SÃO PAULO—The latest in a string of protests against transportation-fare increases turned violent on Thursday, as tensions grow over unemployment and rising inflation in Brazil.

Thousands of protesters gathered in the late afternoon at the Municipal Theater in central São Paulo and marched through the city center. Just after 7 p.m., police began firing tear gas into the crowd, sending protesters running. People screamed "Fascist police!" and threw stones at the police as smoke filled the air.

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