144.
  3. Galimberti, Jaqueson K. & Moura, Marcelo L., 2013. "Taylor rules and exchange rate predictability in emerging economies," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1008-1031.
  4. Jordão, Gustavo A. & de Moura, Marcelo L., 2011. "Performance analysis of Brazilian hedge funds," Journal of Multinational Financial Management, Elsevier, vol. 21(3), pages 165-176, July.
  5. Gustavo Passarelli Giroud Joaquim & Marcelo Leite Moura, 2011. "Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(4), pages 525-548.
  6. Moura, Marcelo L. & de Carvalho, Alexandre, 2010. "What can Taylor rules say about monetary policy in Latin America?," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 392-404, March.
  7. Marcelo Moura, 2010. "Testing the Taylor Model Predictability for Exchange Rates in Latin America," Open Economies Review, Springer, vol. 21(4), pages 547-564, September.
  8. Poletti Laurini, Márcio & Moura, Marcelo, 2010. "Constrained smoothing B-splines for the term structure of interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 339-350, April.

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. Moura, Marcelo L. & Pereira, Fatima R. & Attuy, Guilherme de Moraes, 2013. "Currency Wars in Action: How Foreign Exchange Interventions Work in an Emerging Economy," Insper Working Papers wpe_304, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Nidhi Aggarwal & Susan Thomas, 2014. "The causal impact of algorithmic trading on market quality," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2014-023, Indira Gandhi Institute of Development Research, Mumbai, India.
    2. Radhika Pandey & Gurnain Pasricha & Ila Patnaik & Ajay Shah, 2015. "Motivations for Capital Controls and Their Effectiveness," Staff Working Papers 15-5, Bank of Canada.
    3. Freddy A. Pinzón-Puerto & Mauricio Villamizar-Villegas, 2023. "Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis," Borradores de Economia 1223, Banco de la Republica de Colombia.

  2. Moura, Marcelo L. & Gaião, Rafael Ladeira, 2012. "Impact of macroeconomic surprises on the brazilian yield curve and expected inflation," Insper Working Papers wpe_288, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Dang-Nguyen, Stéphane & Le Caillec, Jean-Marc & Hillion, Alain, 2014. "The deterministic shift extension and the affine dynamic Nelson–Siegel model," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 402-417.
    2. Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016. "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 88-102.
    3. Brzeszczyński, Janusz & Gajdka, Jerzy & Kutan, Ali M., 2015. "Investor response to public news, sentiment and institutional trading in emerging markets: A review," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 338-352.
    4. Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha, 2016. "The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(2), November.

  3. Jordão, Gustavo A. & Moura, Marcelo L., 2011. "Performance Analysis of Brazilian Hedge Funds," Insper Working Papers wpe_236, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Alkis Theonas Pitelis & Christos Pitelis, 2016. "New Roles that Key Developing Countries Will Have in the Provision of Finance for Europe," Working papers wpaper138, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    2. Stoforos, Chrysostomos E. & Degiannakis, Stavros & Palaskas, Theodosios B., 2017. "Hedge fund returns under crisis scenarios: A holistic approach," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1196-1207.
    3. Asif, Raheel & Frömmel, Michael & Mende, Alexander, 2022. "The crisis alpha of managed futures: Myth or reality?," International Review of Financial Analysis, Elsevier, vol. 80(C).
    4. Soumaya Ben Khelife & Christian Urom & Khaled Guesmi & Ramzi Benkraiem, 2022. "American hedge funds industry, market timing and COVID-19 crisis," Journal of Asset Management, Palgrave Macmillan, vol. 23(5), pages 390-399, September.
    5. Nicola Metzger & Vijay Shenai, 2019. "Hedge Fund Performance during and after the Crisis: A Comparative Analysis of Strategies 2007–2017," IJFS, MDPI, vol. 7(1), pages 1-31, March.

  4. Moura, Marcelo & Joaquim, Gustavo P., 2011. "Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis," Insper Working Papers wpe_234, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Thonifho Pollen Muridili & Ruschelle Sgammini & Sune Ferreira-Schenk & John George Jansen van Rensburg & Daniel Mokatsanyane, 2022. "The Impact of Covid-19 on the Performance of Hedge Funds Compared to Mutual Funds in South Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 12(6), pages 133-144, November.
    2. Alkis Theonas Pitelis & Christos Pitelis, 2016. "New Roles that Key Developing Countries Will Have in the Provision of Finance for Europe," Working papers wpaper138, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    3. Soumaya Ben Khelife & Christian Urom & Khaled Guesmi & Ramzi Benkraiem, 2022. "American hedge funds industry, market timing and COVID-19 crisis," Journal of Asset Management, Palgrave Macmillan, vol. 23(5), pages 390-399, September.
    4. Mamede, Samuel de Paiva Naves & Malaquias, Rodrigo Fernandes, 2017. "Monday effect in Brazilian hedge funds with immediate redemption," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 47-53.

