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 1 1 7 144
Aggregation and the PPP puzzle in a sticky-price model 0 0 0 98 0 0 4 331
Aggregation and the PPP puzzle in a sticky-price model 0 0 0 96 0 1 2 343
Anchored Inflation Expectations 1 2 3 109 1 2 8 311
Anchored inflation expectations 0 0 1 139 1 1 10 297
Approximating Multisector New Keynesian Models 0 0 0 75 0 1 5 92
Arco: an artificial counterfactual approach for high-dimensional panel time-series data 0 0 2 77 1 1 6 183
Demographics and Real Interest Rates Across Countries and Over Time 0 2 3 3 1 4 11 11
Demographics and Real Interest Rates Across Countries and Over Time 0 2 13 42 2 4 32 73
Demographics and Real Interest Rates: Inspecting the Mechanism 0 0 0 91 0 0 3 178
Demographics and Real Interest Rates: Inspecting the Mechanism 0 0 1 152 0 1 5 226
Demographics and real interest rates: inspecting the mechanism 1 2 4 218 1 2 14 552
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 1 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 1 173 0 1 4 501
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 1 1 2 50
Factor Specificity and Real Rigidities 0 0 0 32 0 0 1 103
Factor Specificity and Real Rigidities 0 0 0 15 0 0 0 44
Factor SpecifiÂ…city and Real Rigidities 0 0 0 12 0 0 1 25
Gambling, Risk Appetite and Asset Pricing 0 0 0 36 1 6 11 96
Heterogeneity in Price Setting and the Real Effects of Monetary Shocks 0 0 0 289 1 2 4 696
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 0 0 1 373
Imperfectly credible disinflation under endogenous time-dependent pricing 0 0 0 18 1 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 2 2 5 125
Lift-off Uncertainty: What Can We Infer From the FOMC's Summary of Economic Projections? 0 0 0 58 1 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 27 0 0 5 69
Macroeconomic Effects of Credit Deepening in Latin America 0 0 0 40 2 2 3 100
Macroeconomic Effects of Credit Deepening in Latin America 0 0 0 14 1 1 1 92
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 1 2 3 69
Measuring the effect of the zero lower bound on monetary policy 0 0 1 69 0 1 3 106
Monetary Policy and Real Exchange Rate Dynamics in Sticky-Price Models 0 0 1 131 0 0 2 174
Monetary Policy and Real Exchange Rate Dynamics in Sticky-Price Models 0 0 0 95 0 0 0 52
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 4 464
Online Appendix to "Factor Specificity and Real Rigidities 0 0 0 133 1 1 4 70
Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information 0 0 1 31 1 2 4 109
Price Selection 0 0 0 30 1 1 3 122
Price Selection, Monetary Non-neutrality, and Sticky-Price Models 0 0 0 0 1 1 1 84
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 1 1 79
Real exchange rate dynamics in sticky-price models with capital 0 0 0 50 0 2 3 112
Sectoral Price Facts in a Sticky-Price Model 0 0 0 29 1 1 4 142
Sectoral Price Facts in a Sticky-Price Model 0 0 1 104 0 0 1 296
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 1 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 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 1 3 194 3 5 20 479
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 Effects of Heterogeneity in Price Setting on Price and Inflation Inertia 0 0 1 86 1 1 3 344
The perils of Counterfactual Analysis with Integrated Processes 0 0 1 39 4 4 6 73
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 1 1 2 25 2 2 6 93
Transitions in Central Bank Leadership 0 0 1 59 0 0 5 134
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 0 1 11 1 1 4 10
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 0 1 4 0 0 8 17
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 0 0 15 0 1 3 24
What Explains Japan's Persistent Deflation? 2 6 9 372 2 12 25 1,334
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 1 3 4 56
Total Working Papers 5 16 57 5,157 39 84 319 15,453


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 1 6 9 0 8 34 41
Aggregation and the PPP Puzzle in a Sticky-Price Model 0 0 1 141 0 1 4 465
Anchored Inflation Expectations 1 1 10 66 5 9 32 178
Approximating multisector New Keynesian models 0 1 2 23 0 3 7 83
ArCo: An artificial counterfactual approach for high-dimensional panel time-series data 0 0 3 61 1 2 20 288
Challenges to Disinflation: The Brazilian Experience 0 0 3 9 2 2 19 40
Demographic Transition and Low U.S. Interest Rates 0 0 1 29 0 0 2 126
Demographics and real interest rates: Inspecting the mechanism 2 6 26 326 8 22 84 1,100
Do people understand monetary policy? 0 0 4 163 1 3 16 476
Endogenous Time-Dependent Rules and Inflation Inertia 0 0 0 0 0 0 2 259
Factor Specificity and Real Rigidities 0 0 0 109 1 6 11 422
Fed communication and the zero lower bound 0 0 1 36 1 1 4 108
Heterogeneity in Price Stickiness and the Real Effects of Monetary Shocks 2 3 18 612 6 10 50 1,537
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 2 4 4 121
Imperfectly Credible Disinflation under Endogenous Time‐Dependent Pricing 0 1 1 6 1 2 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 0 0 0 11 0 0 1 55
Loss aversion, asymmetric market comovements, and the home bias 0 0 1 17 2 2 5 102
Macroeconomic Effects of Credit Deepening in Latin America 0 0 1 4 0 0 8 18
Multi-Product Pricing: Theory and Evidence from Large Retailers 0 0 0 1 0 0 8 20
Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information 0 1 2 6 1 3 7 27
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 6 49
Sectoral Price Facts in a Sticky-Price Model 0 1 3 56 1 4 10 143
Selection and monetary non-neutrality in time-dependent pricing models 0 0 2 41 0 2 11 134
Taylor rule estimation by OLS 2 5 23 51 5 14 81 198
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 0 1 7 234
Underlying Trends in the U.S. Neutral Interest Rate 0 0 2 2 1 5 7 7
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 0 4 9 0 4 14 21
What lf Brazil Hadn't Floated the Real in 1999? 0 0 0 5 1 1 1 41
Total Journal Articles 7 20 117 1,973 39 110 467 6,862


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 0 3 3 8
Total Chapters 0 0 0 0 0 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 0 3 79 0 1 5 150
Total Software Items 0 0 3 79 0 1 5 150


Statistics updated 2025-09-05