Rafael Chaves Santos
Personal Details
First Name: | Rafael |
Middle Name: | Chaves |
Last Name: | Santos |
Suffix: | |
RePEc Short-ID: | psa493 |
| |
http://epge.fgv.br/we/RafaelSantos | |
Affiliation
(50%) Banco Central do Brasil
Brasília, Brazilhttp://www.bcb.gov.br/
RePEc:edi:bcbgvbr (more details at EDIRC)
(50%) EPGE Escola Brasileira de Economia e Finanças
Fundação Getúlio Vargas (FGV)
Rio de Janeiro, Brazilhttp://epge.fgv.br/
RePEc:edi:epgvfbr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Aloisio Araujo & Marcia Leon & Rafael Santos, 2016.
"Bargained Haircuts and Debt Policy Implications,"
Working Papers Series
416, Central Bank of Brazil, Research Department.
- Aloisio Araujo & Marcia Leon & Rafael Santos, 2017. "Bargained haircuts and debt policy implications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 635-656, December.
- Arnildo da Silva Correa & Myrian Beatriz S. Petrassi & Rafael Santos, 2016. "Price-Setting Behavior in Brazil: survey evidence," Working Papers Series 422, Central Bank of Brazil, Research Department.
- Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho, 2011.
"SAMBA: Stochastic Analytical Model with a Bayesian Approach,"
Working Papers Series
239, Central Bank of Brazil, Research Department.
- Castro, Marcos R. de & Gouvea, Solange N. & Minella, Andre & Santos, Rafael & Souza-Sobrinho, Nelson F., 2015. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
- Rafael Santos & Márcia S. Leon, 2010. "Efeitos da Globalização na Inflação Brasileira," Working Papers Series 201, Central Bank of Brazil, Research Department.
- Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007. "Monetary arrangements for emerging economies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 652, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Araújo, Aloísio Pessoa de & Santos, Rafael Chaves, 2007.
"Inflation targeting, credibility and confidence crises,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
653, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Aloisio Araujo & Rafael Santos, 2007. "Inflation Targeting, Credibility and Confidence Crises," Working Papers Series 140, Central Bank of Brazil, Research Department.
- Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007.
"Speculative attacks, openness and crises,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
654, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2012. "Speculative attacks, openness and crises," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(2), June.
Articles
- Aloisio Araujo & Marcia Leon & Rafael Santos, 2017.
"Bargained haircuts and debt policy implications,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 635-656, December.
- Aloisio Araujo & Marcia Leon & Rafael Santos, 2016. "Bargained Haircuts and Debt Policy Implications," Working Papers Series 416, Central Bank of Brazil, Research Department.
- Castro, Marcos R. de & Gouvea, Solange N. & Minella, Andre & Santos, Rafael & Souza-Sobrinho, Nelson F., 2015.
"SAMBA: Stochastic Analytical Model with a Bayesian Approach,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
- Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho, 2011. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Working Papers Series 239, Central Bank of Brazil, Research Department.
- Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2013. "Welfare analysis of currency regimes with defaultable debts," Journal of International Economics, Elsevier, vol. 89(1), pages 143-153.
- Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2012.
"Speculative attacks, openness and crises,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(2), June.
- Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007. "Speculative attacks, openness and crises," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 654, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
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
- Aloisio Araujo & Marcia Leon & Rafael Santos, 2016.
"Bargained Haircuts and Debt Policy Implications,"
Working Papers Series
416, Central Bank of Brazil, Research Department.
- Aloisio Araujo & Marcia Leon & Rafael Santos, 2017. "Bargained haircuts and debt policy implications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 635-656, December.
Cited by:
- Zhongwei Feng & Chunqiao Tan & Jinchun Zhang & Qiang Zeng, 2021. "Bargaining Game with Altruistic and Spiteful Preferences," Group Decision and Negotiation, Springer, vol. 30(2), pages 277-300, April.
- Cristina Arellano & Timothy J. Kehoe & Herakles Polemarchakis, 2017. "Introduction to the Special Issue on Models of Debt and Debt Crises," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 605-610, December.
- Hausken, Kjell & Welburn, Jonathan W., 2024. "Debt crises between a country and an international lender as a two-period game," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 704-723.