  5. Jaqueson K. Galimberti & Marcelo L. Moura, 2011. "Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts," Centre for Growth and Business Cycle Research Discussion Paper Series 159, Economics, The University of Manchester.

    Cited by:

    1. Jaqueson K. Galimberti & Nicolas Suhadolnik & Sergio Silva, 2017. "Cowboying Stock Market Herds with Robot Traders," Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 393-423, October.
    2. Galimberti, Jaqueson K. & Moura, Marcelo L., 2010. "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Insper Working Papers wpe_214, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

  6. Galimberti, Jaqueson K. & Moura, Marcelo L., 2010. "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Insper Working Papers wpe_214, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz, 2016. "Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?," CESifo Working Paper Series 5965, CESifo.
    2. Khyati Kathuria & Nand Kumar, 2022. "Pandemic‐induced fear and government policy response as a measure of uncertainty in the foreign exchange market: Evidence from (a)symmetric wild bootstrap likelihood ratio test," Pacific Economic Review, Wiley Blackwell, vol. 27(4), pages 361-379, October.
    3. Emerson Fernandes Marçal & Eli Hadad Junior, 2016. "Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case," Brazilian Review of Finance, Brazilian Society of Finance, vol. 14(1), pages 65-88.
    4. Rossi Junior, Jose Luiz & Felicio, Wilson Rafael de Oliveira, 2014. "Common Factors and the Exchange Rate: Results From the Brazilian Case," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
    5. Felício, Wilson Rafael de Oliveira & Rossi, José Luiz Júnior, 2013. "Common factors and the exchange rate: results from the Brazilian case," Insper Working Papers wpe_318, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    6. Nikola Fabris & Milena Lazić, 2022. "Evaluating the Role of the Exchange Rate in Monetary Policy Reaction Function of Advanced and Emerging Market Economies," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(2), pages 77-96.
    7. Moura, Marcelo L. & Pereira, Fatima R. & Attuy, Guilherme de Moraes, 2013. "Currency Wars in Action: How Foreign Exchange Interventions Work in an Emerging Economy," Insper Working Papers wpe_304, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    8. Cuiabano, Simone, 2017. "Long-run equilibrium exchange rate in Latin America and Asia: a comparison using cointegrated vector," TSE Working Papers 17-837, Toulouse School of Economics (TSE).
    9. Han, Liyan & Xu, Yang & Yin, Libo, 2018. "Does investor attention matter? The attention-return relationships in FX markets," Economic Modelling, Elsevier, vol. 68(C), pages 644-660.
    10. Ruch,Franz Ulrich, 2021. "Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies," Policy Research Working Paper Series 9711, The World Bank.
    11. Montes, Gabriel Caldas & Ferreira, Caio Ferrari, 2020. "Does monetary policy credibility mitigate the fear of floating?," Economic Modelling, Elsevier, vol. 84(C), pages 76-87.
    12. Jaqueson K. Galimberti & Marcelo L. Moura, 2011. "Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts," Centre for Growth and Business Cycle Research Discussion Paper Series 159, Economics, The University of Manchester.
    13. Hakan Yilmazkuday, 2008. "Structural Breaks in Monetary Policy Rules: Evidence from Transition Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 44(6), pages 87-97, November.
    14. Chen, Chuanglian & Yao, Shujie & Ou, Jinghua, 2017. "Exchange rate dynamics in a Taylor rule framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 158-173.

  7. Moura, Marcelo & Rossi, José, 2008. "Price-Setting Policy Determinants: Micro-Evidence from Brazil," Insper Working Papers wpe_120, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Luqman Olawale & Okewale Joel, 2017. "Factors Influencing Pricing Decision: Evidence from Non-Financial Firms in Nigeria," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(1), pages 157-172, February.

