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 1 3 7 90
Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime 0 0 0 18 0 4 5 72
CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES 0 0 0 82 1 6 7 219
CHARACTERIZING THE BRAZILIAN TERMSTRUCTURE OF INTEREST RATES IN A COINTEGRATED VAR MODEL 0 0 0 11 1 2 3 55
Characterizing the Brazilian Term Structure of Interest Rates 0 0 3 143 1 14 18 412
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 2 14 1 10 17 80
Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil 1 1 3 85 1 8 19 555
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 4 8 16 240
ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL 0 1 2 440 1 9 13 1,142
Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17) 0 0 0 21 0 4 9 63
Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil 0 0 2 21 0 2 6 165
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 2 226 0 3 13 690
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 2 7 11 758
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 2 94 2 5 16 452
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 1 6 13 141
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 28 0 5 9 77
Local Unit Root and Inflationary Inertia in Brazil 0 0 0 26 0 2 2 62
Machine Learning and Oil Price Point and Density Forecasting 0 1 4 62 0 10 22 226
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 4 9 14 338
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 84 3 8 14 259
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 62 0 6 13 145
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 5 7 135
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 1 6 11 515
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 0 10 13 331
O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 33 0 4 5 221
O Impacto da Abertura Comercial sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 85 4 11 15 765
O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÍNDICES DE PREÇOS: UMA ANÁLISE VECM PARA O BRASIL 0 0 0 57 0 8 10 458
O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras 0 0 0 57 1 8 8 247
On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century 0 0 0 52 0 6 7 143
On the welfare costs of business cycles in the 20th century 0 0 0 80 0 1 2 369
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century 0 0 0 48 0 4 6 108
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 0 14 0 4 8 72
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 1 26 3 8 15 56
Previsão de inflação com incerteza do hiato do produto no Brasil 0 0 0 43 0 2 4 195
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 1 17 1 7 14 155
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 1 3 5 541 3 22 42 2,125
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 1 15 24 28 68
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features 0 0 0 44 3 10 13 330
The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period 0 0 0 82 0 1 3 519
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 1 17 4 9 14 159
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 23 3 11 12 248
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 1 38 1 4 6 111
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 2 4 8 106
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 0 0 109 0 4 9 127
Total Working Papers 2 6 33 3,603 64 304 507 13,804
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 0 2 5 41
Characterising the Brazilian term structure of interest rates 0 0 0 54 0 2 6 147
Commodity prices and global economic activity: A derived-demand approach 0 0 2 10 5 13 23 59
Do inflation-linked bonds contain information about future inflation? 0 0 0 5 0 3 4 49
Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17) 0 0 2 9 2 8 16 33
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 0 1 3 23 3 12 25 100
Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil 0 0 0 2 1 3 6 28
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 0 5 8 66
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 208 1 9 15 612
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 1 1 81 4 12 22 182
Overreaction of yield spreads and movements of Brazilian interest ratest 0 0 0 2 1 7 10 25
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 0 0 7 8 21
Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos 0 0 0 5 0 4 6 40
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 40 1 6 13 180
Total Journal Articles 0 2 10 456 18 93 167 1,583


Statistics updated 2026-03-04