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Instituto de Ensino e Pesquisa (Insper) (Institutional affiliation from the last research proposal) Birthplace: Brazil
Marco Bonomo is a Professor of Economics at Insper. His research interests are in monetary and financial economics. His work has appeared in several academic journals such as Review of Financial Studies, AEJ: Macroeconomics, Journal of Monetary Economics, Economic Journal, Journal of Econometrics, Economic Journal, Journal of Money, Credit, and Banking, Journal of Development Economics. He is associated fellow of CIREQ (a research center in Montreal), is a member of the Cycle Dating Commitee of Brazil (CODACE, IBRE-FGV). He has also served as president of the Brazilian Finance Society and as executive secretary of the Brazilian Econometric Society. Previously, he has been a faculty member of EPGE-FGV and PUC-Rio. Bonomo holds a PhD degree in economics from Princeton, and MA and BA degrees in economics from PUC-Rio. (Source: Lattes Curriculum)
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This project comprises three subprojects that study the identification and propagation of different shocks in the Brazilian economy. The first investigates the relationship between fiscal policy news and financial and macroeconomic outcomes. The second examines the effects of commodity prices on deforestation in the Amazon and how anti-deforestation policies can be designed to mitigate th…
This Annual Plan of Implementation of the Technical Reserve refers to 2016, with a total budget of R$ 29.072,00, resulted from FAPESP-funded research projects in 2014 and 2015. The objective is to upgrade the technological infrastructure for our researchers. (AU)
The project investigates which of the main commodities frequently mentioned in public debates as drivers of deforestation in the Amazon (i.e., soybeans, corn, cattle, and gold) are actually responsible for this phenomenon and how anti-deforestation policies can be designed to mitigate these effects. To capture the interactions between commodity prices, deforestation, anti-deforestation po…
This research will investigate, from an empirical perspective, how different interaction regimes between fiscal and monetary policy affect their dynamic effects on the economy. Using state-dependent local projections, it aims to estimate the impacts of fiscal and monetary policy shocks under different interaction regimes. To achieve this, a new empirical metric will be developed to identi…
This research project proposes a novel approach to the Carry Trade, anchored in the long-run equilibrium nominal interest rate of global economies, diverging from the conventional method reliant on forward premiums. Preliminary findings indicate that this alternative Carry Trade strategy not only outperforms the traditional model, making the Carry Trade anomaly even stronger, but is also …
The study of individual investor behavior has been one of the most active areas of research inside behavioral finance. There is an extensive literature documenting the robust patterns in investor activity that are different from the predictions of the models that use the traditional finance paradigm. Individuals make systematic mistakes, the so-called behavioral biases, and have the poten…
This research aims to analyze the dynamics of inflation from an innovative point of view, as an attempt to develop a better understanding for episodes of inflation acceleration and even more recent episodes of missing deflation puzzle and missing inflation puzzle. In these periods, the traditional trade-off between inflation and output seems to have disappeared. Even the most modern versi…
This research project proposes novel equity-based currency risk factors. We use the term-structure of equity risk to build currency risk factors and show that they are priced in the cross-section of currency returns. Currencies more exposed to the level and curvature risk-factors offer a lower risk premium, while those more exposed to the slope factor offer a higher risk-premium. A portfo…
This paper investigates the transmission of a credit crunch to the labor market. We explore the effects of the 2008-9 international financial crisis in Brazil. The contagion, arguably exogenous to financial and labor market conditions, happened despite the credit market being dominated by solid banks. Building upon a unique data set that connects banks to firms and firms to workers, we ar…
| 1 / 1 | Ongoing grants |
| 2 / 2 | Completed research grants |
| 2 / 2 | Ongoing scholarships in Brazil |
| 3 / 3 | Completed scholarships in Brazil |
| 1 / 1 | Ongoing scholarships abroad |
| 1 / 1 | Completed scholarships abroad |
| 10 / 10 | All research grants and scholarships |
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