- Redouane Elkamhi & Latchezar Popov & Raunaq S. Pungaliya, 2023. "Financial maintenance covenants in bank loans," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(4), pages 1197-1255, November.
- Arnildo da Silva Correa & Myrian Beatriz S. Petrassi & Rafael Santos, 2016.
"Price-Setting Behavior in Brazil: survey evidence,"
Working Papers Series
422, Central Bank of Brazil, Research Department.
Cited by:
- Elosegui Pedro Luis & Sangiacomo Maximo, 2023.
"Firm’s Price Expectations: An Empirical Analysis using BCRAs’ Survey of Business Economic Perspectives,"
Asociación Argentina de Economía Política: Working Papers
4650, Asociación Argentina de Economía Política.
- Pedro Elosegui & Máximo Sangiácomo, 2024. "Firm's Price Expectations: An Empirical Analysis using BCRAs' Survey of Business Economic Perspectives," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(83), pages 97-116, May.
- Pedro Elosegui & Máximo Sangiácomo, 2022. "Firm's Price Expectations: An Empirical Analysis using BCRAs' Survey of Business Economic Perspectives," BCRA Working Paper Series 2022103, Central Bank of Argentina, Economic Research Department.
- Fernando Borraz & Gerardo Licandro & Daniela Sola, 2017.
"Wage and price setting: new evidence from Uruguayan firms,"
BIS Working Papers
605, Bank for International Settlements.
- Fernando Borraz & Gerardo Licandro & Daniela Sola, 2020. "Wage and price setting: new evidence from Uruguayan firms," Journal of Applied Economics, Taylor & Francis Journals, vol. 23(1), pages 560-582, January.
- Fernando Borraz & Gerardo Licandro & Daniela Sola, 2013. "Wage and Price Setting. New Evidence from Uruguayan Firms," Documentos de trabajo 2013008, Banco Central del Uruguay.
- Fiskara Indawan & Aryo Sasongko & Dian Rahmawati, 2023. "Price Setting Behavior In An Online Market," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(2), pages 192-220, May.
- Nataliya Karlova & Irina Bogacheva & Elena Puzanova, 2017. "Drivers of price inertia: survey evidence," Bank of Russia Working Paper Series note9, Bank of Russia.
- International Monetary Fund, 2016. "Brazil: Selected Issues," IMF Staff Country Reports 2016/349, International Monetary Fund.
- Marques, André M. & Carvalho, André R., 2022. "Testing the neo-fisherian hypothesis in Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 407-419.
- Elosegui Pedro Luis & Sangiacomo Maximo, 2023.
"Firm’s Price Expectations: An Empirical Analysis using BCRAs’ Survey of Business Economic Perspectives,"
Asociación Argentina de Economía Política: Working Papers
4650, Asociación Argentina de Economía Política.
- Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho, 2011.
"SAMBA: Stochastic Analytical Model with a Bayesian Approach,"
Working Papers Series
239, Central Bank of Brazil, Research Department.
- Castro, Marcos R. de & Gouvea, Solange N. & Minella, Andre & Santos, Rafael & Souza-Sobrinho, Nelson F., 2015. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
Cited by:
- Haider, Adnan & Khan, Safdar Ullah, 2008.
"A Small Open Economy DSGE Model for Pakistan,"
MPRA Paper
12977, University Library of Munich, Germany, revised 17 Jan 2009.
- Adnan Haider Bukhari & Safdar Ullah Khan, 2008. "A Small Open Economy DSGE Model for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 47(4), pages 963-1008.
- José R. Maria & Paulo Júlio, 2017. "The Portuguese post-2008 period: A narrative from an estimated DSGE model," Working Papers w201715, Banco de Portugal, Economics and Research Department.
- Benjamin M. Tabak & M. Takami & J. M. C. Rocha & Daniel O. Cajueiro, 2011.
"Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks,"
Working Papers Series
249, Central Bank of Brazil, Research Department.
- Tabak, Benjamin M. & Takami, Marcelo & Rocha, Jadson M.C. & Cajueiro, Daniel O. & Souza, Sergio R.S., 2014. "Directed clustering coefficient as a measure of systemic risk in complex banking networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 211-216.
- Mădălin Viziniuc, 2017. "Potential Gains from Cooperation Between Monetary and Macroprudential Policies: The Case of an Emerging Economy," Eastern European Economics, Taylor & Francis Journals, vol. 55(5), pages 420-452, September.
