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 0 5 85
Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime 0 0 0 18 0 0 1 67
CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES 0 0 1 82 0 0 2 212
CHARACTERIZING THE BRAZILIAN TERMSTRUCTURE OF INTEREST RATES IN A COINTEGRATED VAR MODEL 0 0 0 11 0 0 2 52
Characterizing the Brazilian Term Structure of Interest Rates 0 0 3 141 0 1 9 396
Commodity Prices and Global Economic Activity: a derived-demand approach 0 1 2 13 1 2 6 65
Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil 0 2 6 84 1 3 7 539
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 0 0 3 224
ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL 0 0 2 438 0 1 5 1,130
Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17) 0 0 2 21 0 1 5 55
Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil 0 1 3 21 0 1 6 161
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 1 224 1 1 5 678
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 2 748
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 0 92 0 1 4 437
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 0 1 5 131
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 1 28 0 1 4 70
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 1 2 4 61 2 7 11 212
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 0 1 1 325
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 0 1 3 319
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 82 0 1 3 247
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 60 1 1 1 133
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 0 3 129
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 0 0 1 505
O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 33 0 0 2 216
O Impacto da Abertura Comercial sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 85 0 0 1 750
O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÍNDICES DE PREÇOS: UMA ANÁLISE VECM PARA O BRASIL 0 0 0 57 0 0 1 448
O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras 0 0 0 57 0 0 2 239
On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century 0 0 0 52 0 0 1 136
On the welfare costs of business cycles in the 20th century 0 0 0 80 0 0 0 367
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century 0 0 0 48 0 0 4 102
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 0 14 0 0 0 64
Predicting Recessions in (almost) Real Time in a Big-data Setting 0 0 0 25 1 1 10 43
Previsão de inflação com incerteza do hiato do produto no Brasil 0 0 0 43 1 1 5 192
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 1 0 2 4 42
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 536 0 1 11 2,091
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 16 1 2 3 143
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features 0 0 0 44 1 1 8 319
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 16 0 1 2 147
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 23 0 0 0 236
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 1 38 0 0 3 106
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 2 99
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 0 0 1 109 0 1 3 120
Total Working Papers 1 6 27 3,580 11 35 159 13,358
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 1 1 3 37
Characterising the Brazilian term structure of interest rates 0 0 1 54 0 0 4 142
Commodity prices and global economic activity: A derived-demand approach 1 2 2 10 2 5 6 42
Do inflation-linked bonds contain information about future inflation? 0 0 0 5 0 0 2 45
Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17) 1 1 5 8 1 1 9 19
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 0 0 2 20 0 1 8 77
Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil 0 0 0 2 0 0 2 23
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 0 1 1 59
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 1 1 207 0 2 5 600
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 3 80 2 5 12 167
Overreaction of yield spreads and movements of Brazilian interest ratest 0 0 0 2 0 0 0 15
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 0 0 1 1 14
Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos 0 0 0 5 0 0 1 34
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 40 1 2 2 169
Total Journal Articles 2 4 15 450 7 19 56 1,443


Statistics updated 2025-08-05