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Working Papers Series / Central Bank of Brazil, Research Department

Citation Profile [Updated: 2025-01-21 09:43:16]
5 Years H Index
32
Impact Factor (IF)
0.26
5 Years IF
0.21
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2000 0 0.54 0.89 0 9 9 316 8 8 0 0 5 62.5 8 0.89 0.25
2001 1.78 0.49 2.2 1.78 26 35 149 67 85 9 16 9 16 60 89.6 34 1.31 0.28
2002 0.89 0.54 3.21 0.89 26 61 266 195 281 35 31 35 31 152 77.9 53 2.04 0.31
2003 0.63 0.53 3.89 0.87 20 81 383 314 596 52 33 61 53 261 83.1 29 1.45 0.3
2004 0.43 0.59 2.02 0.49 11 92 74 186 782 46 20 81 40 140 75.3 6 0.55 0.36
2005 0.97 0.61 1.35 0.72 9 101 42 136 918 31 30 92 66 60 44.1 1 0.11 0.37
2006 0.9 0.59 3.89 0.51 27 128 199 498 1416 20 18 92 47 434 87.1 58 2.15 0.34
2007 0.36 0.52 1.5 0.35 29 157 141 235 1652 36 13 93 33 187 79.6 12 0.41 0.29
2008 0.39 0.59 0.71 0.61 23 180 70 127 1780 56 22 96 59 1 0.8 3 0.13 0.29
2009 0.17 0.58 0.45 0.29 20 200 68 89 1870 52 9 99 29 1 1.1 1 0.05 0.33
2010 0.14 0.52 0.42 0.25 30 230 260 95 1967 43 6 108 27 7 7.4 1 0.03 0.3
2011 0.52 0.62 0.63 0.41 33 263 178 163 2132 50 26 129 53 47 28.8 16 0.48 0.37
2012 0.73 0.68 0.87 0.56 39 302 157 262 2394 63 46 135 76 131 50 70 1.79 0.36
2013 0.5 0.66 0.59 0.47 41 343 173 201 2596 72 36 145 68 69 34.3 30 0.73 0.35
2014 0.5 0.67 0.46 0.47 35 378 64 170 2768 80 40 163 76 20 11.8 2 0.06 0.34
2015 0.49 0.65 0.6 0.58 32 410 92 235 3013 76 37 178 103 39 16.6 10 0.31 0.36
2016 0.39 0.64 0.55 0.46 43 453 346 247 3261 67 26 180 82 43 17.4 19 0.44 0.35
2017 0.72 0.62 0.45 0.42 16 469 87 209 3472 75 54 190 80 14 6.7 6 0.38 0.35
2018 0.86 0.61 0.36 0.43 22 491 54 179 3651 59 51 167 72 6 3.4 0 0.34
2019 0.76 0.62 0.39 0.6 18 509 45 199 3851 38 29 148 89 20 10.1 1 0.06 0.36
2020 0.73 0.69 0.45 0.76 31 540 33 241 4092 40 29 131 99 27 11.2 9 0.29 0.73
2021 0.35 0.94 0.32 0.7 19 559 24 173 4269 49 17 130 91 21 12.1 2 0.11 0.39
2022 0.24 0.69 0.21 0.3 12 571 6 120 4389 50 12 106 32 7 5.8 2 0.17 0.22
2023 0.26 0.55 0.17 0.21 16 587 3 97 4486 31 8 102 21 9 9.3 0 0.17
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12000The Pass-through from Depreciation to Inflation: A Panel Study. (2000). Werlang, Sergio ; Goldfajn, Ilan ; Sergio Ribeiro da Costa Werlang, . In: Working Papers Series. RePEc:bcb:wpaper:5.

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241
22003Inflation Targeting in Emerging Market Economies. (2003). Minella, André ; Goldfajn, Ilan ; Fraga, Arminio . In: Working Papers Series. RePEc:bcb:wpaper:76.

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204
32016Court Enforcement, Bank Loans and Firm Investment: evidence from a bankruptcy reform in Brazil. (2016). Ponticelli, Jacopo ; Alencar, Leonardo S. In: Working Papers Series. RePEc:bcb:wpaper:425.

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162
42003Inflation 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.

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143
52002Can Emerging Markets Float? Should They Inflation Target?. (2002). Eichengreen, Barry. In: Working Papers Series. RePEc:bcb:wpaper:36.