  8. Carvalho, Alexandre & Moura, Marcelo L., 2008. "What Can Taylor Rules Say About Monetary Policy in Latin America?," Insper Working Papers wpe_126, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Andrea Bonilla, 2014. "External vulnerabilities and economic integration. Is the Union of South American Nations a promising project ?," Working Papers halshs-00945044, HAL.
    2. 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.
    3. Imen Mohamed Sghaier & Zouheir Abida, 2013. "Monetary Policy Rules for a Developing Countries: Evidence from Tunisia," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 5(1), pages 035-046, June.
    4. Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz, 2016. "Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?," CESifo Working Paper Series 5965, CESifo.
    5. José De Gregorio, 2009. "Implementation of Inflation Targets in Emerging Markets," Chapters, in: Gill Hammond & Ravi Kanbur & Eswar Prasad (ed.), Monetary Policy Frameworks for Emerging Markets, chapter 3, Edward Elgar Publishing.
    6. Andrea Bonilla Bolanos, 2014. "External Vulnerabilities And Economic Integration: Is The Union Of South American Nations A Promising Project?," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 39(2), pages 97-131, June.
    7. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Inflation Targeting and Financial Stability: A Perspective from the Developing World," Working Papers Series 324, Central Bank of Brazil, Research Department.
    8. Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
    9. 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.
    10. 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.
    11. Agénor, Pierre-Richard & Alper, Koray & Pereira da Silva, Luiz A., 2014. "Sudden floods, macroprudential regulation and stability in an open economy," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 68-100.
    12. Cravo, Túlio A., 2011. "Are small employers more cyclically sensitive? Evidence from Brazil," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 754-769.
    13. Muhammad Arshad Khan & Ather Maqsood Ahmed, 2016. "Conducting Monetary Policy in South Asian Economies: An Investigation," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(3), pages 161-190.
    14. Gabriela Bezerra Medeiros & Marcelo Savino Portugal & Edilean Kleber da Silva Bejarano Aragón, 2017. "Endogeneity and nonlinearities in Central Bank of Brazil’s reaction functions: an inverse quantile regression approach," Empirical Economics, Springer, vol. 53(4), pages 1503-1527, December.
    15. Pierre-Richard Agenor & Koray Alper, 2009. "Monetary Shocks and Central Bank Liquidity with Credit Market Imperfections," Working Papers 0906, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    16. Pierre-Richard Agénor & Timothy Jackson & Luiz Awazu Pereira da Silva, 2020. "Foreign exchange intervention and financial stability," BIS Working Papers 889, Bank for International Settlements.
    17. Pengfei Jia & King Yoong Lim, 2021. "The stabilization role of police spending in a neo‐Keynesian economy with credit market imperfections," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(1), pages 103-125, February.
    18. Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2012. "Sudden Floods, Prudential Regulation and Stability in an Open Economy," Working Papers Series 267, Central Bank of Brazil, Research Department.
    19. Agénor, Pierre-Richard & Jia, Pengfei, 2020. "Capital controls and welfare with cross-border bank capital flows," Journal of Macroeconomics, Elsevier, vol. 65(C).
    20. Vipul Bhatt & Amr Hosny & N. Kundan Kishor, 2017. "The Dynamic Behaviour of Implicit Inflation Targets for ‘Inflation Targeting Lite’ Economies," The Economic Record, The Economic Society of Australia, vol. 93(300), pages 67-88, March.
    21. Shen, Chung-Hua & Lin, Kun-Li & Guo, Na, 2016. "Hawk or dove: Switching regression model for the monetary policy reaction function in China," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 94-111.
    22. Cabral,Rene & Carneiro,Francisco Galrao & Mollick,Andre Varella, 2016. "Inflation targeting and exchange rate volatility in emerging markets," Policy Research Working Paper Series 7712, The World Bank.
    23. HSING, Yu, 2021. "Are The Predictions Of The Mundell-Fleming Model Applicable To Argentina?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 21(1), pages 37-48.
    24. 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.
    25. César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2012. "Do good institutions promote counter-cyclical macroeconomic policies?," Globalization Institute Working Papers 118, Federal Reserve Bank of Dallas.
    26. Enrique Alberola & Rocio Gondo & Marco Lombardi & Diego Urbina, 2017. "Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 40-52, April.
    27. Edilean Kleber da Silva Bejarano Aragón, 2021. "Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function," Empirical Economics, Springer, vol. 60(3), pages 1221-1243, March.
    28. Amr Sadek HOSNY, 2014. "Is Monetary Policy in Egypt Backward or Forward-Looking?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 14(2).
    29. Armand FOUEJIEU AZANGUE, 2013. "Inflation Targeters Do Not Care (Enough) about Financial Stability: A Myth? Investigation on a Sample of Emerging Market Economies," LEO Working Papers / DR LEO 2248, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    30. Nikola Fabris & Milena Lazić, 2022. "Evaluating the Role of the Exchange Rate in Monetary Policy Reaction Function of Advanced and Emerging Market Economies," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(2), pages 77-96.
    31. Agénor, Pierre-Richard & Pereira da Silva, Luiz, 2017. "Cyclically adjusted provisions and financial stability," Journal of Financial Stability, Elsevier, vol. 28(C), pages 143-162.
    32. Mauricio Calani & Kevin Cowan & Pablo García S., 2011. "Inflation Targeting in Financially Stable Economies: Has it Been Flexible Enough?," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.),Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 1, pages 283-368, Central Bank of Chile.
    33. Imen Mohamed Sghaier, 2012. "Taylor Rule and Monetary Policy in Tunisia," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(45), pages 143-166, December.
    34. Pavel Luengas & Inder J. Ruprah, 2009. "Should Central Banks Target Happiness? Evidence from Latin America," OVE Working Papers 0209, Inter-American Development Bank, Office of Evaluation and Oversight (OVE).
    35. Man-Keung Tang & Mr. Xiangrong Yu, 2011. "Communication of Central Bank Thinking and Inflation Dynamics," IMF Working Papers 2011/209, International Monetary Fund.
    36. Pierre-Richard Agénor & Timothy Jackson & Luiz Awazu Pereira da Silva, 2022. "Cross-border regulatory spillovers and macroprudential policy coordination," BIS Working Papers 1007, Bank for International Settlements.
    37. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim, 2017. "Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach," Working Papers 201738, University of Pretoria, Department of Economics.
    38. Dladla, Pholile & Malikane, Christopher, 2019. "Stock return predictability: Evidence from a structural model," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 412-424.
    39. William Miles & Sam Schreyer, 2012. "Is monetary policy non-linear in Indonesia, Korea, Malaysia, and Thailand? A quantile regression analysis," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 26(2), pages 155-166, November.
