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Optimal Monetary Rules: The Case of Brazil. (2003). Tabak, Benjamin ; De Almeida, Charles Lima ; Peres, Marco Aurelio ; Geraldo da Silva e Souza, .
In: Working Papers Series.
RePEc:bcb:wpaper:63.

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Cited: 17

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Coauthors: 0

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Citations

Citations received by this document

  1. Facing the Quadrilemma: Taylor rules, intervention policy and capital controls in large emerging markets. (2020). Zink, David ; Hutchison, Michael ; Chertman, Fernando.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305601.

    Full description at Econpapers || Download paper

  2. Assessing macro influence on Brazilian yield curve with affine models. (2011). Moreira, Ajax ; Matsumura, Marco .
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:15:p:1847-1863.

    Full description at Econpapers || Download paper

  3. Central Bank preferences and monetary rules under the inflation targeting regime in Brasil. (2009). da Silva, Edilean Kleber ; Portugal, Marcelo Savino.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:29:y:2009:i:1:a:2697.

    Full description at Econpapers || Download paper

  4. The Fiscal Theory of the Price Level and the Interaction of Monetary and Fiscal Policies: The Brazilian Case. (2007). Belchior, Tito ; De Almeida, Charles Lima ; da Silva, Geraldo .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:27:y:2007:i:1:a:1573.

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  5. Long-Range Dependence in Exchange Rates: the case of the European Monetary System. (2007). Tabak, Benjamin ; Cajueiro, Daniel ; Sergio Rubens Stancato de Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:131.

    Full description at Econpapers || Download paper

  6. The Recent Brazilian Disinflation Process and Costs. (2006). Alves, Sergio ; Tombini, Alexandre A..
    In: Working Papers Series.
    RePEc:bcb:wpaper:109.

    Full description at Econpapers || Download paper

  7. The Effect of Adverse Supply Shocks on Monetary Policy and Output. (2006). Jose Ricardo C. Silva, ; Bugarin, Mirta ; Maria da Gloria D. S. Araujo, ; Muinhos, Marcelo Kfoury .
    In: Working Papers Series.
    RePEc:bcb:wpaper:103.

    Full description at Econpapers || Download paper

  8. Comparing equilibrium real interest rates: different approaches to measure Brazilian rates. (2006). Nakane, Marcio ; Muinhos, Marcelo Kfoury .
    In: Working Papers Series.
    RePEc:bcb:wpaper:101.

    Full description at Econpapers || Download paper

  9. Comment on Market Discipline and Monetary Policy by Carl Walsh. (2005). Carvalho, Fabia ; Bugarin, Mauricio S..
    In: Working Papers Series.
    RePEc:bcb:wpaper:95.

    Full description at Econpapers || Download paper

  10. Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002. (2004). Barbosa, Fernando ; Loureiro, Andre Soares ; Fernando de Holanda Barbosa, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:85.

    Full description at Econpapers || Download paper

  11. Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis. (2004). Leon, Márcia ; Araujo, Aloisio.
    In: Working Papers Series.
    RePEc:bcb:wpaper:84.

    Full description at Econpapers || Download paper

  12. Bank Competition, Agency Costs and the Performance of the Monetary Policy. (2004). Nakane, Marcio ; Alencar, Leonardo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:81.

    Full description at Econpapers || Download paper

  13. Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility. (2003). Minella, André ; Goldfajn, Ilan ; de Freitas, Paulo Springer ; Muinhos, Marcelo Kfoury .
    In: Working Papers Series.
    RePEc:bcb:wpaper:77.

    Full description at Econpapers || Download paper

  14. Inflation Targeting in Emerging Market Economies. (2003). Minella, André ; Goldfajn, Ilan ; Fraga, Arminio .
    In: Working Papers Series.
    RePEc:bcb:wpaper:76.

    Full description at Econpapers || Download paper

  15. Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates. (2003). Tabak, Benjamin.
    In: Working Papers Series.
    RePEc:bcb:wpaper:70.

    Full description at Econpapers || Download paper

  16. Real Balances in the Utility Function: Evidence for Brazil. (2003). Nakane, Marcio ; Alencar, Leonardo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:68.