- Divino, Jose Angelo & Haraguchi, Carlos, 2022.
"Monetary Policy And Reserve Requirements In A Small Open Economy,"
Macroeconomic Dynamics, Cambridge University Press, vol. 26(4), pages 1073-1106, June.
- Carlos Alberto Takashi Haraguchi & Jose Angelo Divino, 2020. "Monetary Policy and Reserve Requirements in a Small Open Economy," Working Papers Series 514, Central Bank of Brazil, Research Department.
- 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].
- Palma, Andreza Aparecida & Portugal, Marcelo Savino, 2014. "Preferences of the Central Bank of Brazil under the inflation targeting regime: Estimation using a DSGE model for a small open economy," Journal of Policy Modeling, Elsevier, vol. 36(5), pages 824-839.
- Caputo, Rodrigo & Herrera, Luis Oscar, 2017. "Following the leader? The relevance of the Fed funds rate for inflation targeting countries," Journal of International Money and Finance, Elsevier, vol. 71(C), pages 25-52.
- Jorge Basal & Patricia Carballo & Fernanda Cuitiño & Serafín Frache & José Mourelle & Helena Rodríguez & Verónica Rodríguez & Leonardo Vicente, 2016. "Un modelo estocástico de equilibrio general para la economía uruguaya," Documentos de trabajo 2016002, Banco Central del Uruguay.
- Raymond Hawkins & Jeffrey Speakes & Dan Hamilton, 2015. "Monetary policy and PID control," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 183-197, April.
- Ribeiro, Gustavo & Teles, Vladmir & Costa-Filho, João, 2023. "The Spending Cap and Monetary Policy Effectiveness," MPRA Paper 116148, University Library of Munich, Germany.
- Wieland, Volker & Taylor, John B., 2010.
"Surprising comparative properties of monetary models: Results from a new model database,"
Working Paper Series
1261, European Central Bank.
- Taylor, John B. & Wieland, Volker, 2012. "Surprising comparative properties of monetary models: Results from a new model database," IMFS Working Paper Series 66, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- John B. Taylor & Volker Wieland, 2012. "Surprising Comparative Properties of Monetary Models: Results from a New Model Database," The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 800-816, August.
- 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.
- Teles, Vladimir Kühl & Costa Junior, Celso José & Rosa, Rafael Mouallem, 2014. "Investment-specific technological change and the Brazilian macroeconomy," Textos para discussão 373, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Mihai Copaciu & Joana Madjoska & Mite Miteski, 2021.
"A DSGE Model with Partial Euroization: The Case of the Macedonian Economy,"
Economy, Business & Development: An International Journal, Ss. Cyril and Methodius University in Skopje, Faculty of Economics-Skopje, vol. 2(2), pages 57-118, November.
- Mihai Copaciu & Joana Madjoska & Mite Miteski, 2022. "A DSGE model with partial euroization: the case of the Macedonian economy," Working Papers 2022-01, National Bank of the Republic of North Macedonia.
- Arruda Gustavo & Lima Daniela & Teles Vladimir Kühl, 2020.
"Household borrowing constraints and monetary policy in emerging economies,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-21, January.
- Arruda, Gustavo & Lima, Daniela Cunha de & Teles, Vladimir Kuhl, 2015. "Household borrowing constraints and monetary policy in emerging economies," Textos para discussão 375, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Valdivia, Daney, 2015. "Handbook on DSGE models: some useful tips in modeling a DSGE models," MPRA Paper 61347, University Library of Munich, Germany.
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik Hendrik, 2012.
"A new comparative approach to macroeconomic modeling and policy analysis,"
IMFS Working Paper Series
49, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
- Wieland, Volker & Cwik, Tobias & Wolters, Maik & Müller, Gernot & Schmidt, Sebastian, 2012. "A New Comparative Approach to Macroeconomic Modeling and Policy Analysis," CEPR Discussion Papers 8814, C.E.P.R. Discussion Papers.
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 523-541.
- Rodriguez, Diego & Gonzalez, Andres & Fernandez, Andres, 2015.
"Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies,"
IDB Publications (Working Papers)
7382, Inter-American Development Bank.
- Andrés Fernández & Andres Gonzalez & Diego Rodriguez, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," IMF Working Papers 2015/280, International Monetary Fund.
