Now showing items 1-2 of 2

    • Credit shocks and monetary policy in Brazil: a structural FAVAR approach 

      Valls Pereira, Pedro Luiz; Fonseca, Marcelo Gonçalves da Silva
      2012-04-25
      This paper investigates the implications of the credit channel of the monetary policy transmission mechanism in the case of Brazil, using a structural FAVAR (SFAVAR) approach. The term structural comes from the estimation ...
    • A study of the Brazilian business cycles (1900 - 2012) 

      Valls Pereira, Pedro Luiz; Vieira, Heleno Piazentini
      2013-11-24
      This paper studies the Brazilian business cycles in the period of 1900 to 2012. Since the quarterly series of the actual GDP only starts in 1980 we had to build the series for the period of 1900 to 1979, using the time ...