Details about Osmani Teixeira de Carvalho Guillén

Access statistics for papers by Osmani Teixeira de Carvalho Guillén.

Last updated 2009-08-11. Update your information in the RePEc Author Service.

Short-id: pgu175

Working Papers

2009

1. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)

2008

2. Characterizing the Brazilian Term Structure of Interest Rates
   Working Papers Series, Central Bank of Brazil, Research Department
   Also in Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] (2007)
   See also Journal Article in International Journal of Monetary Economics and Finance (2009)
3. Previsão de inflação com incerteza do hiato do produto no Brasil
   Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]

2007

4. Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features
   Working Papers Series, Central Bank of Brazil, Research Department

2006

5. Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
   IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) View citations
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2005) View citations
6. The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period
   IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro
   Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2006) View citations
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2005) View citations
   See also Journal Article in Economics Letters (2008)

2005

7. O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÍNDICES DE PREÇOS: UMA ANÁLISE VECM PARA O BRASIL
   Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]

2004

8. ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL
   Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] View citations
9. Reação Exagerada dos Diferenciais de Rendimento e Movimentos das Taxas de Juros Brasileiras
   Finance Lab Working Papers, Finance Lab, Ibmec São Paulo

2003

10. O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras
    Working Papers Series, Central Bank of Brazil, Research Department
11. On the welfare costs of business cycles in the 20th century
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations

2002

12. Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil
    Working Papers Series, Central Bank of Brazil, Research Department View citations
13. Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil
    Working Papers Series, Central Bank of Brazil, Research Department

2001

14. O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira
    Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil)
    Also in Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] (2001)

Journal Articles

2009

1. Characterising the Brazilian term structure of interest rates
   International Journal of Monetary Economics and Finance, 2009, 2, (2), 103-114
   See also Working Paper (2008)

2008

2. The welfare cost of macroeconomic uncertainty in the post-war period
   Economics Letters, 2008, 98, (2), 167-175
   See also Working Paper (2006)

2004

3. Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil
   Revista Brasileira de Economia, 2004, 58, (4)