    Full description at Econpapers || Download paper

  17. On the Information Content of Oil Future Prices. (2003). Tabak, Benjamin.
    In: Working Papers Series.
    RePEc:bcb:wpaper:65.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. /00 Pedro Fachada Ago/2001
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  2. A Note on the Efficient Estimation of Inflation in Brazil Michael F. Bryan e Stephen G. Cecchetti Mar/2001

  3. A Simple Model for Inflation Targeting in Brazil Paulo Springer de Freitas e Marcelo Kfoury Muinhos Abr/2001

  4. A Test of Competition in Brazilian Banking Márcio I. Nakane Mar/2001
    Paper not yet in RePEc: Add citation now
  5. Algumas Considerações Sobre a Sazonalidade no IPCA Francisco Marcos R. Figueiredo e Roberta Blass Staub Nov/2001

  6. An Information Theory Approach to the Aggregation of Log-Linear Models Pedro H. Albuquerque Jul/2000

  7. Análise do Financiamento Externo a Uma Pequena Economia Carlos Hamilton Vasconcelos Araújo e Renato Galvão Flôres Júnior Mar/2001
    Paper not yet in RePEc: Add citation now
  8. As Leis de Falência: uma Abordagem Econômica Aloisio Araujo Dez/2002
    Paper not yet in RePEc: Add citation now
  9. Avaliação das Projeções do Modelo Estrutural do Banco Central do Brasil Para a Taxa de Variação do IPCA Sergio Afonso Lago Alves Evaluation of the Central Bank of Brazil Structural Model's Inflation Forecasts in an Inflation Targeting Framework Sergio Afonso Lago Alves Mar/2001 Jul/2001

  10. Can Emerging Markets Float? Should They Inflati on Target? Barry Eichengreen Fev/2002

  11. Causality and Cointegration in Stock Markets: The Case of Latin America Benjamin Miranda Tabak e Eduardo José Araújo Lima Dez/2002

  12. Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil Carlos Hamilton Vasconcelos Araújo e Osmani Teixeira de Carvalho de Guillén Nov/2002
    Paper not yet in RePEc: Add citation now
  13. Constrained Discretion and Collective Action Problems: Reflections on the Resolution of International Financial Crises Arminio Fraga e Daniel Luiz Gleizer Nov/2001

  14. Credit Channel with Sovereign Credit Risk: an Empirical Test Victorio Yi Tson Chu Set/2002

  15. Credit Channel without the LM Curve Victorio Y. T. Chu e Márcio I. Nakane Maio/2001

  16. Crises Cambiais e Ataques Especulativos no Brasil Mauro Costa Miranda Nov/2001

  17. Decentralized Portfolio Management Paulo Coutinho e Benjamin Miranda Tabak Jun/2001

  18. Delegated Portfolio Management Paulo Coutinho e Benjamin Miranda Tabak Dez/2002

  19. Desenvolvimento do Sistema Financeiro e Crescimento Econômico no Brasil: Evidências de Causalidade Orlando Carneiro de Matos Set/2002

  20. Estimating Exchange Market Pressure and Intervention Activity Emanuel-Werner Kohlscheen Nov/2000

  21. Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil Pedro Cavalcanti Ferreira e Osmani Teixeira de Carvalho Guillén Jun/2002
    Paper not yet in RePEc: Add citation now
  22. Evaluating Core Inflation Measures for Brazil Francisco Marcos Rodrigues Figueiredo Mar/2001

  23. Generalized Hyperbolic Distributions and Brazilian Data José Fajardo e Aquiles Farias Set/2002

  24. Implementing Inflation Targeting in Brazil Joel Bogdanski, Alexandre Antonio Tombin e Sérgio Ribeiro da Costa Werlang Jul/2000

  25. Indicadores Derivados de Agregados Monetários Fernando de Aquino Fonseca Neto e José Albuquerque Júnior Set/2002
    Paper not yet in RePEc: Add citation now
  26. Inflation Targeting in an Open Financially Integrated Emerging Economy: the case of Brazil Marcelo Kfoury Muinhos Ago/2001