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110
62000Implementing Inflation Targeting in Brazil. (2000). Werlang, Sergio ; Tombini, Alexandre Antonio ; Sergio Ribeiro da Costa Werlang, ; Bogdanski, Joel . In: Working Papers Series. RePEc:bcb:wpaper:1.

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102
72002The 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.

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89
82011SAMBA: Stochastic Analytical Model with a Bayesian Approach. (2011). Sobrinho, Nelson ; Santos, Rafael ; Minella, André ; Castro, Marcos ; Gouvea, Solange N. ; Rafael C. dos Santos, ; Souza-Sobrinho, Nelson F. ; de Castro, Marcos R.. In: Working Papers Series. RePEc:bcb:wpaper:239.

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82
92010The Brazilian Interbank Network Structure and Systemic Risk. (2010). Edson Bastos e Santos, ; Cont, Rama. In: Working Papers Series. RePEc:bcb:wpaper:219.

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73
102010Determinants of Bank Efficiency: the case of Brazil. (2010). Tabak, Benjamin ; Tecles, Patricia . In: Working Papers Series. RePEc:bcb:wpaper:210.

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62
112007Price Rigidity in Brazil: Evidence from CPI Micro Data. (2007). Gouvea, Solange . In: Working Papers Series. RePEc:bcb:wpaper:143.

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53
122012Sailing through the Global Financial Storm: Brazils recent experience with monetary and macroprudential policies to lean against the financial cycle and deal with systemic risks.. (2012). Pereira da Silva, Luiz Awazu ; Luiz Awazu Pereira da Silva, ; Harris, Ricardo Eyer . In: Working Papers Series. RePEc:bcb:wpaper:290.

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51
132002Generalized Hyperbolic Distributions and Brazilian Data. (2002). Fajardo, José ; de Farias, Aquiles. In: Working Papers Series. RePEc:bcb:wpaper:52.

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45
142004Does Inflation Targeting Reduce Inflation? An Analysis for the OECD Industrial Countries. (2004). Wu, Thomas. In: Working Papers Series. RePEc:bcb:wpaper:83.

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43
152001A Simple Model for Inflation Targeting in Brazil. (2001). Muinhos, Marcelo Kfoury ; de Freitas, Paulo Springer . In: Working Papers Series. RePEc:bcb:wpaper:18.

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42
162000Leading Indicators of Inflation for Brazil. (2000). Chauvet, Marcelle. In: Working Papers Series. RePEc:bcb:wpaper:7.

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41
172002Inflation Targeting in Brazil: Lessons and Challenges. (2002). Minella, André ; Goldfajn, Ilan ; de Freitas, Paulo Springer ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:53.

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41
182001Inflation Targeting in Brazil: Shocks, Backward-Looking Prices, and IMF Conditionality. (2001). Goldfajn, Ilan ; Tombini, Alexandre Antonio ; de Freitas, Paulo Springer ; Bogdanski, Joel . In: Working Papers Series. RePEc:bcb:wpaper:24.

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40
192006Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil. (2006). Minella, André ; Correa, Arnildo ; Arnildo da Silva Correa, . In: Working Papers Series. RePEc:bcb:wpaper:122.

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40
202000Estimating Exchange Market Pressure and Intervention Activity. (2000). Kohlscheen, Emanuel. In: Working Papers Series. RePEc:bcb:wpaper:9.

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40
212000Monetary Policy and Banking Supervision Functions on the Central Bank. (2000). Lundberg, Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:2.

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39
222006Demand for Bank Services and Market Power in Brazilian Banking. (2006). Nakane, Marcio ; Kanczuk, Fabio ; Alencar, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:107.

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39
232000An Information Theory Approach to the Aggregation of Log-Linear Models. (2000). Albuquerque, Pedro. In: Working Papers Series. RePEc:bcb:wpaper:4.

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39
242016Financial Networks, Bank Efficiency and Risk-Taking. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; de Castro, Rodrigo Cesar . In: Working Papers Series. RePEc:bcb:wpaper:428.

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39
252016Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:426.

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38
262017Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:461.

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37
272002Speculative Attacks on Debts, Dollarization and Optimum Currency Areas. (2002). Leon, Márcia ; Araujo, Aloisio. In: Working Papers Series. RePEc:bcb:wpaper:40.

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36
282002Stock Returns and Volatility. (2002). Tabak, Benjamin ; Guerra, Solange. In: Working Papers Series. RePEc:bcb:wpaper:54.

