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 3 3 83
Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime 0 0 0 18 0 1 1 67
CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES 1 1 1 82 1 2 2 212
CHARACTERIZING THE BRAZILIAN TERMSTRUCTURE OF INTEREST RATES IN A COINTEGRATED VAR MODEL 0 0 0 11 0 2 2 52
Characterizing the Brazilian Term Structure of Interest Rates 0 0 2 140 2 3 7 394
Commodity Prices and Global Economic Activity: a derived-demand approach 0 0 1 12 2 2 7 63
Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil 0 0 6 82 0 0 7 536
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 1 3 6 224
ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL 0 0 2 438 0 1 5 1,129
Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17) 0 0 2 21 1 1 5 54
Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil 0 0 1 19 0 0 4 159
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 1 224 2 3 5 677
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 1 1 1 747
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 0 92 2 3 4 436
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 0 2 2 128
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 1 2 28 0 2 4 68
Local Unit Root and Inflationary Inertia in Brazil 0 0 1 26 0 1 2 60
Machine Learning and Oil Price Point and Density Forecasting 0 0 1 58 1 1 9 204
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 0 0 0 324
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 60 0 0 1 132
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 82 1 1 1 245
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 0 2 128
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 1 188 0 0 4 504
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 1 1 2 318
O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira 0 0 0 33 0 2 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 1 3 448
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 1 1 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 2 3 6 102
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 2 25 0 1 18 41
Previsão de inflação com incerteza do hiato do produto no Brasil 0 0 0 43 0 2 4 191
Reação Exagerada dos Diferenciais de Rendimento e Movimentos das Taxas de Juros Brasileiras 0 0 0 42 0 0 0 221
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 1 0 1 2 40
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 536 0 0 4 2,083
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features 0 0 0 16 0 1 2 141
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features 0 0 0 44 0 1 7 317
The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period 0 0 0 82 0 0 0 516
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 23 0 0 0 236
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 16 0 0 0 145
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 37 1 2 3 105
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 1 98
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons 1 1 1 109 1 1 2 118
Total Working Papers 2 3 24 3,612 21 50 144 13,518


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 1 1 2 0 2 2 36
Characterising the Brazilian term structure of interest rates 0 0 1 54 2 2 3 141
Commodity prices and global economic activity: A derived-demand approach 0 0 1 8 0 0 2 36
Do inflation-linked bonds contain information about future inflation? 0 0 0 5 0 2 2 45
Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17) 0 0 6 7 0 0 12 17
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots 0 0 2 20 0 1 6 75
Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil 0 0 0 2 1 1 1 22
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 1 15 0 0 1 58
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 206 1 1 3 597
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond 0 0 5 80 1 1 8 160
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 0 0 13
Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos 0 0 0 5 0 1 1 34
The welfare cost of macroeconomic uncertainty in the post-war period 0 0 0 40 0 0 0 167
Total Journal Articles 0 1 17 446 5 11 41 1,416


Statistics updated 2025-03-03