Research
My research is primarily focused on Trend Inflation; Central Bank Digital Currencies (CBDC); Stickiness on survey-based forecasts; Monetary policy; Unemployment and Labor; Effects of the Zero Lower Bound on interest rates; Bayesian inference; quantitative methods; Monte Carlo inference under mixed-frequency data sets; DSGE and semi-structural macroeconomic models.
Following is a list of selected papers. For a complete list, visit my Ideas/Repec Homepage
Published Papers
Monetary policy, trend inflation, and unemployment volatility, Journal of Money, Credit and Banking 50(4) (Jun 2018): pages 637-673 (Working Paper Version)
Lack of divine coincidence in New Keynesian models, Journal of Monetary Economics 67 (Oct 2014): pages 33-46 (Working Paper Version)
Work in Progress
“Can we unstick SPF forecast stickiness?” with Carlos V. Carvalho.
”Beating the 'pros' with a semi-structural model of their own inflation forecasts,” with Waldyr D. Areosa and Carlos V. Carvalho, presented at the 2020 World Congress of the Econometric Society, held online, (Bocconi University , Milan, Italy) and the 2018 NBER-NSF Time Series Conference on Sep 07-08, 2018 (University of California, San Diego, CA USA).
"Precautionary Monetary Policy at the Zero Lower Bound," presented at the 2019 North American Summer Meeting of the Econometric Society (University of Washington, Seattle, WA, USA), and the 8th annual BIS CCA research conference, held at the Federal Reserve Board on May 25-26, 2017 (Washington, DC USA).
Selected Working Papers
Labor Markets in Heterogeneous Sectors, Central Bank of Brazil Working Paper 421 (2016).
Not Just Another Mixed Frequency Paper, with Angelo M. Fasolo, Central Bank of Brazil Working Paper 400 (2015).
The Role of Consumer's Risk Aversion on Price Rigidity, with Mirta S. Bugarin, Central Bank of Brazil Working Paper 121 (2006).
Targets and Inflation Dynamics, with Waldyr Areosa, Central Bank of Brazil Working Paper 100 (2005).
Grants
Fulbright Foreign Student Program for PhD study in International Economics at the University of
California, Santa Cruz, Sept. 2007 – Sept. 2011.
Awards
Best paper and winner of the 2017 Brazilian Econometric Society Award (Macroeconomics Cathegory): Monetary Policy, Trend Inflation and Unemployment Volatility.
Best paper and winner of the 2016 CEMLA's Central Bank Award Rodrigo Gómez: Not Just Another Mixed Frequency Paper, with Angelo M. Fasolo.
Best paper and winner of the Central Bank of Brazil Best Working Paper (Economics Cathegory)2016: Not Just Another Mixed Frequency Paper, with Angelo M. Fasolo.
Second best paper of the 2015 CNI Economics Award (Brazilian Manufacturing Cathegory): Labor Markets in Heterogeneous Sectors.
Best paper and winner of the 2014 Finance Ministery Economics Award (Macroeconomics, Monetary Economics and Finance Cathegory): A Tale of Three Gaps: Unemployment, Capacity Utilization and Output, with Arnildo S. Correa.