    40. Juan David Durán-Vanegas, 2019. "Making hard choices: trilemmas and dilemmas of macroeconomic policy in Latin America," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 22(2), pages 022-038, August.
    41. Edilean Silva Bejarano Aragón & Gabriela Medeiros, 2015. "Monetary policy in Brazil: evidence of a reaction function with time-varying parameters and endogenous regressors," Empirical Economics, Springer, vol. 48(2), pages 557-575, March.
    42. Emiliano Libman, 2019. "Destabilizing Balance Sheet Effects in the New Consensus Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 45(4), pages 590-611, October.
    43. Ruch,Franz Ulrich, 2021. "Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies," Policy Research Working Paper Series 9711, The World Bank.
    44. Regős, Gábor, 2013. "Kockázattal kiegészített Taylor-szabályok becslése Magyarországra [Estimation of risk-augmented Taylor rules for Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 670-702.
    45. Armand Fouejieu Azangue, 2014. "Inflation Targeters Do Not Care (Enough) about Financial Stability: A Myth?," Working Papers halshs-01012077, HAL.
    46. Harsha Paranavithana & Rod Tyers & Leandro Magnusson & Florian Schiffmann, 2022. "Monetary policy regimes: A global assessment," The World Economy, Wiley Blackwell, vol. 45(6), pages 1737-1772, June.
    47. Baaziz, Yosra & Labidi, Moez & Lahiani, Amine, 2013. "Does the South African Reserve Bank follow a nonlinear interest rate reaction function?," Economic Modelling, Elsevier, vol. 35(C), pages 272-282.
    48. Adolfo Barajas & Roberto Steiner & Leonardo Villar & César Pabón, 2014. "Inflation targeting in Latin America," Working Papers Series. Documentos de Trabajo 11550, Fedesarrollo.
    49. Joseph Agyapong, 2021. "Application of Taylor Rule Fundamentals in Forecasting Exchange Rates," Economies, MDPI, vol. 9(2), pages 1-27, June.
    50. César Pabón & Juan Guillermo Bedoya, 2016. "Regla de Taylor en Colombia: ¿Variante a través del tiempo?," Ensayos de Economía 15538, Universidad Nacional de Colombia Sede Medellín.
    51. Esther Barros-Campello & Carlos Pateiro-Rodríguez & J. Venancio Salcines-Cristal & Carlos Pateiro-López, 2017. "El esquema de objetivos de inflación: Evidencia para América Latina (1999-2015)," Estudios de Economia, University of Chile, Department of Economics, vol. 44(2 Year 20), pages 223-250, December.
    52. Armand Fouejieu,, 2017. "Inflation targeting and financial stability in emerging markets," Economic Modelling, Elsevier, vol. 60(C), pages 51-70.
    53. King Yoong Lim & Pengfei Jia, 2019. "Police spending and economic stabilization in a monetary economy with crime and differential human capital," NBS Discussion Papers in Economics 2019/02, Economics, Nottingham Business School, Nottingham Trent University.
    54. Montes, Gabriel Caldas & Ferreira, Caio Ferrari, 2020. "Does monetary policy credibility mitigate the fear of floating?," Economic Modelling, Elsevier, vol. 84(C), pages 76-87.
    55. Rafael Guerra & Steven Kamin & John Kearns & Christian Upper & Aatman Vakil, 2024. "Latin America's non-linear response to pandemic inflation," BIS Working Papers 1209, Bank for International Settlements.
    56. Honoré Sèwanoudé HOUNGBEDJI, 2022. "Non linéarité de la fonction de réaction de la Banque centrale des Etats de l’Afrique de l’Ouest," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 56, pages 133-157.
    57. Galimberti, Jaqueson K. & Moura, Marcelo L., 2010. "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Insper Working Papers wpe_214, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    58. Harsha Paranavithana & Leandro Magnusson & Rod Tyers, 2020. "Transitions to inflation targeting: panel evidence," Applied Economics, Taylor & Francis Journals, vol. 52(59), pages 6468-6481, December.
    59. Cernadas, Luis & Aldazosa, René, 2011. "Estimación de una Función de Reacción para la Política Monetaria en Bolivia [Estimating a Monetary Policy Reaction Function for Bolivia]," MPRA Paper 40592, University Library of Munich, Germany.
    60. Gustavo Adler & Pedro Castro & Camilo Tovar, 2016. "Does Central Bank Capital Matter for Monetary Policy?," Open Economies Review, Springer, vol. 27(1), pages 183-205, February.
    61. Nidhal Mgadmi & Slim Chaouachi & Wajdi Moussa & Azza Bejaoui, 2021. "Does the Tunisian Central Bank follow an augmented nonlinear Taylor rule?," SN Business & Economics, Springer, vol. 1(1), pages 1-15, January.
    62. Airaudo, Marco, 2014. "Currency substitution, risk premia and the Taylor principle," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 202-217.
    63. Christina Anderl & Guglielmo Maria Caporale, 2023. "Time-Varying Parameters in Monetary Policy Rules: A GMM Approach," CESifo Working Paper Series 10451, CESifo.
    64. Leighton Vaughan Williams & Chunping Liu & Hannah Gerrard, 2019. "How well do Elo-based ratings predict professional tennis matches?," NBS Discussion Papers in Economics 2019/03, Economics, Nottingham Business School, Nottingham Trent University.
    65. Long, Shaobo & Zuo, Yulan & Tian, Hao, 2023. "Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 278-296.
    66. Kasai, Ndahiriwe & Naraidoo, Ruthira, 2011. "Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa," MPRA Paper 40699, University Library of Munich, Germany.
    67. Caldas Montes, Gabriel & Ferrari Ferreira, Caio, 2019. "Effect of monetary policy credibility on the fear of floating: Evidence from Brazil," Journal of Policy Modeling, Elsevier, vol. 41(5), pages 981-1004.
    68. Christian Rohe & Matthias Hartermann, 2015. "The role of external shocks for monetary policy in Colombia and Brazil: A Bayesian SVAR analysis," CQE Working Papers 4215, Center for Quantitative Economics (CQE), University of Muenster.
    69. King Yoong Lim & Shuonan Zhang, 2020. "Commodity Shocks and Optimal Fiscal Management of Resource Revenue in an Economy with State-owned Enterprises," NBS Discussion Papers in Economics 2020/02, Economics, Nottingham Business School, Nottingham Trent University.
    70. William Miles & Samuel Schreyer, 2014. "Is monetary policy non-linear in Latin America? a quantile regression approach to Brazil, Chile, Mexico and Peru," Journal of Developing Areas, Tennessee State University, College of Business, vol. 48(2), pages 169-183, April-Jun.
    71. Ruprah, Inder J. & Luengas, Pavel, 2011. "Monetary policy and happiness: Preferences over inflation and unemployment in Latin America," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(1), pages 59-66, February.
    72. Gabriela Bezerra De Medeiros & Marcelo Savino Portugal & Edilean Kleber Da Silva Bejarano Aragon, 2016. "Endogeneity And Nonlinearities In Central Bank Of Brazil’S Reaction Functions: An Inverse Quantile Regression Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 061, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    73. El-Shagi, Makram & Ma, Yishuo, 2023. "Taylor rules around the world: Mapping monetary policy," Economics Letters, Elsevier, vol. 232(C).
    74. Airaudo, Marco, 2012. "Endogenous Dollarization, Sovereign Risk Premia and the Taylor Principle," School of Economics Working Paper Series 2012-11, LeBow College of Business, Drexel University.
    75. Shesadri Banerjee, 2013. "Inflation Volatility and Activism of Monetary Policy," CEMAP Working Papers 2013_06, Durham University Business School.