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35
292002Os Preços Administrados e a Inflação no Brasil. (2002). Rodrigues Figueiredo, Francisco ; Francisco Marcos R. Figueiredo, ; Ferreira, Thais Porto. In: Working Papers Series. RePEc:bcb:wpaper:59.

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34
302001Evaluation of the Central Bank of Brazil Structural Models Inflation Forecasts in an Inflation Targeting Framework. (2001). Alves, Sergio. In: Working Papers Series. RePEc:bcb:wpaper:16.

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34
312006The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil. (2006). Tabak, Benjamin. In: Working Papers Series. RePEc:bcb:wpaper:124.

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33
322003Medium-Size Macroeconomic Model for the Brazilian Economy. (2003). Alves, Sergio ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:64.

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33
332002Modelo Estrutural com Setor Externo: Endogenização do Prêmio de Risco e do Câmbio. (2002). Riella, Gil ; Alves, Sergio ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:42.

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31
342003Real Balances in the Utility Function: Evidence for Brazil. (2003). Nakane, Marcio ; Alencar, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:68.

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31
352014Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). Tabak, Benjamin ; Sensoy, Ahmet ; Åžensoy, Ahmet. In: Working Papers Series. RePEc:bcb:wpaper:351.

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30
362001A Test of Competition in Brazilian Banking. (2001). Nakane, Marcio. In: Working Papers Series. RePEc:bcb:wpaper:12.

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29
372018Inflation Targeting and Financial Stability: does the quality of institutions matter?. (2018). Tabak, Benjamin ; Silva, Thiago ; Fazio, Dimas ; Cajueiro, Daniel. In: Working Papers Series. RePEc:bcb:wpaper:470.

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28
382013Inflation Targeting and Financial Stability: A Perspective from the Developing World. (2013). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Luiz A. Pereira da Silva, ; Agenor, Pierre-Richard. In: Working Papers Series. RePEc:bcb:wpaper:324.

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28
392001Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates. (2001). Tabak, Benjamin ; Andrade, Sandro. In: Working Papers Series. RePEc:bcb:wpaper:30.

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27
402001Evaluating Core Inflation Measures for Brazil. (2001). Rodrigues Figueiredo, Francisco. In: Working Papers Series. RePEc:bcb:wpaper:14.

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27
412001Inflation Targeting in an Open Financially Integrated Emerging Economy: the case of Brazil. (2001). Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:26.

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27
422000Private Sector Participation: A Theoretical Justification of the Brazilian Position. (2000). Werlang, Sergio ; Sergio Ribeiro da Costa Werlang, . In: Working Papers Series. RePEc:bcb:wpaper:3.

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26
432001A Note on the Efficient Estimation of Inflation in Brazil. (2001). Cecchetti, Stephen ; Bryan, Michael F.. In: Working Papers Series. RePEc:bcb:wpaper:11.

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26
442001Os Impactos Econômicos da CPMF: Teoria e Evidência. (2001). Albuquerque, Pedro. In: Working Papers Series. RePEc:bcb:wpaper:21.

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26
452006The Recent Brazilian Disinflation Process and Costs. (2006). Alves, Sergio ; Tombini, Alexandre A.. In: Working Papers Series. RePEc:bcb:wpaper:109.

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26
462002The Effects of the Brazilian ADRs Program on Domestic Market Efficiency. (2002). Tabak, Benjamin ; Lima, Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:43.

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25
472006Comparing equilibrium real interest rates: different approaches to measure Brazilian rates. (2006). Nakane, Marcio ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:101.

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25
482001Is it Worth Tracking Dollar/Real Implied Volatility?. (2001). Tabak, Benjamin ; Andrade, Sandro. In: Working Papers Series. RePEc:bcb:wpaper:15.

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25
492002Causality and Cointegration in Stock Markets: The Case of Latin America. (2002). Tabak, Benjamin ; Lima, Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:56.

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24
502001Constrained Discretion and Collective Action Problems: Reflections on the Resolution of International Financial Crises. (2001). Fraga, Arminio ; Gleizer, Daniel L.. In: Working Papers Series. RePEc:bcb:wpaper:34.

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24
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Court Enforcement, Bank Loans and Firm Investment: evidence from a bankruptcy reform in Brazil. (2016). Ponticelli, Jacopo ; Alencar, Leonardo S. In: Working Papers Series. RePEc:bcb:wpaper:425.

