Access Statistics for Osmani Teixeira de Carvalho Guillén

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
ANÁLISE DO COMPORTAMENTO DOS BANCOSBRASILEIROS PRÉ E PÓS CRISE SUBPRIME 0 0 0 22 2 3 7 92
Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime 0 0 0 18 7 7 12 79
CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES 0 0 0 82 4 5 11 223
CHARACTERIZING THE BRAZILIAN TERMSTRUCTURE OF INTEREST RATES IN A COINTEGRATED VAR MODEL 0 0 0 11 0 1 3 55
Characterizing the Brazilian Term Structure of Interest Rates 0 0 2 143 2 3 19 414
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 2 14 1 5 21 84
Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil 0 1 3 85 4 5 23 559
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 3 10 22 246
ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL 0 0 2 440 3 4 16 1,145
Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17) 0 0 0 21 1 1 10 64
Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil 0 0 1 21 0 0 5 165
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 2 226 2 2 15 692
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 4 7 15 763
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 2 94 3 9 23 459
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 4 6 16 146
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 28 3 3 11 80
Local Unit Root and Inflationary Inertia in Brazil 0 0 0 26 1 1 3 63
Machine Learning and Oil Price Point and Density Forecasting 0 0 3 62 5 7 28 233
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 3 7 17 341
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 2 4 10 139
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 1 3 16 334
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 62 1 3 16 148
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 84 2 7 17 263
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 3 4 13 518
O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 33 4 4 9 225
O Impacto da Abertura Comercial sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 85 1 5 16 766
O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÍNDICES DE PREÇOS: UMA ANÁLISE VECM PARA O BRASIL 0 0 0 57 3 3 13 461
O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras 0 0 0 57 1 2 9 248
On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century 0 0 0 52 4 8 15 151
On the welfare costs of business cycles in the 20th century 0 0 0 80 0 1 3 370
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century 0 0 0 48 4 6 12 114
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 0 14 2 2 10 74
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 1 26 3 8 19 61
Previsão de inflação com incerteza do hiato do produto no Brasil 0 0 0 43 1 2 6 197
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 1 2 17 30 70
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 1 1 2 18 3 4 17 158
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 1 4 8 544 5 13 45 2,135
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features 2 2 2 46 10 14 23 341
The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period 0 0 0 82 3 3 4 522
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 1 17 0 5 14 160
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 23 2 6 15 251
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 38 3 4 8 114
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 3 5 11 109
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 0 0 109 3 3 11 130
Total Working Papers 4 8 35 3,609 118 222 639 13,962
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 0 2 1 1 6 42
Characterising the Brazilian term structure of interest rates 0 0 0 54 1 2 7 149
Commodity prices and global economic activity: A derived-demand approach 0 0 2 10 3 8 25 62
Do inflation-linked bonds contain information about future inflation? 0 0 0 5 1 3 7 52
Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17) 0 0 2 9 1 6 19 37
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 1 1 4 24 7 13 34 110
Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil 0 0 0 2 2 3 7 30
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 1 2 10 68
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 208 4 7 20 618
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 1 1 2 82 4 8 24 186
Overreaction of yield spreads and movements of Brazilian interest ratest 0 0 0 2 0 1 10 25
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 0 3 4 12 25
Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos 0 0 0 5 0 0 6 40
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 40 1 2 14 181
Total Journal Articles 2 2 12 458 29 60 201 1,625


Statistics updated 2026-05-06