Access Statistics for Carlos Carvalho

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCO: an artificial counterfactual approach for high-dimensional panel time-series data 0 0 0 20 0 0 6 143
Aggregation and the PPP puzzle in a sticky-price model 0 0 0 96 0 0 1 342
Aggregation and the PPP puzzle in a sticky-price model 0 0 0 98 0 0 5 331
Anchored Inflation Expectations 0 0 1 107 0 1 6 309
Anchored inflation expectations 0 0 2 139 0 2 11 296
Approximating Multisector New Keynesian Models 0 0 0 75 0 1 4 91
Arco: an artificial counterfactual approach for high-dimensional panel time-series data 0 0 3 77 0 1 8 182
Demographics and Real Interest Rates Across Countries and Over Time 2 3 3 3 3 4 10 10
Demographics and Real Interest Rates Across Countries and Over Time 2 2 18 42 2 4 37 71
Demographics and Real Interest Rates: Inspecting the Mechanism 0 0 1 152 0 2 4 225
Demographics and Real Interest Rates: Inspecting the Mechanism 0 0 0 91 0 1 3 178
Demographics and real interest rates: inspecting the mechanism 1 2 3 217 1 6 14 551
Do People Understand Monetary Policy? 0 0 1 14 0 1 2 127
Do People Understand Monetary Policy? 0 0 0 20 0 1 2 135
Do people undestand monetary policy? 0 0 0 113 0 0 4 452
E Se o Brasil Não Tivesse Adotado Câmbio Flutuante em 1999? 0 0 0 20 0 0 0 53
Endogenous Time-Dependent Rules and Inflation Inertia 0 0 1 173 0 1 3 500
Endogenous Time-Dependent Rules and the Costs of Disinflation with Imperfect Credibility 0 0 0 57 0 0 0 251
Endogenous Time-Dependent Rules and the Costs of Disinflation with Imperfect Credibility 0 0 0 48 0 0 1 243
Endogenous time-dependent rules and inflation inertia: preliminary version 0 0 0 4 0 0 0 166
Endogenous time-dependent rules and the costs of disinflation with imperfect credibility 0 0 0 12 0 0 1 168
Estimating the Cross-sectional Distribution of Price Stickiness from Aggregate Data 0 0 0 8 0 0 0 70
Estimating the cross-sectional distribution of price stickiness from aggregate data 0 0 0 68 0 1 1 259
Extensive Margin Adjustment of Multi-Product Firm and Risk Diversification 0 0 0 11 0 0 1 49
Factor Specificity and Real Rigidities 0 0 0 15 0 0 0 44
Factor Specificity and Real Rigidities 0 0 0 32 0 0 1 103
Factor SpecifiÂ…city and Real Rigidities 0 0 0 12 0 0 1 25
Gambling, Risk Appetite and Asset Pricing 0 0 1 36 1 1 8 91
Heterogeneity in Price Setting and the Real Effects of Monetary Shocks 0 0 0 289 0 0 2 694
Heterogeneous Price Setting Behavior and Monetary Non-neutrality: Some General Results 0 0 0 32 0 0 5 107
Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing 0 0 0 72 0 0 1 373
Imperfectly credible disinflation under endogenous time-dependent pricing 0 0 0 18 0 1 1 130
Imperfectly credible disinflation under endogenous time-ependent pricing 0 0 0 34 0 0 0 201
Just Words? A Quantitative Analysis of the Communication of the Central Bank of Brazil 0 0 1 37 0 0 4 123
Lift-off Uncertainty: What Can We Infer From the FOMC's Summary of Economic Projections? 0 0 1 58 0 0 4 143
Loss aversion, asymmetric market comovements, and the home bias 0 0 0 35 0 0 0 152
Macroeconomic Effects of Credit Deepening in Latin America 0 0 0 27 0 2 5 69
Macroeconomic Effects of Credit Deepening in Latin America 0 0 0 40 0 0 3 98
Macroeconomic Effects of Credit Deepening in Latin America 0 0 0 14 0 0 0 91
Macroeconomic Macroeconomic Effects of Credit Deepening in Latin America 0 0 0 26 0 1 2 47
Measuring the Effect of the Zero Lower Bound on Monetary Policy 0 0 0 57 1 2 3 68
Measuring the effect of the zero lower bound on monetary policy 0 0 1 69 0 1 2 105
Monetary Policy and Real Exchange Rate Dynamics in Sticky-Price Models 0 0 0 95 0 0 0 52
Monetary Policy and Real Exchange Rate Dynamics in Sticky-Price Models 0 1 1 131 0 1 2 174
Monetary Policy, External Finance Dependence, and the Cross-section of Stock Returns: A FAVAR Approach 0 1 1 41 0 1 1 106
Multi-Product Pricing: Theory and Evidence from Large Retailers in Israel 0 0 1 54 0 1 8 266
Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias 0 0 1 104 0 1 5 464
Online Appendix to "Factor Specificity and Real Rigidities 0 0 0 133 0 0 3 69
Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information 0 0 1 31 1 1 3 108
Price Selection 0 0 0 30 0 0 2 121
Price Selection, Monetary Non-neutrality, and Sticky-Price Models 0 0 0 0 0 0 0 83
Real Exchange Rate Dynamics in Sticky-Price Models with Capital 0 0 0 0 0 0 2 60
Real Rigidities and the Cross-Sectional Distribution of Price Stickiness: Evidence from Micro and Macro Data Combined 0 0 0 49 0 0 0 78
Real exchange rate dynamics in sticky-price models with capital 0 0 0 50 2 2 3 112
Sectoral Price Facts in a Sticky-Price Model 0 0 1 104 0 0 3 296
Sectoral Price Facts in a Sticky-Price Model 0 0 0 29 0 0 3 141
Sectoral price facts in a sticky-price model 0 0 0 181 0 0 2 480
Selection and Monetary Non-Neutrality in Time-Dependent Pricing Models 0 0 0 11 0 0 0 64
Selection and Monetary Non-Neutrality in Time-Dependent Pricing Models 0 2 2 36 1 3 3 67
Selection and monetary non-neutrality in time-dependent pricing models 0 0 0 30 0 0 3 99
Sentiment, Electoral Uncertainty and Stock Returns 0 0 0 36 0 0 1 81
State-dependent pricing under infrequent information: a unified framework 0 0 0 41 0 0 1 137
Taylor Rule Estimation by OLS 0 0 2 193 0 2 15 474
The Effects of Heterogeneity in Price Setting on Price and Inflation Inertia 0 0 1 86 0 1 2 343
The Effects of Heterogeneity in Price Setting on Price and Inflation Inertia 0 0 1 138 0 1 3 460
The Effects of Heterogeneity in Price Setting on Price and Inflation Inertia 0 0 0 26 0 1 1 165
The Effects of Heterogeneity in Price Setting on Price and Inflation Inertia 0 0 0 51 0 0 1 267
The perils of Counterfactual Analysis with Integrated Processes 0 0 1 39 0 0 2 69
The perils of counterfactual analysis with integrated processes 0 0 0 87 0 0 1 45
The persistent effects of a false news shock 0 0 0 72 0 0 2 312
Time- and State-Dependent Pricing: A Unified Framework 0 0 1 24 0 0 4 91
Transitions in Central Bank Leadership 0 0 3 59 0 1 7 134
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 0 2 4 0 1 11 17
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 0 1 11 0 2 3 9
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 0 1 15 0 0 3 23
What Explains Japan's Persistent Deflation? 1 1 5 367 6 11 22 1,328
What drives long-run inflation expectations? 0 0 1 190 0 0 4 673
What if Brazil Hadn't Floated the Real in 1999? 0 0 1 31 2 2 4 55
Total Working Papers 6 12 65 5,147 20 66 296 15,389