- Fernández, Andrés & González, Andrés & Rodríguez, Diego, 2018. "Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies," Journal of International Economics, Elsevier, vol. 111(C), pages 99-121.
- Andrés Fernández & Andrés González & Diego Rodríguez, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," Borradores de Economia 14054, Banco de la Republica.
- Andrés Fernández & Andrés González & Diego Rodríguez, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," Borradores de Economia 915, Banco de la Republica de Colombia.
- José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012.
"Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options,"
Working Papers Series
269, Central Bank of Brazil, Research Department.
- Ornelas, José Renato Haas & Barbachan, José Santiago Fajardo & Farias, Aquiles Rocha de, 2012. "Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options," EBAPE Working Papers 1, FGV EBAPE - Escola Brasileira de Administração Pública e de Empresas (Brazil).
- Carvalho, Carlos Viana de & Vilela, André D., 2015.
"What lf Brazil Hadn't Floated the Real in 1999?,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
- Carlos Viana de Carvalho & André D. Vilela, 2015. "What if Brazil Hadn't Floated the Real in 1999?," Textos para discussão 647, Department of Economics PUC-Rio (Brazil).
- Fabrizio Almeida Marodin & Marcelo Savino Portugal, 2019. "Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 36-66, March.
- Leilane de Freitas Rocha Cambara & Roberto Meurer, Gilberto Tadeu Lima, 2019. "Deviating from Perfect Foresight but not from Theoretical Consistency: The Behavior of Inflation Expectations in Brazil," Working Papers, Department of Economics 2019_36, University of São Paulo (FEA-USP).
- 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.
- Mendonça, Diogo de Prince & Marçal, Emerson Fernandes & Brito, Márcio Holland de, 2016. "Is fiscal policy effective in Brazil? An empirical analysis," Textos para discussão 433, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Carlos Hamilton Araujo & Cyntia Azevedo & Silvio Costa, 2012. "Fiscal consolidation and macroeconomic challenges in Brazil," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 91-102, Bank for International Settlements.
- Oliveira, Eleonora de & Palma, Andreza A. & Portugal, Marcelo S., 2024. "A Markov-Switching DSGE model for measuring the output gap in Brazil," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(1).
- Irina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2019. "Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy," Bank of Russia Working Paper Series wps42, Bank of Russia.
- Arnildo Correa & Myrian Petrassi & Rafael Santos, 2018. "Price-Setting Behavior in Brazil: Survey Evidence," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(2), pages 283-310, November.
- Carvalho, Diogo Baerlocher & Silva, Marcelo Eduardo Alves da & Silva, Igor Ézio Maciel, 2013. "Efeitos dos choques fiscais sobre o mercado de trabalho brasileiro," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(2), June.
- Volker Wieland, 2012. "Model comparison and robustness: a proposal for policy analysis after the financial crisis," Chapters, in: Robert M. Solow & Jean-Philippe Touffut (ed.), What’s Right with Macroeconomics?, chapter 2, pages 33-67, Edward Elgar Publishing.
- Puch González, Luis Antonio & Ruiz, Jesús, 2024. "The asymmetry puzzle: the supply chain disruptions news shocks effects on oil prices and inflation," UC3M Working papers. Economics 43758, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Mr. Marco Airaudo & Mr. Edward F Buffie & Luis-Felipe Zanna, 2016. "Inflation Targeting and Exchange Rate Management In Less Developed Countries," IMF Working Papers 2016/055, International Monetary Fund.
- Alexandre Kornelius & Jose Angelo Divino, 2024. "Renewable Energy Shocks and Business Cycle Dynamics with Application to Brazil," Working Papers Series 592, Central Bank of Brazil, Research Department.
- Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2018.
"Macroprudential policy in a DSGE model: anchoring the countercyclical capital buffer,"
Economics Bulletin, AccessEcon, vol. 38(4), pages 2345-2352.
- Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2015. "Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer," Working Papers Series 407, Central Bank of Brazil, Research Department.
- Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2015. "Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer," Working Papers, Department of Economics 2015_45, University of São Paulo (FEA-USP).
- Costa Junior, Celso J. & Garcia-Cintado, Alejandro C., 2021. "Rent-seeking in an emerging market: A DSGE approach," Economic Systems, Elsevier, vol. 45(2).
