Access Statistics for Carlos Carvalho

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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 1 6 144
Aggregation and the PPP puzzle in a sticky-price model 0 0 0 96 0 1 2 343
Aggregation and the PPP puzzle in a sticky-price model 0 0 0 98 0 0 4 331
Anchored Inflation Expectations 0 2 3 109 1 3 7 312
Anchored inflation expectations 0 0 0 139 0 1 9 297
Approximating Multisector New Keynesian Models 1 1 1 76 2 3 7 94
Arco: an artificial counterfactual approach for high-dimensional panel time-series data 0 0 2 77 1 2 7 184
Demographics and Real Interest Rates Across Countries and Over Time 0 0 3 3 0 1 11 11
Demographics and Real Interest Rates Across Countries and Over Time 0 0 10 42 5 7 32 78
Demographics and Real Interest Rates: Inspecting the Mechanism 0 0 1 152 1 2 6 227
Demographics and Real Interest Rates: Inspecting the Mechanism 0 0 0 91 1 1 4 179
Demographics and real interest rates: inspecting the mechanism 0 1 4 218 0 1 13 552
Do People Understand Monetary Policy? 0 0 1 14 0 1 3 128
Do People Understand Monetary Policy? 0 0 0 20 0 0 2 135
Do people undestand monetary policy? 0 0 0 113 0 1 5 453
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 0 173 1 2 4 502
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 1 1 71
Estimating the cross-sectional distribution of price stickiness from aggregate data 0 0 0 68 0 0 1 259
Extensive Margin Adjustment of Multi-Product Firm and Risk Diversification 0 0 0 11 0 1 2 50
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 0 36 0 5 11 96
Heterogeneity in Price Setting and the Real Effects of Monetary Shocks 0 0 0 289 1 3 5 697
Heterogeneous Price Setting Behavior and Monetary Non-neutrality: Some General Results 0 0 0 32 0 0 2 107
Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing 0 0 0 72 1 1 2 374
Imperfectly credible disinflation under endogenous time-dependent pricing 0 0 0 18 0 1 2 131
Imperfectly credible disinflation under endogenous time-ependent pricing 0 0 0 34 0 1 1 202
Just Words? A Quantitative Analysis of the Communication of the Central Bank of Brazil 0 0 0 37 1 3 6 126
Lift-off Uncertainty: What Can We Infer From the FOMC's Summary of Economic Projections? 0 0 0 58 0 1 4 144
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 14 0 1 1 92
Macroeconomic Effects of Credit Deepening in Latin America 0 0 0 40 0 2 2 100
Macroeconomic Effects of Credit Deepening in Latin America 0 0 0 27 0 0 5 69
Macroeconomic Macroeconomic Effects of Credit Deepening in Latin America 0 0 0 26 0 1 3 48
Measuring the Effect of the Zero Lower Bound on Monetary Policy 0 0 0 57 0 1 3 69
Measuring the effect of the zero lower bound on monetary policy 0 0 0 69 1 2 3 107
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 0 1 131 1 1 3 175
Monetary Policy, External Finance Dependence, and the Cross-section of Stock Returns: A FAVAR Approach 0 0 1 41 0 0 1 106
Multi-Product Pricing: Theory and Evidence from Large Retailers in Israel 0 0 1 54 0 0 7 266
Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias 0 0 0 104 0 0 3 464
Online Appendix to "Factor Specificity and Real Rigidities 0 0 0 133 0 1 4 70
Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information 0 0 1 31 1 2 5 110
Price Selection 0 0 0 30 0 1 3 122
Price Selection, Monetary Non-neutrality, and Sticky-Price Models 0 0 0 0 1 2 2 85
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 1 2 2 80
Real exchange rate dynamics in sticky-price models with capital 0 0 0 50 1 1 4 113
Sectoral Price Facts in a Sticky-Price Model 0 0 1 104 1 1 2 297
Sectoral Price Facts in a Sticky-Price Model 0 0 0 29 2 3 6 144
Sectoral price facts in a sticky-price model 0 0 0 181 0 2 3 482
Selection and Monetary Non-Neutrality in Time-Dependent Pricing Models 0 0 2 36 0 0 3 67
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 0 0 30 0 0 3 99
Sentiment, Electoral Uncertainty and Stock Returns 0 0 0 36 1 1 2 82
State-dependent pricing under infrequent information: a unified framework 0 0 0 41 0 0 1 137
Taylor Rule Estimation by OLS 0 1 3 194 0 5 18 479
The Effects of Heterogeneity in Price Setting on Price and Inflation Inertia 0 0 1 86 0 1 3 344
The Effects of Heterogeneity in Price Setting on Price and Inflation Inertia 0 0 0 51 0 0 1 267
The Effects of Heterogeneity in Price Setting on Price and Inflation Inertia 0 0 0 26 0 0 1 165
The Effects of Heterogeneity in Price Setting on Price and Inflation Inertia 0 0 1 138 0 0 3 460
The perils of Counterfactual Analysis with Integrated Processes 0 0 1 39 0 4 6 73
The perils of counterfactual analysis with integrated processes 0 0 0 87 1 1 2 46
The persistent effects of a false news shock 0 0 0 72 1 1 3 313
Time- and State-Dependent Pricing: A Unified Framework 0 1 2 25 2 4 8 95
Transitions in Central Bank Leadership 0 0 1 59 0 0 4 134
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 0 1 4 2 2 9 19
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 0 0 15 10 11 13 34
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 0 0 11 3 4 6 13
What Explains Japan's Persistent Deflation? 1 6 10 373 3 9 28 1,337
What drives long-run inflation expectations? 0 0 0 190 0 0 2 673
What if Brazil Hadn't Floated the Real in 1999? 0 0 0 31 0 1 4 56
Total Working Papers 2 12 52 5,159 47 111 347 15,500

