LUÍS CATÃO
  • Home
  • Research
  • Teaching
  • Seminar Presentations
  • In the Media
  • Vitae
  • Personal Notes
  • Contact

working papers


2012
Monetary Rules for Commodity Traders

NBER Working Papers, National Bureau of Economic Research, Inc

2011
Sudden Stops and Sovereign Defaults

2011 Meeting Papers, Society for Economic Dynamics

2010
Common Factors in Latin America’s Business Cycles

CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1) Also in IMF Working Papers, International Monetary Fund (2006) View citations (7) See also Journal Article in Journal of Development Economics (2011)

The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach

Working Papers Central Bank of Chile, Central Bank of Chile View citations (4) Also in NCER Working Paper Series, National Centre for Econometric Research (2010) View citations (1) See also Chapter (2011)

World Food Prices and Monetary Policy

IMF Working Papers, International Monetary Fund, Working Paper No. 10/161, July 01, 2010 View citations (5) Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (1)

2009
Financial Dependence, Formal Credit and Informal Jobs - New Evidence from Brazilian Household Data
Research Department Publications, Inter-American Development Bank, Research Department View citations (2) Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2009) View citations (2)

2008
Monetary Transmission in an Emerging Targeter: The Case of Brazil

IMF Working Papers, International Monetary Fund, Working Paper No. 08/191, August 01, 2008, View citations (2)

Persistent Gaps and Default Traps

Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (5) See also Journal Article in Journal of Development Economics (2009)

2007
Persistent Gaps, Volatility Types, and Default Traps

IMF Working Papers, International Monetary Fund, Working Paper No. 07/148, June 01, 2007, View citations (2)

2006
Perspectives on Low Global Interest Rates

IMF Working Papers, International Monetary Fund, Working Paper No. 06/76, March 01, 2006, View citations (4)

Sudden Stops and Currency Drops: A Historical Look

IMF Working Papers, International Monetary Fund, Working Paper No. 06/133, May 01, 2006, View citations (2) See also Chapter (2007)

2004
Country and Industry Dynamics in Stock Returns

CEPR Discussion Papers, C.E.P.R. Discussion Papers Also in IMF Working Papers, International Monetary Fund (2003) View citations (4)

Missing Link: Volatility and the Debt Intolerance Paradox

IMF Working Papers, International Monetary Fund, Working Paper No. 04/51, March 01, 2004, View citations (21)

2003
Exchange Rates in the Periphery and International Adjustment Under the Gold Standard

IMF Working Papers, International Monetary Fund, Working Paper No. 03/41, February 01, 2003, View citations (4)

Fiscal Deficits and Inflation

IMF Working Papers, International Monetary Fund, Working Paper No. 03/65, April 01, 2003, View citations (8) See also Journal Article in Journal of Monetary Economics (2005)

Country and Industry Dynamics in Stock Returns
IMF Working Papers, Working Paper No. 03/52, March 01, 2003

2002
Sovereign Defaults: The Role of Volatility

IMF Working Papers, International Monetary Fund, Working Paper No. 02/149, September 01, 2002, View citations (33)

2001
Fiscal Deficits and Inflation: A New Look at the Emerging Market Evidence

IMF Working Papers, International Monetary Fund, Working Paper No. 01/74, May 01, 2001, View citations (13)

2000
Banks and Monetary Shocks in Emerging Markets - How Far Can We Go With the "Credit View"?

IMF Working Papers, International Monetary Fund View citations (1)

Determinants of Dollarization - The Banking Side

IMF Working Papers, International Monetary Fund, Working Paper No. 00/146, August 01, 2000, View citations (17)

The New Economy and Global Stock Return
IMF Working Papers, International Monetary Fund, Working Paper No. 00/216, December 01, 2000 View citations (13)

The New Economy and Global Stock Return
IMF Working Papers, Working Paper No. 00/216, December 01, 2000

1999
Determinants of Argentina's External Trade

IMF Working Papers, International Monetary Fund View citations (5) See also Journal Article in Journal of Applied Economics (2002)

1998
Effective Exchange Rates, 1879-1913

Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1) See also Journal Article in European Review of Economic History (2000)

Intermediation Spreads in a Dual Currency Economy-Argentina in the 1990s

IMF Working Papers, International Monetary Fund, Working Paper No. 98/90, June 01, 1998

1997
Bank Credit in Argentina in the Aftermath of the Mexican Crisis: Supply or Demand Constrained?

IMF Working Papers, International Monetary Fund, Working Paper No. 97/32, March 01, 1997, View citations (7)

1995
Real Effective Exchange Rates 1870-1913: The Core Industrial Countries

Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

Recession and Recovery in the United Kingdom in the 1990s: A Vector Autoregression Approach

IMF Working Papers, International Monetary Fund, Working Paper No. 95/40, April 01, 1995 View citations (1)

Books and Chapters in Edited Volumes

The Failure of Export–Led Growth in Brazil and Mexico, Institute of Latin American Studies Monograph series, University of London, 1993

Sovereign Debt: From Safety to Default, Kolb, R. (ed.), John Wiley & Sons, 2011. Contributed chapter entitled "Default Traps" [joint with Ana Fostel and Sandeep Kapur].
 