Full description at Econpapers || Download paper

40
22017Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:461.

Full description at Econpapers || Download paper

17
32003Inflation 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

17
42010Determinants of Bank Efficiency: the case of Brazil. (2010). Tabak, Benjamin ; Tecles, Patricia . In: Working Papers Series. RePEc:bcb:wpaper:210.

Full description at Econpapers || Download paper

15
52003Inflation Targeting in Emerging Market Economies. (2003). Minella, André ; Goldfajn, Ilan ; Fraga, Arminio . In: Working Papers Series. RePEc:bcb:wpaper:76.

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13
62021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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10
72019Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions. (2019). Silva, Thiago ; Cortes, Gustavo. In: Working Papers Series. RePEc:bcb:wpaper:507.

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9
82010The Brazilian Interbank Network Structure and Systemic Risk. (2010). Edson Bastos e Santos, ; Cont, Rama. In: Working Papers Series. RePEc:bcb:wpaper:219.

Full description at Econpapers || Download paper

8
92018Inflation Targeting and Financial Stability: does the quality of institutions matter?. (2018). Tabak, Benjamin ; Silva, Thiago ; Fazio, Dimas ; Cajueiro, Daniel. In: Working Papers Series. RePEc:bcb:wpaper:470.

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8
102016Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:426.

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7
112016Financial Networks, Bank Efficiency and Risk-Taking. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; de Castro, Rodrigo Cesar . In: Working Papers Series. RePEc:bcb:wpaper:428.

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7
122014Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). Tabak, Benjamin ; Sensoy, Ahmet ; Åžensoy, Ahmet. In: Working Papers Series. RePEc:bcb:wpaper:351.

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6
132021Transfer Learning for Business Cycle Identification. (2021). , Rafael ; Rafael, ; Chauvet, Marcelle. In: Working Papers Series. RePEc:bcb:wpaper:545.

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6
142019Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil. (2019). Van Doornik, Bernardus ; Joaquim, Gustavo. In: Working Papers Series. RePEc:bcb:wpaper:508.

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5
152002Can Emerging Markets Float? Should They Inflation Target?. (2002). Eichengreen, Barry. In: Working Papers Series. RePEc:bcb:wpaper:36.

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5
162016Efeitos das Intervenções Cambiais sobre a Taxa de Câmbio Futura no Brasil. (2016). Janot, Marcio Magalhes ; Macedo, Leonardo Peixoto . In: Working Papers Series. RePEc:bcb:wpaper:413.

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4
172000Implementing Inflation Targeting in Brazil. (2000). Werlang, Sergio ; Tombini, Alexandre Antonio ; Sergio Ribeiro da Costa Werlang, ; Bogdanski, Joel . In: Working Papers Series. RePEc:bcb:wpaper:1.

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4
182016Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:439.

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4
192004Does Inflation Targeting Reduce Inflation? An Analysis for the OECD Industrial Countries. (2004). Wu, Thomas. In: Working Papers Series. RePEc:bcb:wpaper:83.

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4
202016Price-Setting Behavior in Brazil: survey evidence. (2016). Santos, Rafael ; Correa, Arnildo ; da Silva, Arnildo ; Beatriz, Myrian . In: Working Papers Series. RePEc:bcb:wpaper:422.

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3
212021Financial Access and Labor Market Outcomes: evidence from credit lotteries. (2021). Van Doornik, Bernardus ; Skrastins, Janis ; Schoenherr, David ; Gomes, Armando. In: Working Papers Series. RePEc:bcb:wpaper:547.

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3
222002The 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.

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3
232020Bank Loan Forbearance: evidence from a million restructured loans. (2020). Schiozer, Rafael F ; Mourad, Frederico A. In: Working Papers Series. RePEc:bcb:wpaper:541.

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3
242015Effective Tax Rates on Consumption and Factor Incomes: a quarterly frequency estimation for Brazil. (2015). Fasolo, Angelo ; Azevedo, Cyntia. In: Working Papers Series. RePEc:bcb:wpaper:398.

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3
252010Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: international evidence. (2010). Pereira da Silva, Luiz Awazu ; Fonseca, A. R. ; Gonzalez, F.. In: Working Papers Series. RePEc:bcb:wpaper:216.

