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 9 94
Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime 0 0 0 18 0 0 12 79
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 0 3 55
Characterizing the Brazilian Term Structure of Interest Rates 0 0 2 143 1 1 19 415
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 1 14 1 5 24 89
Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil 0 0 1 85 1 1 21 560
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 0 1 23 247
ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL 0 0 2 440 0 0 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 0 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 0 1 15 693
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 0 0 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 0 22 459
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 0 0 15 146
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 28 0 0 10 80
Local Unit Root and Inflationary Inertia in Brazil 0 0 0 26 0 2 5 65
Machine Learning and Oil Price Point and Density Forecasting 1 1 2 63 1 1 22 234
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 0 1 17 342
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 0 10 139
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 62 0 0 15 148
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 84 0 1 17 264
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 0 1 14 519
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 0 1 16 335
O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 33 0 1 10 226
O Impacto da Abertura Comercial sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 85 0 0 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 0 13 461
O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras 0 0 0 57 0 1 10 249
On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century 0 0 0 52 0 1 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 1 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 0 10 74
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 1 26 0 1 19 62
Previsão de inflação com incerteza do hiato do produto no Brasil 0 0 0 43 0 2 7 199
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 8 544 0 2 46 2,137
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 2 18 0 1 16 159
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 1 0 0 28 70
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features 0 0 2 46 1 6 28 347
The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period 0 0 0 82 0 1 5 523
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 23 0 0 15 251
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 1 17 0 1 14 161
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 38 0 0 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 1 1 11 110
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 0 0 109 1 2 12 132
Total Working Papers 1 1 30 3,610 7 40 644 14,002
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 7 44
Characterising the Brazilian term structure of interest rates 0 0 0 54 0 0 7 149
Commodity prices and global economic activity: A derived-demand approach 0 0 0 10 2 4 24 66
Do inflation-linked bonds contain information about future inflation? 0 0 0 5 1 2 9 54
Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17) 0 0 1 9 0 0 18 37
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 0 1 5 25 0 4 37 114
Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil 0 0 0 2 0 0 7 30
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 0 1 10 69
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 1 208 0 2 20 620
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 2 82 0 1 20 187
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 1 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 0 12 181
Total Journal Articles 0 1 9 459 3 17 199 1,642


Statistics updated 2026-08-07