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 1 20 0 3 7 143
Aggregation and the PPP puzzle in a sticky-price model 0 0 0 98 0 0 7 331
Aggregation and the PPP puzzle in a sticky-price model 0 0 0 96 0 0 1 342
Anchored Inflation Expectations 0 0 2 139 1 2 11 296
Anchored Inflation Expectations 0 1 1 107 0 2 7 309
Approximating Multisector New Keynesian Models 0 0 0 75 1 2 4 91
Arco: an artificial counterfactual approach for high-dimensional panel time-series data 0 0 3 77 1 1 9 182
Demographics and Real Interest Rates Across Countries and Over Time 1 1 1 1 1 1 7 7
Demographics and Real Interest Rates Across Countries and Over Time 0 0 18 40 1 3 38 69
Demographics and Real Interest Rates: Inspecting the Mechanism 0 0 1 152 0 2 5 225
Demographics and Real Interest Rates: Inspecting the Mechanism 0 0 0 91 1 1 4 178
Demographics and real interest rates: inspecting the mechanism 1 1 2 216 3 6 14 550
Do People Understand Monetary Policy? 0 0 0 20 0 1 2 135
Do People Understand Monetary Policy? 0 0 1 14 1 1 3 127
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 1 1 3 500
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 the Costs of Disinflation with Imperfect Credibility 0 0 0 57 0 0 0 251
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 1 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 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 1 36 0 0 7 90
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 1 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 5 143
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 14 0 0 0 91
Macroeconomic Effects of Credit Deepening in Latin America 0 0 0 27 2 2 5 69
Macroeconomic Effects of Credit Deepening in Latin America 0 0 0 40 0 0 3 98
Macroeconomic Macroeconomic Effects of Credit Deepening in Latin America 0 0 0 26 1 1 2 47
Measuring the Effect of the Zero Lower Bound on Monetary Policy 0 0 0 57 1 1 2 67
Measuring the effect of the zero lower bound on monetary policy 0 0 1 69 1 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 1 1 1 41 1 1 1 106
Multi-Product Pricing: Theory and Evidence from Large Retailers in Israel 0 0 2 54 0 2 9 266
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 0 0 2 107
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 0 0 2 110
Sectoral Price Facts in a Sticky-Price Model 0 0 0 29 0 1 3 141
Sectoral Price Facts in a Sticky-Price Model 0 0 1 104 0 0 5 296
Sectoral price facts in a sticky-price model 0 0 0 181 0 0 3 480
Selection and Monetary Non-Neutrality in Time-Dependent Pricing Models 1 2 2 36 1 2 2 66
Selection and Monetary Non-Neutrality in Time-Dependent Pricing Models 0 0 0 11 0 0 1 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 0 2 193 1 2 15 474
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 1 86 1 1 2 343
The Effects of Heterogeneity in Price Setting on Price and Inflation Inertia 0 0 0 26 1 1 1 165
The Effects of Heterogeneity in Price Setting on Price and Inflation Inertia 0 0 1 138 1 1 3 460
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 1 1 24 0 2 4 91
Transitions in Central Bank Leadership 0 1 7 59 0 3 16 134
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 1 4 23
What Explains Japan's Persistent Deflation? 0 0 5 366 4 5 17 1,322
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 0 0 2 53
Total Working Papers 4 9 68 5,141 27 61 306 15,369


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 8 8 1 9 33 33
Aggregation and the PPP Puzzle in a Sticky-Price Model 0 0 1 141 0 0 3 464
Anchored Inflation Expectations 2 4 17 65 4 8 37 169
Approximating multisector New Keynesian models 0 0 2 22 0 0 5 80
ArCo: An artificial counterfactual approach for high-dimensional panel time-series data 0 0 5 61 2 6 22 286
Challenges to Disinflation: The Brazilian Experience 0 0 5 9 1 5 24 38
Demographic Transition and Low U.S. Interest Rates 0 0 3 29 0 0 5 126
Demographics and real interest rates: Inspecting the mechanism 1 5 24 320 6 18 88 1,078
Do people understand monetary policy? 0 0 4 163 2 3 13 473
Endogenous Time-Dependent Rules and Inflation Inertia 0 0 0 0 0 0 2 259
Factor Specificity and Real Rigidities 0 0 2 109 1 1 11 416
Fed communication and the zero lower bound 0 0 2 36 0 1 4 107
Heterogeneity in Price Stickiness and the Real Effects of Monetary Shocks 2 6 22 609 8 15 52 1,527
Heterogeneous Sticky-Information Economies 0 0 0 8 0 0 1 31
Household expectations and monetary policy 0 0 1 22 0 1 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 0 0 0 5 0 0 1 13
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 1 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 1 1 1 4 2 3 11 18
Multi-Product Pricing: Theory and Evidence from Large Retailers 0 0 0 1 1 4 10 20
Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information 0 1 1 5 0 1 7 24
Policy initiatives in the global recession: what did forecasters expect? 0 0 0 58 0 0 4 237
Price selection 1 1 2 14 1 2 7 49
Sectoral Price Facts in a Sticky-Price Model 0 0 3 55 0 1 9 139
Selection and monetary non-neutrality in time-dependent pricing models 1 2 4 41 2 6 13 132
Taylor rule estimation by OLS 2 4 19 46 5 17 80 184
The Cross-Sectional Distribution of Price Stickiness Implied by Aggregate Data 0 0 0 22 0 1 2 108
The persistent effects of a false news shock 0 0 1 32 0 2 6 233
Underlying Trends in the U.S. Neutral Interest Rate 1 2 2 2 1 2 2 2
Weighted Median Inflation Around the World: A Measure of Core Inflation 0 2 7 9 1 3 14 17
What lf Brazil Hadn't Floated the Real in 1999? 0 0 0 5 0 0 1 40
Total Journal Articles 11 30 137 1,953 39 111 477 6,752


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 0 0 5
Total Chapters 0 0 0 0 0 0 0 5


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 79 1 1 4 149
Total Software Items 1 1 3 79 1 1 4 149


Statistics updated 2025-06-06