  27. Inflation Targeting in Brazil: Lessons and Challenges André Minella, Paulo Springer de Freitas, Ilan Goldfajn e Marcelo Kfoury Muinhos Nov/2002

  28. Inflation Targeting in Brazil: Shocks, Backward-Looking Prices, and IMF Conditionality Joel Bogdanski, Paulo Springer de Freitas, Ilan Goldfajn e Alexandre Antonio Tombini Ago/2001

  29. Is It Worth Tracking Dollar/Real Implied Volatility? Sandro Canesso de Andrade e Benjamin Miranda Tabak Mar/2001

  30. Leading Indicators of Inflation for Brazil Marcelle Chauvet Set/2000

  31. Macroeconomic Coor dination and Inflation Targeting in a TwoCountry Model Eui Jung Chang, Marcelo Kfoury Muinhos e Joanílio Rodolpho Teixeira Set/2002
    Paper not yet in RePEc: Add citation now
  32. Modelo Estrutural com Setor Externo: Endogenização do Prêmio de Risco e do Câmbio Marcelo Kfoury Muinhos, Sérgio Afonso Lago Alves e Gil Riella Jun/2002

  33. Modelos de Previsão de Insolvência Bancária no Brasil Marcio Magalhães Janot Mar/2001
    Paper not yet in RePEc: Add citation now
  34. Monetary Policy and Inflation in Brazil (1975-2000): a VAR Estimation André Minella Nov/2001
    Paper not yet in RePEc: Add citation now
  35. Monetary Policy in Brazil: Remarks on the Inflation Targeting Regime, Public Debt Management and Open Market Operations Luiz Fernando Figueiredo, Pedro Fachada e Sérgio Goldenstein Mar/2002

  36. Mudanças de Regime no Câmbio Brasileiro Carlos Hamilton V. Araújo e Getúlio B. da Silveira Filho Jun/2002
    Paper not yet in RePEc: Add citation now
  37. O Uso de Dados de Alta Freqüência na Estimação da Volatilidade e do Valor em Risco para o Ibovespa João Maurício de Souza Moreira e Eduardo Facó Lemgruber Dez/2002
    Paper not yet in RePEc: Add citation now
  38. Opções sobre Dólar Comercial e Expectativas a Respeito do Comportamento da Taxa de Câmbio Paulo Castor de Castro Mar/2002
    Paper not yet in RePEc: Add citation now
  39. Optimal Interest Rate Rules in Inflation Targeting Frameworks José Alvaro Rodrigues Neto, Fabio Araújo e Marta Baltar J. Moreira Jul/2000
    Paper not yet in RePEc: Add citation now
  40. Optimal Monetary Policy, Gains from Commitment, and Inflation Persistence André Minella Ago/2002

  41. Os Efeitos da CPMF sobre a Intermediação Financeira Sérgio Mikio Koyama e Márcio I. Nakane Jul/2001
    Paper not yet in RePEc: Add citation now
  42. Os Impactos Econômicos da CPMF: Teoria e Evidência Pedro H. Albuquerque Jun/2001

  43. Os Preços Administrados e a Inflação no Brasil Francisco Marcos R. Figueiredo e Thaís Porto Ferreira Dez/2002

  44. Política Monetária e Supervisão do Sistema Financeiro Nacional no Banco Central do Brasil Eduardo Lundberg Monetary Policy and Banking Supervision Functions on the Central Bank Eduardo Lundberg Jul/2000 Jul/2000

  45. Private Sector Participation: A Theoretical Justification of the Brazilian Position Sérgio Ribeiro da Costa Werlang Jul/2000

  46. Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais Marco Antonio Bonomo e Ricardo D. Brito Nov/2001

  47. Should Government Smooth Exchange Rate Risk? Ilan Goldfajn e Marcos Antonio Silveira Set/2002
    Paper not yet in RePEc: Add citation now
  48. Speculative Attacks on Debts, Dollarization and Optimum Currency Areas Aloisio Araujo e Márcia Leon Abr/2002

