Results 111 to 120 of about 361,227 (169)

Determinants of Bank Efficiency: the case of Brazil [PDF]

open access: yes
This paper analyzes the efficiency of the Brazilian banking sector over the post-privatization period of 2000-2007. We employ a Bayesian stochastic frontier approach, which provides exact efficiency estimates and confidence intervals and thus, allows an ...
Benjamin M. Tabak, Patricia Tecles
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The Natural Rate of Unemployment in Brazil, Chile, Colombia and Venezuela: some results and challenges [PDF]

open access: yes
This paper summarises the research results obtained by the group of central banks (Brazil, Chile, Colombia and Venezuela) that joined the research program on the Natural Rate of Unemployment – under the coordination of the Central Bank of Brazil – within
Tito Nícias Teixeira da Silva Filho
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Explaining Bank Failures in Brazil: Micro, Macro and Contagion Effects (1994-1998) [PDF]

open access: yes
We apply duration (survival) models with exponential hazard and exponential piecewise-constant hazard functions to study the determinants of bank failure over the period 1994 to 1998 in Brazil. The models deal empirically with left censoring in the data.
Adriana Soares Sales   +1 more
core  

Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002 [PDF]

open access: yes
Using survey data, we document that foreign-owned institutions became more pessimistic than locally owned institutions about the strength of the Brazilian currency around the 2002 presidential elections.
Emanuel Kohlscheen, Sandro C. Andrade
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Targets and Inflation Dynamics [PDF]

open access: yes
Brazil has experienced crucial changes in its inflation process since the adoption of inflation targeting in mid 1999. This article addresses changes in the analytical framework employed to track the inflation dynamics, specifically the relevance of an ...
Sergio A. L. Alves, Waldyr D. Areosa
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Identification of Monetary Policy Shocks in the Brazilian Market for Bank Reserves [PDF]

open access: yes
We estimate an identified VAR (SVAR) with contemporaneous restrictions derived from a model of the market for bank reserves, which allows us to disentangle monetary policy shocks from demand shocks for reserves in Brazil.
Adriana Soares Sales   +1 more
core  

The role of macroeconomic variables in sovereign risk [PDF]

open access: yes
We use a dynamic term structure model with default and observable factors to study the interaction between macro variables and the Brazilian sovereign yield curve.
José Valentim Vicente   +1 more
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