Marco Bonomo

Insper Institute of Education and Research

R Quata 300

Sao Paulo, 04542-030

Brazil

SCHOLARLY PAPERS

14

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2,340

SSRN CITATIONS
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Top 18,988

in Total Papers Citations

38

CROSSREF CITATIONS

35

Scholarly Papers (14)

1.

Short-Selling Restrictions and Returns: A Natural Experiment

Number of pages: 53 Posted: 07 Mar 2017 Last Revised: 08 May 2020
Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças, Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 344 (166,175)

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Short Selling, Short Selling Restrictions, Market to Borrow Stocks, Asset Pricing

2.

Persistent Monetary Non-Neutrality in an Estimated Menu Cost Model with Partially Costly Information

Number of pages: 45 Posted: 27 Mar 2016 Last Revised: 06 Dec 2021
Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, Université de Montréal, World Bank and European Central Bank (ECB)
Downloads 274 (211,039)
Citation 4

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menu costs, information costs, infrequent information, partial information, inattentiveness, optimal price setting, state-dependent pricing, time-dependent pricing

3.

Abrupt Monetary Policy Change and Unanchoring of Inflation Expectations

Number of pages: 65 Posted: 13 Feb 2024 Last Revised: 09 May 2024
Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, University of Texas at Austin, Inter American Development Bank, The University of Western Ontario, Inter American Development Bank and FGV IBRE
Downloads 262 (220,658)

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Inflation expectations, monetary policy, anchored expectations, unanchored expectations, monetary policy shifts, Brazil

4.

Multiproduct Pricing: Theory and Evidence From Large Retailers

Number of pages: 30 Posted: 29 May 2020 Last Revised: 31 May 2022
Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, Government of Canada - Bank of Canada, Bank of Israel - Research Department and European Central Bank (ECB)
Downloads 257 (224,944)
Citation 9

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Inflation, Prices, Multi-Product Pricing, Menu Cost, Monetary Non-Neutrality

State-Dependent Pricing under Infrequent Information: A Unified Framework

Number of pages: 45 Posted: 12 May 2010 Last Revised: 14 May 2011
Marco Bonomo, Carlos Carvalho and René Garcia
Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Université de Montréal
Downloads 199 (285,960)
Citation 7

Abstract:

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menu costs, information costs, infrequent information, sticky information, inattentiveness, optimal price setting, state-dependent pricing, time-dependent pricing

State-Dependent Pricing Under Infrequent Information: A Unified Framework

FRB of New York Staff Report No. 455
Number of pages: 46 Posted: 24 Jun 2010 Last Revised: 16 May 2011
Marco Bonomo, Carlos Carvalho and René Garcia
Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Université de Montréal
Downloads 56 (703,756)
Citation 8

Abstract:

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Menu Costs, Information Costs, Infrequent Information, Sticky Information, Inattentiveness, Optimal Price Setting

6.

Generalized Disappointment Aversion, Long-Run Volatility Risk and Asset Prices

Review Review of Financial Studies, January 2011, 24, 82-122
Number of pages: 49 Posted: 19 Feb 2009 Last Revised: 13 Dec 2013
Insper Institute of Education and Research, Université de Montréal, Imperial College Business School and ESSEC Business School
Downloads 203 (281,647)
Citation 26

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disappointment aversion, long-run risk, equity premium, asset returns, predictability, equilibrium Asset Pricing, risk-free rate puzzle

7.

Time- and State-Dependent Pricing: A Unified Framework

Number of pages: 47 Posted: 19 Sep 2011
Marco Bonomo, Carlos Carvalho and René Garcia
Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Université de Montréal
Downloads 192 (296,169)
Citation 4

Abstract:

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menu costs, information costs, infrequent information, sticky information, inattentiveness, optimal price setting, state-dependent pricing, time-dependent pricing

8.

The Political Economy of Exchange Rate Policy in Brazil: 1964-1997

IDB Working Paper No. 103
Number of pages: 46 Posted: 19 Apr 2011
Marco Bonomo and Cristina Terra
Insper Institute of Education and Research and affiliation not provided to SSRN
Downloads 192 (296,169)
Citation 3

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9.

Deindustrialization and Economic Diversification

Number of pages: 19 Posted: 28 Jan 2014 Last Revised: 29 Jan 2014
Tiago Berriel, Marco Bonomo and Carlos Carvalho
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, Insper Institute of Education and Research and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Downloads 151 (366,673)
Citation 2

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diversification, deindustrialization, growth, portfolio problem, inefficiency

Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing

FRB of New York Staff Report No. 355
Number of pages: 38 Posted: 17 Nov 2008 Last Revised: 03 Jun 2010
Marco Bonomo and Carlos Carvalho
Insper Institute of Education and Research and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Downloads 127 (419,292)
Citation 6

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disinflation, optimal price setting, endogenous time-dependent pricing

Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing

Journal of Money, Credit, and Banking, Vol. 42, No. 5, 2010
Posted: 20 Oct 2011
Marco Bonomo and Carlos Carvalho
Insper Institute of Education and Research and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics

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disinflation, credibility, optimal price setting, endogenous time-dependent pricing

11.

Macroeconomic and Financial Consequences of the Post-Crisis Government-Driven Credit Expansion in Brazil

IDB Working Paper No. IDB-WP-551
Number of pages: 44 Posted: 20 Mar 2015
Marco Bonomo, Ricardo D. Brito and Bruno Martins
Insper Institute of Education and Research, FEA-USP and Government of the Federative Republic of Brazil - Central Bank of Brazil
Downloads 83 (560,015)
Citation 4

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Education, Crisis management, State ownership of banks, Investment

12.

Endogenous Time-Dependent Rules and Inflation Inertia

Journal of Money, Credit, and Banking, Vol. 36, No. 6, 2004
Posted: 18 Apr 2010
Marco Bonomo and Carlos Carvalho
Insper Institute of Education and Research and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics

Abstract:

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time-dependent rules, optimal pricing rules, information costs,inflation inertia

13.

A Term Structure Model for Defaultable Bonds with Macro and Latent Variables

Posted: 07 Mar 2008
Marco Bonomo and Alexandre Lowenkron
Insper Institute of Education and Research and Banco BBM

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term structure, defaultable bond, spread, emerging markets

14.

Optimal State-Dependent Rules, Credibility and the Cost of Disinflation

Working Paper No. 359 Departamento de Economia-PUC-Rio
Posted: 27 Mar 1997
Marco Bonomo and Heitor Almeida
Insper Institute of Education and Research and University of Illinois at Urbana-Champaign

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