  49. Stock Returns and Volatility Benjamin Miranda Tabak e Solange Maria Guerra Nov/2002

  50. Taxa de Juros e Concentração Bancária no Brasil Eduardo Kiyoshi Tonooka e Sérgio Mikio Koyama Fev/2003
    Paper not yet in RePEc: Add citation now
  51. Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates Benjamin Miranda Tabak e Sandro Canesso de Andrade Nov/2001

  52. The Correlation Matrix of the Brazilian Central Bank's Standard Model for Interest Rate Market Risk José Alvaro Rodrigues Neto Set/2000
    Paper not yet in RePEc: Add citation now
  53. The Determinants of Bank Interest Spread in Brazil Tarsila Segalla Afanasieff, Priscilla Maria Villa Lhacer e Márcio I. Nakane Ago/2002

  54. The Effects of the Brazilian ADRs Program on Domestic Market Efficiency Benjamin Miranda Tabak e Eduardo José Araújo Lima Jun/2002

  55. The Pass-through from Depreciation to Inflation: A Panel Study Ilan Goldfajn e Sérgio Ribeiro da Costa Werlang Jul/2000

  56. The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows The Brazilian Stock Market Case Benjamin Miranda Tabak Dez/2002

  57. Uma Definição Operacional de Estabilidade de Preços Tito Nícias Teixeira da Silva Filho Dez/2001
    Paper not yet in RePEc: Add citation now
  58. Uncovered Interest Parity with Fundamentals: A Brazilian Exchange Rate Forecast Model Marcelo Kfoury Muinhos, Paulo Springer de Freitas e Fabio Araújo Maio/2001
    Paper not yet in RePEc: Add citation now
  59. Volatilidade Implícita e Antecipação de Eventos de Stress: um Teste para o Mercado Brasileiro Frederico Pechir Gomes Mar/2002
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Previsão de inflação com incerteza do hiato do produto no Brasil. (2008). Guillén, Osmani ; Guillén, Osmani ; Carlos Hamilton Vasconcelos Araujo, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, ; Osmani Teixeira de Carvalho Guillen, .
    In: Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting].
    RePEc:anp:en2008:200807211138520.

    Full description at Econpapers || Download paper

  2. Interdependence and Contagion: an Analysis of Information Transmission in Latin Americas Stock Markets. (2006). Fasolo, Angelo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:112.

    Full description at Econpapers || Download paper

  3. The Recent Brazilian Disinflation Process and Costs. (2006). Alves, Sergio ; Tombini, Alexandre A..
    In: Working Papers Series.
    RePEc:bcb:wpaper:109.

    Full description at Econpapers || Download paper

  4. Comparing equilibrium real interest rates: different approaches to measure Brazilian rates. (2006). Nakane, Marcio ; Muinhos, Marcelo Kfoury .
    In: Working Papers Series.
    RePEc:bcb:wpaper:101.

    Full description at Econpapers || Download paper

  5. Comment on Market Discipline and Monetary Policy by Carl Walsh. (2005). Carvalho, Fabia ; Bugarin, Mauricio S..
    In: Working Papers Series.
    RePEc:bcb:wpaper:95.

    Full description at Econpapers || Download paper

  6. Constructing Core Inflation Index for Russia. (2004). Tsyplakov, Alexander ; Alexander, Tsyplakov .
    In: EERC Working Paper Series.
    RePEc:eer:wpalle:04-04e.

    Full description at Econpapers || Download paper

  7. Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002. (2004). Barbosa, Fernando ; Loureiro, Andre Soares ; Fernando de Holanda Barbosa, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:85.

    Full description at Econpapers || Download paper

  8. Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis. (2004). Leon, Márcia ; Araujo, Aloisio.
    In: Working Papers Series.
    RePEc:bcb:wpaper:84.

    Full description at Econpapers || Download paper

  9. Bank Competition, Agency Costs and the Performance of the Monetary Policy. (2004). Nakane, Marcio ; Alencar, Leonardo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:81.