  9. Moura, Marcelo L. , & Lima, Adauto R. S. & Mendonça, Rodrigo M., 2008. "Exchange Rate and Fundamentals: The Case of Brazil," Insper Working Papers wpe_114, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Emerson Fernandes Marçal & Eli Hadad Junior, 2016. "Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case," Brazilian Review of Finance, Brazilian Society of Finance, vol. 14(1), pages 65-88.
    2. Rossi Junior, Jose Luiz & Felicio, Wilson Rafael de Oliveira, 2014. "Common Factors and the Exchange Rate: Results From the Brazilian Case," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
    3. Felício, Wilson Rafael de Oliveira & Rossi, José Luiz Júnior, 2013. "Common factors and the exchange rate: results from the Brazilian case," Insper Working Papers wpe_318, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    4. Felício, Wilson Rafael de Oliveira & Rossi, José Luiz J., 2012. "The Usefulness of factor models in forecasting the exchange rate: results from the Brazilian case," Insper Working Papers wpe_273, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    5. Cuiabano, Simone, 2017. "Long-run equilibrium exchange rate in Latin America and Asia: a comparison using cointegrated vector," TSE Working Papers 17-837, Toulouse School of Economics (TSE).
    6. Galimberti, Jaqueson K. & Moura, Marcelo L., 2010. "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Insper Working Papers wpe_214, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