- Carlos Viana de Carvalho & Eduardo Zilberman & Laura Candido de Souza & Nilda Mercedes Cabrera Pasca, 2014.
"Macroeconomic Effects of Credit Deepening in Latin America,"
Textos para discussão
629, Department of Economics PUC-Rio (Brazil).
- Carlos Carvalho & Nilda Pasca & Laura Souza & Eduardo Zilberman, 2019. "Macroeconomic Effects of Credit Deepening in Latin America," Working Papers Central Bank of Chile 828, Central Bank of Chile.
- Carlos Carvalho & Nilda Pasca & Laura Souza & Eduardo Zilberman, 2023. "Macroeconomic Effects of Credit Deepening in Latin America," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(7), pages 1817-1855, October.
- Carvalho, Carlos & Pasca, Nilda & Souza, Laura & Zilberman, Eduardo, 2015. "Macroeconomic Effects of Credit Deepening in Latin America," IDB Publications (Working Papers) 6787, Inter-American Development Bank.
- Thales A. J. T. T. Maion & Marcio Issao Nakane, 2019. "News shocks and consumer expectations: evidence for Brazil," Working Papers, Department of Economics 2019_11, University of São Paulo (FEA-USP).
- Rodríguez, Aldo, 2020. "Estimación Bayesiana de un Modelo de Economía Abierta con Sector Bancario," Dynare Working Papers 52, CEPREMAP.
- 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.
- Juan Guerra-Salas & Markus Kirchner & Rodrigo Tranamil, 2020.
"Online Appendix to "Search Frictions and the Business Cycle in a Small Open Economy DSGE Model","
Online Appendices
18-407, Review of Economic Dynamics.
- Juan Guerra-Salas & Markus Kirchner & Rodrigo Tranamil, 2021. "Search Frictions and the Business Cycle in a Small Open Economy DSGE Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 258-279, January.
- 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.
- Copaciu, Mihai & Nalban, Valeriu & Bulete, Cristian, 2015. "R.E.M. 2.0, An estimated DSGE model for Romania," Dynare Working Papers 48, CEPREMAP.
- 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.
- Buffie, Edward F. & Zanna, Luis-Felipe, 2018. "Limited Asset Market Participation And Determinacy In The Open Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 22(8), pages 1937-1977, December.
- 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.
- 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.
- Schmidt, Sebastian & Wieland, Volker, 2013.
"The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation,"
Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1439-1512,
Elsevier.
- Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Bańbura, Marta & Albani, Maria & Ambrocio, Gene & Bursian, Dirk & Buss, Ginters & de Winter, Jasper & Gavura, Miroslav & Giordano, Claire & Júlio, Paulo & Le Roux, Julien & Lozej, Matija & Malthe-Thag, 2018. "Business investment in EU countries," Occasional Paper Series 215, European Central Bank.
- Buffie, Edward F. & Airaudo, M. & Zanna, Felipe, 2018. "Inflation targeting and exchange rate management in less developed countries," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 159-184.
- Adnan Haider & Musleh-ud Din & Ejaz Ghani, 2013.
"Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks,"
SBP Working Paper Series
65, State Bank of Pakistan, Research Department.
- Haider, Adnan & Din, Musleh-ud & Ghani, Ejaz, 2012. "Monetary policy, informality and business cycle fluctuations in a developing economy vulnerable to external shocks," MPRA Paper 42484, University Library of Munich, Germany.
- Adnan Haider & Musleh ud Din & Ejaz Ghani, 2012. "Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 609-681.
- Kozlovtceva, Irina & Ponomarenko, Alexey & Sinyakov, Andrey & Tatarintsev, Stas, 2020.
"A case for leaning against the wind in a commodity-exporting economy,"
International Economics, Elsevier, vol. 164(C), pages 86-114.
- FrIrina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2020. "A case for leaning against the wind in a commodity-exporting economy," International Economics, CEPII research center, issue 164, pages 86-114.
- Cambara, Leilane de Freitas Rocha & Meurer, Roberto & Lima, Gilberto Tadeu, 2022. "Deviating from full rationality but not from theoretical consistency: The behavior of inflation expectations in Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 492-501.
- 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.
