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 4 9 94
Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime 0 0 0 18 0 7 12 79
CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES 0 0 0 82 0 4 11 223
CHARACTERIZING THE BRAZILIAN TERMSTRUCTURE OF INTEREST RATES IN A COINTEGRATED VAR MODEL 0 0 0 11 0 0 3 55
Characterizing the Brazilian Term Structure of Interest Rates 0 0 2 143 0 2 18 414
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 1 14 4 5 24 88
Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil 0 0 1 85 0 4 21 559
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 1 4 23 247
ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL 0 0 2 440 0 3 15 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 0 1 9 64
Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil 0 0 0 21 0 1 5 166
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 2 226 1 3 16 693
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 0 4 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 0 3 22 459
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 0 4 15 146
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 28 0 3 10 80
Local Unit Root and Inflationary Inertia in Brazil 0 0 0 26 1 3 5 65
Machine Learning and Oil Price Point and Density Forecasting 0 0 2 62 0 5 23 233
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 0 4 17 342
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 1 2 16 335
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 1 4 14 519
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 2 10 139
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 62 0 1 16 148
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 84 0 3 17 264
O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 33 1 5 10 226
O Impacto da Abertura Comercial sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 85 0 1 16 766
O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÍNDICES DE PREÇOS: UMA ANÁLISE VECM PARA O BRASIL 0 0 0 57 0 3 13 461
O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras 0 0 0 57 0 2 10 249
On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century 0 0 0 52 1 5 16 152
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 5 13 115
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 0 14 0 2 10 74
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 1 26 1 4 20 62
Previsão de inflação com incerteza do hiato do produto no Brasil 0 0 0 43 0 3 8 199
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 1 2 18 0 4 17 159
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 1 0 2 28 70
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 1 8 544 0 7 46 2,137
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features 0 2 2 46 2 15 28 346
The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period 0 0 0 82 0 4 5 523
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 23 0 2 15 251
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 1 17 1 1 14 161
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 38 0 3 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 0 3 11 109
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 0 0 109 1 4 11 131
Total Working Papers 0 4 30 3,609 16 151 648 13,995
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 3 8 44
Characterising the Brazilian term structure of interest rates 0 0 0 54 0 1 7 149
Commodity prices and global economic activity: A derived-demand approach 0 0 1 10 0 5 24 64
Do inflation-linked bonds contain information about future inflation? 0 0 0 5 0 2 8 53
Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17) 0 0 2 9 0 1 19 37
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 1 2 5 25 3 11 37 114
Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil 0 0 0 2 0 2 7 30
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 0 2 10 69
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 1 208 0 6 20 620
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 1 2 82 1 5 22 187
Overreaction of yield spreads and movements of Brazilian interest ratest 0 0 0 2 0 0 10 25
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 0 0 4 12 26
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 13 181
Total Journal Articles 1 3 11 459 4 43 203 1,639


Statistics updated 2026-07-10