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 0 0 5 9 1 6 30 42
Aggregation and the PPP Puzzle in a Sticky-Price Model 0 0 1 141 0 0 3 465
Anchored Inflation Expectations 1 2 10 67 4 12 31 182
Approximating multisector New Keynesian models 0 0 2 23 1 3 8 84
ArCo: An artificial counterfactual approach for high-dimensional panel time-series data 0 0 3 61 1 2 21 289
Challenges to Disinflation: The Brazilian Experience 0 0 3 9 0 2 18 40
Demographic Transition and Low U.S. Interest Rates 0 0 0 29 0 0 1 126
Demographics and real interest rates: Inspecting the mechanism 2 7 26 328 5 20 84 1,105
Do people understand monetary policy? 0 0 2 163 1 3 14 477
Endogenous Time-Dependent Rules and Inflation Inertia 0 0 0 0 1 1 2 260
Factor Specificity and Real Rigidities 0 0 0 109 2 6 11 424
Fed communication and the zero lower bound 0 0 1 36 0 1 4 108
Heterogeneity in Price Stickiness and the Real Effects of Monetary Shocks 1 4 17 613 5 14 51 1,542
Heterogeneous Sticky-Information Economies 0 0 0 8 0 0 0 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 4 4 121
Imperfectly Credible Disinflation under Endogenous Time‐Dependent Pricing 0 0 1 6 0 1 2 15
Iniciativas de política durante la recesión global. ¿Cuáles eran las expectativas de los analistas? 0 0 0 3 0 0 0 74
Just Words? A Quantitative Analysis of the Communication of the Central Bank of Brazil 1 1 1 12 1 1 2 56
Loss aversion, asymmetric market comovements, and the home bias 0 0 1 17 1 3 5 103
Macroeconomic Effects of Credit Deepening in Latin America 0 0 1 4 1 1 7 19
Multi-Product Pricing: Theory and Evidence from Large Retailers 0 0 0 1 0 0 7 20
Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information 0 1 2 6 1 3 7 28
Policy initiatives in the global recession: what did forecasters expect? 0 0 0 58 0 0 3 237
Price selection 0 0 1 14 0 0 5 49
Reprint of: Demographics and real interest rates across countries and over time 0 0 0 0 3 3 3 3
Sectoral Price Facts in a Sticky-Price Model 0 0 3 56 3 4 13 146
Selection and monetary non-neutrality in time-dependent pricing models 0 0 2 41 0 1 11 134
Taylor rule estimation by OLS 1 4 22 52 5 14 79 203
The Cross-Sectional Distribution of Price Stickiness Implied by Aggregate Data 0 0 0 22 0 1 3 109
The persistent effects of a false news shock 0 0 1 32 1 1 8 235
Underlying Trends in the U.S. Neutral Interest Rate 0 0 2 2 2 6 9 9
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 0 3 9 1 1 13 22
What lf Brazil Hadn't Floated the Real in 1999? 0 0 0 5 0 1 1 41
Total Journal Articles 6 19 111 1,979 40 115 464 6,902

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Demographics and Real Interest Rates Across Countries and Over Time 0 0 0 0 0 0 0 0
Macroeconomic Effects of the Demographic Transition in Brazil 0 0 0 0 0 0 3 8
Total Chapters 0 0 0 0 0 0 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" 1 1 3 80 1 2 5 151
Total Software Items 1 1 3 80 1 2 5 151

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Statistics updated 2025-10-06