    Full description at Econpapers || Download paper

  10. ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL. (2004). Guillén, Osmani ; Guillén, Osmani ; Carlos Hamilton Vasconcelos Araujo, ; Guillén, Osmani ; Osmani Teixera de Carvalho Guillen, ; Marta Baltar Moreira Areosa, .
    In: Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting].
    RePEc:anp:en2004:041.

    Full description at Econpapers || Download paper

  11. Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility. (2003). Minella, André ; Goldfajn, Ilan ; de Freitas, Paulo Springer ; Muinhos, Marcelo Kfoury .
    In: Working Papers Series.
    RePEc:bcb:wpaper:77.

    Full description at Econpapers || Download paper

  12. Inflation Targeting in Emerging Market Economies. (2003). Minella, André ; Goldfajn, Ilan ; Fraga, Arminio .
    In: Working Papers Series.
    RePEc:bcb:wpaper:76.

    Full description at Econpapers || Download paper

  13. Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates. (2003). Tabak, Benjamin.
    In: Working Papers Series.
    RePEc:bcb:wpaper:70.

    Full description at Econpapers || Download paper

  14. Real Balances in the Utility Function: Evidence for Brazil. (2003). Nakane, Marcio ; Alencar, Leonardo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:68.

    Full description at Econpapers || Download paper

  15. On the Information Content of Oil Future Prices. (2003). Tabak, Benjamin.
    In: Working Papers Series.
    RePEc:bcb:wpaper:65.

    Full description at Econpapers || Download paper

  16. Optimal Monetary Rules: The Case of Brazil. (2003). Tabak, Benjamin ; De Almeida, Charles Lima ; Peres, Marco Aurelio ; Geraldo da Silva e Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:63.

    Full description at Econpapers || Download paper

  17. Frequency Domain Analysis of Core Inflation Measures for Brasil. (2002). Araújo, Eurilton ; Fiorencio, Antonio ; Araujo, Eurilton .
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_28.

    Full description at Econpapers || Download paper

  18. Delegated Portfolio Management. (2002). Tabak, Benjamin ; Coutinho, Paulo .
    In: Working Papers Series.
    RePEc:bcb:wpaper:60.

    Full description at Econpapers || Download paper

  19. Stock Returns and Volatility. (2002). Tabak, Benjamin ; Guerra, Solange.
    In: Working Papers Series.
    RePEc:bcb:wpaper:54.

    Full description at Econpapers || Download paper

  20. Credit Channel with Sovereign Credit Risk: an Empirical Test. (2002). Chu, Victorio.
    In: Working Papers Series.
    RePEc:bcb:wpaper:51.

    Full description at Econpapers || Download paper

  21. Macroeconomic Coordination and Inflation Targeting in a Two-Country Model. (2002). Teixeira, Joanílio ; Chang, Eui Jung ; Muinhos, Marcelo Kfoury .
    In: Working Papers Series.
    RePEc:bcb:wpaper:50.

    Full description at Econpapers || Download paper

  22. The Determinants of Bank Interest Spread in Brazil. (2002). Nakane, Marcio ; AFANASIEFF, TARSILA SEGALLA ; Priscilla Maria Villa Lhacer, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:46.

    Full description at Econpapers || Download paper

  23. An Operational Definition of Price Stability. (2002). da Silva Filho, Tito Nícias.
    In: Working Papers Series.
    RePEc:bcb:wpaper:35.

    Full description at Econpapers || Download paper

  24. Estimating Brazilian Potential Output: A Production Function Approach. (2002). da Silva Filho, Tito Nícias.
    In: Working Papers Series.
    RePEc:bcb:wpaper:17.

    Full description at Econpapers || Download paper

  25. Inflation Targeting in Brazil: Reviewing Two Years of Monetary Policy 1999/00. (2001). Fachada, Pedro .
    In: Working Papers Series.
    RePEc:bcb:wpaper:25.

    Full description at Econpapers || Download paper

  26. An Application of Quah And Vaheys Svar Methodology for Estimating Core Inflation in Brazil. (2001). Kanczuk, Fabio ; Picchetti, Paulo .
    In: Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting].
    RePEc:anp:en2001:019.

    Full description at Econpapers || Download paper

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