  10. Moura, Marcelo, 2008. "Testing the Taylor Model Predictability for Exchange Rates in Latin America," Insper Working Papers wpe_119, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Joseph Agyapong, 2021. "Application of Taylor Rule Fundamentals in Forecasting Exchange Rates," Economies, MDPI, vol. 9(2), pages 1-27, June.
    2. Galimberti, Jaqueson K. & Moura, Marcelo L., 2010. "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Insper Working Papers wpe_214, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

  11. Lazzarini, Sérgio G. & Artes, Rinaldo & Caetano, Marco Antonio L. & Moura, Marcelo L. & Goldberg, Marcelo B. & Silva, César E., 2007. "Does it pay to anticipate competitor reactions?," Insper Working Papers wpe_86, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Jan K. Brueckner & Dan Luo, 2013. "Measuring Strategic Firm Interaction in Product-Quality Choices: The Case of Airline Flight Frequency," CESifo Working Paper Series 4066, CESifo.

  12. Moura, Marcelo L. & Lima, Adauto R. S., 2007. "Empirical exchange rate models fit: Evidence from the Brazilian economy," Insper Working Papers wpe_87, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Simone Cuiabano & Jose Divino, 2010. "Exchange Rate Determination: An Application of a Monetary Model for Brazil," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(4), pages 345-357, November.

