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 1 9 95
Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime 0 0 0 18 1 2 14 81
CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES 0 0 0 82 0 0 11 223
CHARACTERIZING THE BRAZILIAN TERMSTRUCTURE OF INTEREST RATES IN A COINTEGRATED VAR MODEL 0 0 0 11 0 1 3 56
Characterizing the Brazilian Term Structure of Interest Rates 0 0 0 143 0 1 17 415
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 0 14 1 4 23 92
Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil 0 1 2 86 1 3 21 562
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 0 0 21 247
ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL 0 0 2 440 0 0 13 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 3 11 67
Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil 0 0 0 21 0 0 5 166
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 1 226 0 0 14 693
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 0 1 16 764
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 1 94 0 2 23 461
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 28 0 0 10 80
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 0 1 16 147
Local Unit Root and Inflationary Inertia in Brazil 0 1 1 27 1 2 7 67
Machine Learning and Oil Price Point and Density Forecasting 2 3 4 65 2 4 22 237
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 0 1 17 343
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 84 0 0 17 264
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 62 0 0 13 148
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 0 2 18 337
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 2 12 141
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 0 2 16 521
O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 33 0 0 10 226
O Impacto da Abertura Comercial sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 85 0 1 16 767
O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÍNDICES DE PREÇOS: UMA ANÁLISE VECM PARA O BRASIL 0 0 0 57 0 0 13 461
O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras 0 0 0 57 1 2 12 251
On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century 0 0 0 52 1 2 18 154
On the welfare costs of business cycles in the 20th century 0 0 0 80 0 0 3 370
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century 0 0 0 48 0 1 14 116
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 0 14 0 2 11 76
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 0 26 0 1 17 63
Previsão de inflação com incerteza do hiato do produto no Brasil 0 0 0 43 0 2 9 201
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 1 0 1 27 71
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 1 18 0 0 15 159
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 6 544 0 1 40 2,138
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features 0 0 2 46 0 1 28 347
The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period 0 0 0 82 0 2 7 525
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 1 17 1 1 15 162
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 23 1 2 17 253
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 38 0 1 8 115
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 0 1 11 110
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 0 0 109 2 5 15 136
Total Working Papers 2 5 25 3,614 14 58 655 14,053
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 0 7 44
Characterising the Brazilian term structure of interest rates 0 0 0 54 0 0 6 149
Commodity prices and global economic activity: A derived-demand approach 0 0 0 10 2 4 23 68
Do inflation-linked bonds contain information about future inflation? 0 0 0 5 0 1 8 54
Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17) 0 0 0 9 0 1 16 38
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 0 0 5 25 1 1 35 115
Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil 0 0 0 2 0 1 8 31
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 1 1 11 70
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 208 1 2 20 622
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 2 82 0 0 18 187
Overreaction of yield spreads and movements of Brazilian interest ratest 0 0 0 2 0 0 9 25
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 0 1 2 14 28
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 0 1 13 182
Total Journal Articles 0 0 7 459 6 14 194 1,653


Statistics updated 2026-10-11