- Fasolo, Angelo M. & Araujo, Eurilton & Jorge, Marcos Valli & Kornelius, Alexandre & Marinho, Leonardo Sousa Gomes, 2024.
"Brazilian macroeconomic dynamics redux: Shocks, frictions, and unemployment in SAMBA model,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(2).
- Angelo Marsiglia Fasolo & Eurilton Araújo & Marcos Valli Jorge & Alexandre Kornelius & Leonardo Sousa Gomes Marinho, 2023. "Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model," Working Papers Series 578, Central Bank of Brazil, Research Department.
- 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.
- Gómez, Marcos & Medina, Juan Pablo & Valenzuela, Gonzalo, 2019. "Unveiling the objectives of central banks: Tales of four Latin American countries," Economic Modelling, Elsevier, vol. 76(C), pages 81-100.
- Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01222798, HAL.
- Luiz Awazu Pereira da Silva & Ricardo Eyer Harris, 2012.
"Financial Stability in Brazil,"
Working Papers Series
289, Central Bank of Brazil, Research Department.
- Luiz Awazu Pereira da Silva & Adriana Soares Sales & Wagner Piazza Gaglianone, 2013. "Financial stability in Brazil," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 4, Edward Elgar Publishing.
- Waldyr Dutra Areosa & Christiano Arrigoni Coelho, 2013. "Utilizando um Modelo DSGE para Avaliar os Efeitos Macroeconômicos dos Recolhimentos Compulsórios no Brasil," Working Papers Series 303, Central Bank of Brazil, Research Department.
- Marcos Valli Jorge & Angelo M Fasolo & Silvio Michael de Azevedo Costa, 2024. "Mitigating Policies for Pollutant Emissions in a DSGE for the Brazilian Economy," Working Papers Series 591, Central Bank of Brazil, Research Department.
- Shaun de Jager & Michael Johnston & Rudi Steinbach, 2015. "A Revised Quarterly Projection Model for South Africa," Working Papers 6839, South African Reserve Bank.
- Ashima Goyal & Abhishek Kumar, 2017.
"A DSGE model-based analysis of the Indian slowdown,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2017-003, Indira Gandhi Institute of Development Research, Mumbai, India.
- Ashima Goyal & Abhishek Kumar, 2020. "A DSGE Model-Based Analysis of the Indian Slowdown," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-38, April.
- Carvalho, Carlos & Pasca, Nilda & Souza, Laura & Zilberman, Eduardo, 2019. "Macroeconomic Macroeconomic Effects of Credit Deepening in Latin America," Working Papers 2019-013, Banco Central de Reserva del Perú.
- Áydano Ribeiro Leite & Cássio da Bessaria Nobrega & André Luis Mota dos Santos & Fernando Fernandes Neto, 2022. "Regra do teto dos gastos públicos (PEC 55/241) e sustentabilidade da dívida pública no Brasil: Análise de cenários a partir de um modelo DSGE [Public spending celing rule (PEC 55/241) and public de," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 39(79), pages 219-247, july-dece.
- Valdivia, Daney & Pérez, Danyira, 2013. "Dinámica económica y coordinación de políticas fiscal – monetaria en América Latina: Evaluación a través de una DSGE [Dynamic economic and coordination on fiscal – monetary policies in Latin Améric," MPRA Paper 51562, University Library of Munich, Germany.
- Paulo de Carvalho Lins & Marcio Issao Nakane, 2019. "Floating-rate bonds and monetary policy effectiveness: insights from a DSGE model," Working Papers, Department of Economics 2019_08, University of São Paulo (FEA-USP).
- Markus Kirchner & Rodrigo Tranamil, 2016. "Calvo Wages Vs. Search Frictions: a Horse Race in a DSGE Model of a Small Open Economy," Working Papers Central Bank of Chile 778, Central Bank of Chile.
- Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Documents de travail du Centre d'Economie de la Sorbonne 15066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Arnildo da Silva Correa & Myrian Beatriz S. Petrassi & Rafael Santos, 2016. "Price-Setting Behavior in Brazil: survey evidence," Working Papers Series 422, Central Bank of Brazil, Research Department.
- Celso José Costa Junior & Alejandro C. García Cintado & Manuel Alejandro Hidalgo Pérez, 2019. "Political-Business Cycles in BRICS Economies: Evidence from Brazil," Working Papers 19.09, Universidad Pablo de Olavide, Department of Economics.