  13. Laurini, Márcio P. & Moura, Marcelo, 2007. "Constrained Smoothing Splines for the Term Structure of Interest Rates," Insper Working Papers wpe_100, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Márcio Laurini, 2012. "Dynamic Functional Data Analysis with Nonparametric State Space Models," IBMEC RJ Economics Discussion Papers 2012-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    2. Victor Lapshin, 2019. "A Nonparametric Approach to Bond Portfolio Immunization," Mathematics, MDPI, vol. 7(11), pages 1-12, November.
    3. Luo, Sirong & Kong, Xiao & Nie, Tingting, 2016. "Spline based survival model for credit risk modeling," European Journal of Operational Research, Elsevier, vol. 253(3), pages 869-879.
    4. Cousin, Areski & Maatouk, Hassan & Rullière, Didier, 2016. "Kriging of financial term-structures," European Journal of Operational Research, Elsevier, vol. 255(2), pages 631-648.
    5. 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. Yallup, Peter J., 2012. "Models of the yield curve and the curvature of the implied forward rate function," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 121-135.
    7. Fengler, Matthias R. & Hin, Lin-Yee, 2015. "A simple and general approach to fitting the discount curve under no-arbitrage constraints," Finance Research Letters, Elsevier, vol. 15(C), pages 78-84.
    8. Damir Filipović & Sander Willems, 2016. "Exact Smooth Term Structure Estimation," Swiss Finance Institute Research Paper Series 16-38, Swiss Finance Institute.
    9. Márcio Poletti Laurini & Armênio Westin Neto, 2014. "Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach," International Econometric Review (IER), Econometric Research Association, vol. 6(2), pages 77-99, September.
    10. Eduardo Mineo & Airlane Pereira Alencar & Marcelo Moura & Antonio Elias Fabris, 2020. "Forecasting the Term Structure of Interest Rates with Dynamic Constrained Smoothing B-Splines," JRFM, MDPI, vol. 13(4), pages 1-14, April.
    11. Varga, Gyorgy, 2009. "Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 63(4), December.

Articles

  1. Galimberti, Jaqueson K. & Moura, Marcelo L., 2016. "Improving the reliability of real-time output gap estimates using survey forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 358-373.

    Cited by:

    1. Jaqueson K. Galimberti & Nicolas Suhadolnik & Sergio Silva, 2017. "Cowboying Stock Market Herds with Robot Traders," Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 393-423, October.
    2. Calista Cheung & Luke Frymire & Lise Pichette, 2020. "Can the Business Outlook Survey Help Improve Estimates of the Canadian Output Gap?," Discussion Papers 2020-14, Bank of Canada.
    3. Dimitris Kenourgios & Stephanos Papadamou & Dimitrios Dimitriou & Constantin Zopounidis, 2020. "Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts," Post-Print hal-02880071, HAL.

  2. Moura, Marcelo L. & Gaião, Rafael L., 2014. "Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 114-144.
    See citations under working paper version above.
  3. Galimberti, Jaqueson K. & Moura, Marcelo L., 2013. "Taylor rules and exchange rate predictability in emerging economies," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1008-1031.
    See citations under working paper version above.
  4. Jordão, Gustavo A. & de Moura, Marcelo L., 2011. "Performance analysis of Brazilian hedge funds," Journal of Multinational Financial Management, Elsevier, vol. 21(3), pages 165-176, July.
    See citations under working paper version above.
  5. Gustavo Passarelli Giroud Joaquim & Marcelo Leite Moura, 2011. "Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(4), pages 525-548.
    See citations under working paper version above.
  6. Moura, Marcelo L. & de Carvalho, Alexandre, 2010. "What can Taylor rules say about monetary policy in Latin America?," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 392-404, March.
    See citations under working paper version above.
  7. Marcelo Moura, 2010. "Testing the Taylor Model Predictability for Exchange Rates in Latin America," Open Economies Review, Springer, vol. 21(4), pages 547-564, September.
    See citations under working paper version above.
  8. Poletti Laurini, Márcio & Moura, Marcelo, 2010. "Constrained smoothing B-splines for the term structure of interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 339-350, April.
    See citations under working paper version above.

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 7 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) 2008-05-31 2014-03-15 2014-07-28
  2. NEP-CBA: Central Banking (2) 2008-05-31 2011-09-16
  3. NEP-FOR: Forecasting (2) 2011-09-16 2014-07-28
  4. NEP-MON: Monetary Economics (2) 2008-05-31 2013-11-22
  5. NEP-CDM: Collective Decision-Making (1) 2008-05-17
  6. NEP-CWA: Central and Western Asia (1) 2013-11-22
  7. NEP-ECM: Econometrics (1) 2011-09-16
  8. NEP-IAS: Insurance Economics (1) 2009-04-05
  9. NEP-IFN: International Finance (1) 2013-11-22
  10. NEP-OPM: Open Economy Macroeconomics (1) 2013-11-22
  11. NEP-POL: Positive Political Economics (1) 2008-05-17

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