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 0 2 7 87
Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime 0 0 0 18 0 1 2 68
CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES 0 0 1 82 0 1 3 213
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 2 3 143 0 2 7 398
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 2 14 0 1 9 70
Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil 0 0 2 84 4 8 11 547
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 3 7 11 232
ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL 1 1 1 439 1 2 5 1,133
Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17) 0 0 0 21 2 3 6 59
Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil 0 0 2 21 1 2 4 163
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 1 2 226 3 8 13 687
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 0 3 5 751
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 2 2 94 2 10 14 447
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 4 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 0 0 3 61 0 3 13 216
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 2 3 5 329
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 2 2 2 62 4 5 7 139
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 1 2 4 321
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 3 4 5 509
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 1 2 130
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 1 2 2 84 2 4 7 251
O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 33 0 1 3 217
O Impacto da Abertura Comercial sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 85 1 3 4 754
O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÍNDICES DE PREÇOS: UMA ANÁLISE VECM PARA O BRASIL 0 0 0 57 1 2 3 450
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 0 1 2 137
On the welfare costs of business cycles in the 20th century 0 0 0 80 1 1 1 368
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century 0 0 0 48 1 2 5 104
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 0 14 1 4 4 68
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 1 26 1 3 8 48
Previsão de inflação com incerteza do hiato do produto no Brasil 0 0 0 43 1 1 4 193
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 1 1 17 3 5 8 148
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 2 538 4 7 20 2,103
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 1 0 1 5 44
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features 0 0 0 44 0 1 4 320
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 1 1 237
The welfare cost of macroeconomic uncertainty in the post-war period 1 1 1 17 3 3 5 150
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 1 38 0 0 4 107
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 3 5 102
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 0 1 109 2 2 6 123
Total Working Papers 5 12 30 3,597 53 119 253 13,500
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 2 2 5 39
Characterising the Brazilian term structure of interest rates 0 0 0 54 1 2 6 145
Commodity prices and global economic activity: A derived-demand approach 0 0 2 10 1 2 10 46
Do inflation-linked bonds contain information about future inflation? 0 0 0 5 0 0 3 46
Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17) 0 0 2 9 3 5 8 25
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 1 2 2 22 5 10 14 88
Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil 0 0 0 2 2 2 4 25
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 2 2 3 61
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 1 2 208 1 2 7 603
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 0 80 0 2 11 170
Overreaction of yield spreads and movements of Brazilian interest ratest 0 0 0 2 1 2 3 18
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 0 0 0 1 14
Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos 0 0 0 5 1 2 3 36
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 40 4 5 7 174
Total Journal Articles 1 3 9 454 23 38 85 1,490


Statistics updated 2025-12-06