Publications

Oil price volatility: impacts in the Brazilian economy. (with Oliveira, A and Rosa, L.). Working paper, 2021. [pdf]

Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints. (with Araujo, A. and Woodford, M.). American Economic Journal: Macroeconomics, 7(1): 1-43, 2015. [pdf]

Computing general equilibrium with incomplete markets, collateral and default penalties. Annals of Operations Research, 206: 367-383, 2013. [pdf]  [code]

Regulating collateral-requirements when markets are incomplete. (with Araujo, A. and Kubler, F.). Journal of Economic Theory, 147: 450-476, (2012).  [pdf]