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3
262020Countercyclical Liquidity Policy and Credit Cycles: evidence from macroprudential and monetary policy in Brazil. (2020). Van Doornik, Bernardus ; Peydro, Jose-Luis ; Barata, Joo ; Nazar, Bernardus F ; Gonzalez, Rodrigo Barbone. In: Working Papers Series. RePEc:bcb:wpaper:537.

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3
272007Price Rigidity in Brazil: Evidence from CPI Micro Data. (2007). Gouvea, Solange . In: Working Papers Series. RePEc:bcb:wpaper:143.

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3
282019Implied Volatility Term Structure and Exchange Rate Predictability. (2019). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:492.

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3
292016Structural Trends and Cycles in a DSGE Model for Brazil. (2016). Costa, Silvio ; de Azevedo, Silvio Michael . In: Working Papers Series. RePEc:bcb:wpaper:434.

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3
302013Contagion Risk within Firm-Bank Bivariate Networks. (2013). Tabak, Benjamin ; Rodrigo Cesar de Castro Miranda, . In: Working Papers Series. RePEc:bcb:wpaper:322.

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3
312006The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil. (2006). Tabak, Benjamin. In: Working Papers Series. RePEc:bcb:wpaper:124.

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3
322017Credit Supply Responses to Reserve Requirement: loan-level evidence from macroprudential policy. (2017). Barata, Joo ; Nazar, Bernardus F ; Gonzalez, Rodrigo Barbone. In: Working Papers Series. RePEc:bcb:wpaper:467.

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2
332000The Pass-through from Depreciation to Inflation: A Panel Study. (2000). Werlang, Sergio ; Goldfajn, Ilan ; Sergio Ribeiro da Costa Werlang, . In: Working Papers Series. RePEc:bcb:wpaper:5.

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2
342010Emerging Floaters: pass-throughs and (some) new commodity currencies. (2010). Kohlscheen, Emanuel. In: Working Papers Series. RePEc:bcb:wpaper:224.

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2
352015The Break of Brand Exclusivity in Brazilian Credit Card Acquiring: effects and markup-cost decomposition in a price dispersion setting. (2015). Nakane, Marcio ; Garber, Gabriel. In: Working Papers Series. RePEc:bcb:wpaper:390.

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2
362004Bank Competition, Agency Costs and the Performance of the Monetary Policy. (2004). Nakane, Marcio ; Alencar, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:81.

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2
372015Business and Financial Cycles: an estimation of cycles’ length focusing on Macroprudential Policy. (2015). Lima, Joaquim ; Gonzalez, Rodrigo Barbone ; Marinho, Leonardo . In: Working Papers Series. RePEc:bcb:wpaper:385.

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2
382020Investors’ Behavior and Mutual Fund Portfolio Allocations in Brazil during the Global Financial Crisis. (). Linardi, Fernando M. In: Working Papers Series. RePEc:bcb:wpaper:517.

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2
392016The Impact of Government-Driven Loans in the Monetary Transmission Mechanism: what can we learn from firm-level data?. (2016). Martins, Bruno ; Bonomo, Marco. In: Working Papers Series. RePEc:bcb:wpaper:419.

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2
402015Not Just Another Mixed Frequency Paper. (2015). Fasolo, Angelo ; Alves, Sergio ; Lago, Sergio Afonso . In: Working Papers Series. RePEc:bcb:wpaper:400.

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2
412019Sectoral Countercyclical Buffers in a DSGE Model with a Banking Sector. (2019). Castro, Marcos R. In: Working Papers Series. RePEc:bcb:wpaper:503.

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2
422019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:504.

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2
432022Breakeven Inflation Rate Estimation: an alternative approach considering indexation lag and seasonality. (2019). Araujo, Gustavo ; de Freitas, Flavio. In: Working Papers Series. RePEc:bcb:wpaper:493.

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2
442011SAMBA: Stochastic Analytical Model with a Bayesian Approach. (2011). Sobrinho, Nelson ; Santos, Rafael ; Minella, André ; Castro, Marcos ; Gouvea, Solange N. ; Rafael C. dos Santos, ; Souza-Sobrinho, Nelson F. ; de Castro, Marcos R.. In: Working Papers Series. RePEc:bcb:wpaper:239.

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2
452012Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options. (2012). ORNELAS, JOSE ; Fajardo, José ; de Farias, Aquiles ; Jose Santiago Fajardo Barbachan, ; Jose Renato Haas Ornelas, . In: Working Papers Series. RePEc:bcb:wpaper:269.