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Abrupt monetary policy change and unanchoring of inflation expectations 1 1 9 9 3 4 36 36
Aggregation and the PPP Puzzle in a Sticky-Price Model 0 0 1 141 1 1 4 465
Anchored Inflation Expectations 0 2 13 65 1 5 30 170
Approximating multisector New Keynesian models 1 1 3 23 1 1 6 81
ArCo: An artificial counterfactual approach for high-dimensional panel time-series data 0 0 5 61 1 5 23 287
Challenges to Disinflation: The Brazilian Experience 0 0 5 9 0 2 23 38
Demographic Transition and Low U.S. Interest Rates 0 0 1 29 0 0 2 126
Demographics and real interest rates: Inspecting the mechanism 1 4 24 321 7 20 85 1,085
Do people understand monetary policy? 0 0 4 163 1 3 14 474
Endogenous Time-Dependent Rules and Inflation Inertia 0 0 0 0 0 0 2 259
Factor Specificity and Real Rigidities 0 0 2 109 2 3 11 418
Fed communication and the zero lower bound 0 0 2 36 0 0 4 107
Heterogeneity in Price Stickiness and the Real Effects of Monetary Shocks 0 6 19 609 1 14 47 1,528
Heterogeneous Sticky-Information Economies 0 0 0 8 0 0 1 31
Household expectations and monetary policy 0 0 1 22 0 0 4 103
Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing 0 0 0 21 0 0 0 117
Imperfectly Credible Disinflation under Endogenous Time‐Dependent Pricing 1 1 1 6 1 1 2 14
Iniciativas de política durante la recesión global. ¿Cuáles eran las expectativas de los analistas? 0 0 0 3 0 0 1 74
Just Words? A Quantitative Analysis of the Communication of the Central Bank of Brazil 0 0 0 11 0 1 1 55
Loss aversion, asymmetric market comovements, and the home bias 0 1 1 17 0 1 4 100
Macroeconomic Effects of Credit Deepening in Latin America 0 1 1 4 0 3 11 18
Multi-Product Pricing: Theory and Evidence from Large Retailers 0 0 0 1 0 2 9 20
Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information 0 1 1 5 1 2 8 25
Policy initiatives in the global recession: what did forecasters expect? 0 0 0 58 0 0 4 237
Price selection 0 1 2 14 0 2 7 49
Sectoral Price Facts in a Sticky-Price Model 1 1 4 56 3 4 12 142
Selection and monetary non-neutrality in time-dependent pricing models 0 2 2 41 1 6 11 133
Taylor rule estimation by OLS 2 5 21 48 5 15 80 189
The Cross-Sectional Distribution of Price Stickiness Implied by Aggregate Data 0 0 0 22 0 0 2 108
The persistent effects of a false news shock 0 0 1 32 1 2 7 234
Underlying Trends in the U.S. Neutral Interest Rate 0 2 2 2 1 3 3 3
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 1 6 9 4 6 16 21
What lf Brazil Hadn't Floated the Real in 1999? 0 0 0 5 0 0 1 40
Total Journal Articles 7 30 131 1,960 35 106 471 6,787


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomic Effects of the Demographic Transition in Brazil 0 0 0 0 3 3 3 8
Total Chapters 0 0 0 0 3 3 3 8


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Factor Specificity and Real Rigidities" 0 1 3 79 0 1 4 149
Total Software Items 0 1 3 79 0 1 4 149


Statistics updated 2025-07-04