Search Results - "Vereda, Luciano"

Disagreement in expectations and the credibility of monetary authorities in the Brazilian inflation targeting regime by Oliveira, Luciano Vereda, Curi, Alexandre

“…Based on market expectations reported by the Central Bank of Brazil for the SELIC interest rate, the IPCA inflation, the exchange rate (BRL/USD) and the growth…”
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The term structure of interest rates and its impact on the liability adequacy test for insurance companies in Brazil by Duarte, Antonio Aurelio, da Silva, Aldy Fernandes, Oliveira, Luciano Vereda, Weffort, Elionor Farah Jreige, Chan, Betty Lilian

“…The Brazilian regulation for applying the Liability Adequacy Test (LAT) to technical provisions in insurance companies requires that the current estimate is…”
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Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series by Gea, Cristiane, Vereda, Luciano, Ogasawara, Eduardo

“…Economic policy uncertainty shocks change how the economy behaves, moving it away from its pattern. Therefore, these effects can be understood as an event…”
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Exploring the role of heterogeneous informational shocks in bias testing of consensus forecasts by Vereda, Luciano, de Mendonça, Helder Ferreira, Morcerf, George

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What type of information calls the attention of forecasters? Evidence from survey data in an emerging market by de Mendonça, Helder Ferreira, Vereda, Luciano, Araujo, Mateus de Azevedo

“…•Determinants of the attention dedicated to the forecasts of macroeconomic indicators.•Measures of attention based on: “active participation” and “update…”
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A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations by Vereda, Luciano, Savignon, João, Gouveia da Silva, Tarciso

“…We propose a theory-based method to assess the impact of central banks’ inflation forecasts on private inflation expectations. We use regressions derived from…”
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A new method to assess the degree of information rigidity using fixed-event forecasts by Vereda, Luciano, Savignon, João, Gouveia da Silva, Tarciso

“…We propose a new method to explore the information content of fixed-event forecasts and estimate structural parameters that are keys to sticky and noisy…”
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The effects of economic policy uncertainty on stock market returns: Evidence from Brazil by Gea, Cristiane, Vereda, Luciano, Figueiredo Pinto, Antonio Carlos, Klotzle, Marcelo Cabus

“…This article investigates the effects of economic policy uncertainty on the Brazilian stock market. We link excess returns and dividend growth rates to the…”
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The macroeconomic effects of monetary policy shocks under fiscal rules constrained by public debt sustainability by Cavalcanti, Marco A.F.H., Vereda, Luciano, Doctors, Rebeca de B., Lima, Felipe C., Maynard, Lucas

“…This paper studies the macroeconomic effects of monetary policy shocks when fiscal rules are constrained to ensure public debt sustainability. In such an…”
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Restricted Kalman filter applied to dynamic style analysis of actuarial funds by Marques, Reinaldo, Pizzinga, Adrian, Vereda, Luciano

“…We use dynamic style analysis to unveil the strategies followed by Brazilian actuarial funds from January 2004 to August 2008 and investigate whether managers’…”
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Estimating VAR models for the term structure of interest rates by Vereda, Luciano, Lopes, Hélio, Fukuda, Regina

“…In this paper we follow the work of Evans and Marshall and propose new approaches for modelling the joint development of macro variables and the returns of…”
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Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds by Pizzinga, Adrian, Vereda, Luciano, Atherino, Rodrigo, Fernandes, Cristiano

“…This paper deals with restricted linear state space models for dynamic style analysis with time‐varying selectivity measurement. Implementation and…”
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Vector quantization of the side information in BTC image coding by Alcaim, A., Oliveira, L.V.

“…One approach to reduce the bit rate required to encode the side information parameters in BTC image compression techniques is to employ joint vector…”
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