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462016New Information and Updating of Market Experts’ Inflation Expectations. (2016). Correa, Arnildo ; Picchetti, Paulo ; da Silva, Arnildo . In: Working Papers Series. RePEc:bcb:wpaper:411.

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472015Foreign Capital Flows, Credit Growth and Macroprudential Policy in a DSGE Model with Traditional and Matter-of-Fact Financial Frictions. (2015). Castro, Marcos ; Carvalho, Fabia ; de Carvalho, Fabia A.. In: Working Papers Series. RePEc:bcb:wpaper:387.

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482017Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; de Freitas, Flavio. In: Working Papers Series. RePEc:bcb:wpaper:463.

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492020Economic Resilience: spillovers, courts, and vertical integration. (2020). Silva, Thiago ; Skrastins, Janis ; Fazio, Dimas Mateus. In: Working Papers Series. RePEc:bcb:wpaper:531.

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502006Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil. (2006). Minella, André ; Correa, Arnildo ; Arnildo da Silva Correa, . In: Working Papers Series. RePEc:bcb:wpaper:122.

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Citing documents used to compute impact factor: 8
YearTitle
2023Predicting Recessions in (almost) Real Time in a Big-data Setting. (2023). Gaglianone, Wagner ; Fialho, Artur Brasil ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:587.

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2023Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data. (2023). Soderberg, Magnus ; Sjolander, Par ; Mnsson, Kristofer ; Javed, Farrukh ; Duras, Toni. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001196.

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2023Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000042.

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2023Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks. (2023). Chen, Min ; Wang, Chaoqun ; Li, Yijun ; Wu, QI. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922017093.

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2023Transformation in der Arbeitswelt gestalten: Welchen Beitrag leistet eine akademische Weiterbildung von Betriebs- und Personalräten?. (2023). Klee, Andreas ; Hocke, Simone. In: Working Paper Forschungsförderung. RePEc:zbw:hbsfof:279799.

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2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

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2023Bank Stability versus Financial Development: A Generous Deposit Insurers Dilemma. (2023). Ntwaepelo, Kaelo Mpho. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-09.

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2023gingado: a machine learning library focused on economics and finance. (2023). Godoy, Douglas Kiarelly. In: BIS Working Papers. RePEc:bis:biswps:1122.

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Recent citations received in 2022
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2022Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models. (2022). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Working Papers Series. RePEc:bcb:wpaper:561.

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2022Losing the inflation anchor. (2022). Reis, Ricardo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112462.

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2021Basic Hyperparameters Tuning Methods for Classification Algorithms. (2021). Antal-Vaida, Claudia. In: Informatica Economica. RePEc:aes:infoec:v:25:y:2021:i:2:p:64-74.

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2021COVID-19 and Local Market Power in Credit Markets. (2021). Silva, Thiago ; Guerra, Solange Maria ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:558.

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2020Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence. (2020). Asongu, Simplice ; Agbloyor, Elikplimi ; Gyeke-Dako, Agyapomaa ; Kusi, Baah A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/087.

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2020A General Characterization of the Capital Cost and the Natural Interest Rate: an application for Brazil. (2020). Trafane Oliveira Santos, Thiago. In: Working Papers Series. RePEc:bcb:wpaper:524.

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2020Labor and finance: the effect of bank relationships. (2020). Oliveira, Raquel ; Norden, Lars ; Behr, Patrick. In: Working Papers Series. RePEc:bcb:wpaper:534.

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2020Monetary policy surprises and their transmission through term premia and expected interest rates. (2020). Sustek, Roman ; mumtaz, haroon ; Kaminska, Iryna. In: Discussion Papers. RePEc:cfm:wpaper:2024.

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2020.

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2020Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence. (2020). Asongu, Simplice ; Agbloyor, Elikplimi ; Gyeke-Dako, Agyapomaa ; Kusi, Baah A. In: Working Papers. RePEc:exs:wpaper:20/087.

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2020The Finance of Unemployment Compensation and its Consequence for the Labor Market. (2020). Guo, Audrey ; Johnston, Andrew C. In: IZA Discussion Papers. RePEc:iza:izadps:dp13330.

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2020Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence. (2020). Asongu, Simplice ; Gyeke-Dako, Agyapomaa ; Agbloyor, Elikplimi ; Kusi, Baah. In: MPRA Paper. RePEc:pra:mprapa:107513.

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