- Fernando de Menezes Linardi, 2016. "Assessing the Fit of a Small Open-Economy DSGE Model for the Brazilian Economy," Working Papers Series 424, Central Bank of Brazil, Research Department.
- Francesco Sergi, 2020. "The Standard Narrative about DSGE Models in Central Banks’ Technical Reports," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(2), pages 163-193, March.
- Silvio Michael de Azevedo Costa, 2016. "Structural Trends and Cycles in a DSGE Model for Brazil," Working Papers Series 434, Central Bank of Brazil, Research Department.
- Rafael Santos & Márcia S. Leon, 2010.
"Efeitos da Globalização na Inflação Brasileira,"
Working Papers Series
201, Central Bank of Brazil, Research Department.
Cited by:
- Central Bank of Brazil, 2018. "Globalisation and deglobalisation," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and deglobalisation, volume 100, pages 71-82, Bank for International Settlements.
- Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007.
"Monetary arrangements for emerging economies,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
652, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
Cited by:
- Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007.
"Speculative attacks, openness and crises,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
654, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2012. "Speculative attacks, openness and crises," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(2), June.
- Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007.
"Speculative attacks, openness and crises,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
654, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Araújo, Aloísio Pessoa de & Santos, Rafael Chaves, 2007.
"Inflation targeting, credibility and confidence crises,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
653, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Aloisio Araujo & Rafael Santos, 2007. "Inflation Targeting, Credibility and Confidence Crises," Working Papers Series 140, Central Bank of Brazil, Research Department.
Cited by:
- Ricardo Schechtman, 2007.
"Joint Validation of Credit Rating PDs under Default Correlation,"
Working Papers Series
149, Central Bank of Brazil, Research Department.
- Ricardo Schechtman, 2017. "Joint Validation of Credit Rating PDs under Default Correlation," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 235-282, June.
- Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
Articles
- Aloisio Araujo & Marcia Leon & Rafael Santos, 2017.
"Bargained haircuts and debt policy implications,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 635-656, December.
See citations under working paper version above.
- Aloisio Araujo & Marcia Leon & Rafael Santos, 2016. "Bargained Haircuts and Debt Policy Implications," Working Papers Series 416, Central Bank of Brazil, Research Department.
- Castro, Marcos R. de & Gouvea, Solange N. & Minella, Andre & Santos, Rafael & Souza-Sobrinho, Nelson F., 2015.
"SAMBA: Stochastic Analytical Model with a Bayesian Approach,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
See citations under working paper version above.
- Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho, 2011. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Working Papers Series 239, Central Bank of Brazil, Research Department.
- Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2013.
"Welfare analysis of currency regimes with defaultable debts,"
Journal of International Economics, Elsevier, vol. 89(1), pages 143-153.
Cited by:
- Diego Perez & Pablo Ottonello, 2016.
"The Currency Composition of Sovereign Debt,"
2016 Meeting Papers
596, Society for Economic Dynamics.
- Pablo Ottonello & Diego J. Perez, 2019. "The Currency Composition of Sovereign Debt," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(3), pages 174-208, July.
- Patrick Bolton & Haizhou Huang, 2017. "The Capital Structure of Nations," NBER Working Papers 23612, National Bureau of Economic Research, Inc.
- Aloisio Araujo, 2015. "General equilibrium, preferences and financial institutions after the crisis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 217-254, February.
- Wenxin Du & Jesse Schreger, 2014.
"Local Currency Sovereign Risk,"
Working Paper
102321, Harvard University OpenScholar.
- Wenxin Du & Jesse Schreger, 2013. "Local Currency Sovereign Risk," International Finance Discussion Papers 1094, Board of Governors of the Federal Reserve System (U.S.).
- Aloisio Araujo & Marcia Leon & Rafael Santos, 2017.
"Bargained haircuts and debt policy implications,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 635-656, December.
- Aloisio Araujo & Marcia Leon & Rafael Santos, 2016. "Bargained Haircuts and Debt Policy Implications," Working Papers Series 416, Central Bank of Brazil, Research Department.
- Galo Nuño & Carlos Thomas, 2015.
"Monetary policy and sovereign debt vulnerability,"
Working Papers
1517, Banco de España.
