Access Statistics for Osmani Teixeira de Carvalho Guillén

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ANÁLISE DO COMPORTAMENTO DOS BANCOSBRASILEIROS PRÉ E PÓS CRISE SUBPRIME 0 0 0 22 1 2 8 88
Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime 0 0 0 18 2 3 4 70
CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES 0 0 1 82 1 2 4 214
CHARACTERIZING THE BRAZILIAN TERMSTRUCTURE OF INTEREST RATES IN A COINTEGRATED VAR MODEL 0 0 0 11 0 0 3 53
Characterizing the Brazilian Term Structure of Interest Rates 0 0 3 143 9 9 15 407
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 2 14 2 3 11 72
Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil 0 0 2 84 5 11 16 552
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 1 7 12 233
ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL 1 2 2 440 1 2 6 1,134
Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17) 0 0 0 21 1 4 7 60
Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil 0 0 2 21 1 3 5 164
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 1 2 226 1 9 14 688
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 1 4 6 752
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 1 2 94 1 10 14 448
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 0 4 9 135
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 1 28 0 2 6 72
Local Unit Root and Inflationary Inertia in Brazil 0 0 0 26 0 0 1 60
Machine Learning and Oil Price Point and Density Forecasting 1 1 4 62 3 4 16 219
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 1 4 6 330
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 2 2 62 3 7 10 142
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 3 4 5 133
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 2 2 84 1 5 8 252
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 6 8 10 327
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 2 6 7 511
O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 33 1 2 4 218
O Impacto da Abertura Comercial sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 85 1 4 5 755
O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÍNDICES DE PREÇOS: UMA ANÁLISE VECM PARA O BRASIL 0 0 0 57 1 3 4 451
O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras 0 0 0 57 0 0 0 239
On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century 0 0 0 52 1 2 3 138
On the welfare costs of business cycles in the 20th century 0 0 0 80 0 1 1 368
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century 0 0 0 48 3 5 8 107
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 0 14 2 5 6 70
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 1 26 2 4 9 50
Previsão de inflação com incerteza do hiato do produto no Brasil 0 0 0 43 0 1 4 193
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 1 2 2 7 46
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 1 17 3 7 11 151
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 1 1 3 539 8 13 28 2,111
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features 0 0 0 44 2 3 6 322
The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period 0 0 0 82 0 0 2 518
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 23 1 2 2 238
The welfare cost of macroeconomic uncertainty in the post-war period 0 1 1 17 0 3 5 150
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 1 38 1 1 5 108
Transmissão da Política Monetária pelos Canais de Tomada de Risco e de Crédito: uma análise considerando os seguros contratados pelos bancos e o spread de crédito no Brasil 0 0 0 24 1 4 6 103
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 0 1 109 2 4 8 125
Total Working Papers 3 11 33 3,600 77 179 327 13,577
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Canal de Transmissão da Política Monetária Por Meio dos Seguros Contratados Pelo Setor Bancário 0 0 1 2 1 3 6 40
Characterising the Brazilian term structure of interest rates 0 0 0 54 0 2 6 145
Commodity prices and global economic activity: A derived-demand approach 0 0 2 10 1 2 11 47
Do inflation-linked bonds contain information about future inflation? 0 0 0 5 1 1 4 47
Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17) 0 0 2 9 2 5 10 27
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 1 3 3 23 2 10 16 90
Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil 0 0 0 2 1 3 5 26
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 0 2 3 61
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 208 1 2 8 604
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 1 1 1 81 2 3 13 172
Overreaction of yield spreads and movements of Brazilian interest ratest 0 0 0 2 1 3 4 19
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 0 1 1 2 15
Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos 0 0 0 5 1 3 3 37
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 40 1 6 8 175
Total Journal Articles 2 4 11 456 15 46 99 1,505


Statistics updated 2026-01-09