Monetary Policy under Financial Turbulence, 2011, vol. 16, pp 105-144. Contributed Chapter 5, entitled "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach"
 
The Decline of Latin American Economies: Growth, Institutions, and Crises, 2007, pp 243-290. Contributed Chapter 7 entitled "Sudden Stops and Currency Drops: A Historical Look" See also Working Paper (2006)
 
Volatility and Time Series Econometrics: Essays in Honor of Robert Engle, Bollerslev, T., J. Russell, and M.Watson (eds), Oxford Economic Press, December 2009 (with Allan Timmermann). Contributed chapter “Volatility Regimes and Global Stock Returns”
 

Journal Articles

2011
Common Factors in Latin America's Business Cycles

Journal of Development Economics, 2011, 95, (2), 212-228 View citations (2)
See also Working Paper (2010)

2009
Persistent Gaps and Default Traps

Journal of Development Economics, 2009, 89, (2), 271-284 View citations (5)See also Working Paper (2008) 2006

Volatility and the Debt-Intolerance Paradox

IMF Staff Papers, 2006, 53, (2), 1 View citations (11)

2007
Sudden Stops and Currency Drops: A Historical Look
in Sebastian Edwards et. al. (eds.), The Decline of Latin American Economies, NBER/ University of Chicago, 2007

2005
Effective Exchange Rates and the Classical Gold Standard Adjustment

American Economic Review, 2005, 95, (4), 1259-1275 View citations (13)

Fiscal Deficits and Inflation

Journal of Monetary Economics, 2005, 52, (3), 529-554 View citations (42) See also Working Paper (2003) 2002

Determinants of Argentina’s External Trade

Journal of Applied Economics, 2002, V, 19-57 View citations (1) See also Working Paper (1999)

2000
Effective exchange rates 1879 1913

European Review of Economic History, 2000, 4, (03), 361-382 See also Working Paper (1998)

1998
Mexico and Export-Led Growth: The Porfirian Period Revisited

Cambridge Journal of Economics, 1998, 22, (1), 59-78

1996
Recession and Recovery in the United Kingdom in the 1990s: Identifying the Shocks
National Institute Economic Review, July 1996 (with R. Ramaswamy)

1993
The Failure of Export–Led Growth in Brazil and Mexico
Institute of Latin American Studies Monograph series, University of London, 1993

1992
A New Wholesale Price Index for Brazil During the Period 1870-1913

Revista Brasileira de Economia, 1992, 46, (4), 519-534 View citations (2)

Do Tratado de Probabilidade a Teoria Geral: O Conceito de Racionalidade em Keynes
Revista de Economia Política, Vol. 12, No.1, Jan/Mar 1992, pp.60-75

1990
The long-wave debate: Tibor Vasko, ed., Selected papers from an IIASA international meeting on long-term fluctuations in economic growth: their causes and consequences, held in Weimar, GDR, 1985 (Springer-Verlag, Berlin/Heidelberg, 1987) xvii+431, ISBN 3-540-18164-4, Hardback DM148.00

European Journal of Political Economy, 1990, 6, (2), 297-301

Media Publications

O Alimento e a Guerra Cambial, Valor Econômico, 7 June 2011

Alimentos e a Política Econômica, Valor Econômico, 10 February 2011

Global Food Prices and Inflation Targeting, VOX-EU, 27 January 2011 (with Roberto Chang)

Will Food Prices Kill the Recovery?, Time/CNN, 20 January 2011

Informalidade no Brasil, Exame, July 28th, 2010

A Retomada do Crédito, Estado de São Paulo, p.8, 21 April 2010

Um Bonus da Estabilidade: O Crédito e o Emprego Formal, Valor Econômico, p.16, October 2008

The International Herald Tribune, April 9th, 2001 (article by James K. Glassman on paper The New Economy and Global Stock Returns)

The Economist, March 24th, 2001 (section “Economic Focus” on the same paper)

Down Jones International News,, April 18th, 2003 (article by John Connor on the paper Fiscal Deficits and Inflation)

Valor Econômico, June 8th, 2006 (article by Maria Clara do Prado on the paper Sudden Stops and Currency Drops: A Historical Look)

Other IMF Publications

Backcasting Latin America, Finance and Development, December 2007, pp.39-43.

Why Real Exchange Rates, Finance and Development, September 2007, pp.46-47

Powered by Create your own unique website with customizable templates.