- Carlos Thomas & Galo Nuño, 2016. "Monetary Policy and Sovereign Debt Vulnerability," 2016 Meeting Papers 329, Society for Economic Dynamics.
- Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, 2014.
"Coordination and Crisis in Monetary Unions,"
NBER Working Papers
20277, National Bureau of Economic Research, Inc.
- Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, "undated". "Coordination and Crisis in Monetary Unions," Working Paper 165301, Harvard University OpenScholar.
- Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, 2015. "Coordination and Crisis in Monetary Unions," Staff Report 511, Federal Reserve Bank of Minneapolis.
- Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, 2015. "Coordination and Crisis in Monetary Unions," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 130(4), pages 1727-1779.
- Manuel Amador & Gita Gopinath & Emmanuel Farhi & Mark Aguiar, 2015. "Coordination and Crisis in Monetary Unions," 2015 Meeting Papers 1337, Society for Economic Dynamics.
- Sunder-Plassmann, Laura, 2020. "Infation, default and sovereign debt: The role of denomination and ownership," Journal of International Economics, Elsevier, vol. 127(C).
- Yasin Kursat Onder & Enes Sunel, 2021.
"Inflation-default trade-off without a nominal anchor: The case of Greece,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 55-78, January.
- Yasin Kursat Onder & Enes Sunel, 2020. "Code and data files for "Inflation-default trade-off without a nominal anchor: The case of Greece"," Computer Codes 18-220, Review of Economic Dynamics.
- Javier Bianchi, 2019.
"Monetary Independence and Rollover Crises,"
2019 Meeting Papers
1367, Society for Economic Dynamics.
- Javier Bianchi & Jorge Mondragon, 2018. "Monetary Independence and Rollover Crises," Working Papers 755, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Jorge Mondragon, 2018. "Monetary Independence and Rollover Crises," NBER Working Papers 25340, National Bureau of Economic Research, Inc.
- Javier Bianchi & Jorge Mondragon, 2022. "Monetary Independence and Rollover Crises," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(1), pages 435-491.
- Ricardo Sabbadini, 2018.
"Overcoming the Original Sin: gains from local currency external debt,"
Working Papers Series
484, Central Bank of Brazil, Research Department.
- Ricardo Sabbadini, 2017. "Overcoming the Original Sin: Gains from Local Currency External Debt," Working Papers, Department of Economics 2017_27, University of São Paulo (FEA-USP).
- Wenxin Du & Carolin E. Pflueger & Jesse Schreger, 2016. "Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy," NBER Working Papers 22592, National Bureau of Economic Research, Inc.
- Giancarlo Corsetti, 2023. "Debt crises, fast and slow Giancarlo," RSCAS Working Papers 2023/15, European University Institute.
- Bolton, Patrick & Huang, Haizhou, 2017. "The Capital Structure of Nations," CEPR Discussion Papers 12157, C.E.P.R. Discussion Papers.
- Patrick Bolton & Haizhou Huang, 2018. "The Capital Structure of Nations [Welfare analysis of currency regimes with defaultable debts]," Review of Finance, European Finance Association, vol. 22(1), pages 45-82.
- Ogrokhina, Olena & Rodriguez, Cesar M., 2019. "The effect of inflation targeting and financial openness on currency composition of sovereign international debt," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 1-18.
- Daniel Fried, 2017. "Inflation, Default, and the Currency Composition of Sovereign Debt in Emerging Economies: Working Paper 2017-01," Working Papers 52385, Congressional Budget Office.
- Diego Perez & Pablo Ottonello, 2016.
"The Currency Composition of Sovereign Debt,"
2016 Meeting Papers
596, Society for Economic Dynamics.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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-CBA: Central Banking (5) 2007-10-06 2007-10-06 2007-12-01 2010-02-05 2011-05-24. Author is listed
- NEP-MAC: Macroeconomics (4) 2007-10-06 2007-10-06 2007-12-01 2010-02-05
- NEP-MON: Monetary Economics (3) 2007-10-06 2007-10-06 2007-12-01
- NEP-COM: Industrial Competition (2) 2016-04-09 2016-04-23
- NEP-LAM: Central and South America (2) 2016-04-09 2016-04-23
- NEP-DGE: Dynamic General Equilibrium (1) 2011-05-24
- NEP-HME: Heterodox Microeconomics (1) 2016-04-09
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