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Details about Carlos Carvalho

E-mail:
Homepage:http://cvianac.googlepages.com/carloscarvalho
Workplace:Departamento de Economia (Department of Economics), Pontifícia Universidade Católica do Rio de Janeiro (Pontifical Catholic University of Rio de Janeiro), (more information at EDIRC)

Access statistics for papers by Carlos Carvalho.

Last updated 2021-04-18. Update your information in the RePEc Author Service.

Short-id: pca106


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Working Papers

2020

  1. Anchored inflation expectations
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (3)
  2. Multi-Product Pricing: Theory and Evidence from Large Retailers in Israel
    Staff Working Papers, Bank of Canada Downloads

2019

  1. Macroeconomic Effects of Credit Deepening in Latin America
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (3)
    Also in IDB Publications (Working Papers), Inter-American Development Bank (2015) Downloads View citations (2)
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (2014) Downloads View citations (4)
  2. Macroeconomic Macroeconomic Effects of Credit Deepening in Latin America
    Working Papers, Banco Central de Reserva del Perú Downloads

2018

  1. Gambling, Risk Appetite and Asset Pricing
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  2. Price Selection
    Staff Working Papers, Bank of Canada Downloads View citations (4)
  3. Taylor Rule Estimation by OLS
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads

2017

  1. Approximating Multisector New Keynesian Models
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (1)
    See also Journal Article in Economics Letters (2018)
  2. Arco: an artificial counterfactual approach for high-dimensional panel time-series data
    Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) Downloads View citations (4)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2016) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (2018)
  3. Extensive Margin Adjustment of Multi-Product Firm and Risk Diversification
    IMF Working Papers, International Monetary Fund Downloads View citations (1)
  4. The perils of counterfactual analysis with integrated processes
    Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) Downloads
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2016) Downloads View citations (1)

2016

  1. Demographics and Real Interest Rates: Inspecting the Mechanism
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (104)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2016) Downloads View citations (114)
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (2016) Downloads View citations (101)

    See also Journal Article in European Economic Review (2016)
  2. Measuring the Effect of the Zero Lower Bound on Monetary Policy
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (6)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2016) Downloads View citations (11)
  3. Online Appendix to "Factor Specificity and Real Rigidities
    Online Appendices, Review of Economic Dynamics Downloads View citations (5)
    See also Journal Article in Review of Economic Dynamics (2016)
  4. Price Selection, Monetary Non-neutrality, and Sticky-Price Models
    2016 Meeting Papers, Society for Economic Dynamics View citations (1)

2015

  1. E Se o Brasil Não Tivesse Adotado Câmbio Flutuante em 1999?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  2. Factor Specificity and Real Rigidities
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2013) Downloads View citations (6)

    See also Journal Article in Review of Economic Dynamics (2016)
  3. Lift-off Uncertainty: What Can We Infer From the FOMC's Summary of Economic Projections?
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
  4. Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information
    2015 Meeting Papers, Society for Economic Dynamics Downloads
  5. What drives long-run inflation expectations?
    2015 Meeting Papers, Society for Economic Dynamics Downloads
  6. What if Brazil Hadn't Floated the Real in 1999?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
    See also Journal Article in Brazilian Review of Econometrics (2015)

2014

  1. Factor SpecifiÂ…city and Real Rigidities
    2014 Meeting Papers, Society for Economic Dynamics Downloads
  2. Monetary Policy and Real Exchange Rate Dynamics in Sticky-Price Models
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2014) Downloads View citations (2)
  3. Real Rigidities and the Cross-Sectional Distribution of Price Stickiness: Evidence from Micro and Macro Data Combined
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
  4. Selection and Monetary Non-Neutrality in Time-Dependent Pricing Models
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (14)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (2)
    Working Paper, Federal Reserve Bank of Richmond (2012) Downloads View citations (4)

    See also Journal Article in Journal of Monetary Economics (2015)

2013

  1. Do People Understand Monetary Policy?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2012) Downloads
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (9)

    See also Journal Article in Journal of Monetary Economics (2014)
  2. Just Words? A Quantitative Analysis of the Communication of the Central Bank of Brazil
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (9)
    See also Journal Article in Revista Brasileira de Economia - RBE (2013)
  3. Monetary Policy, External Finance Dependence, and the Cross-section of Stock Returns: A FAVAR Approach
    2013 Meeting Papers, Society for Economic Dynamics Downloads
  4. Real Exchange Rate Dynamics in Sticky-Price Models with Capital
    2013 Meeting Papers, Society for Economic Dynamics
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2012) Downloads
  5. Time- and State-Dependent Pricing: A Unified Framework
    2013 Meeting Papers, Society for Economic Dynamics Downloads
  6. What Explains Japan's Persistent Deflation?
    2013 Meeting Papers, Society for Economic Dynamics Downloads

2011

  1. Sectoral Price Facts in a Sticky-Price Model
    Departmental Working Papers, Rutgers University, Department of Economics Downloads View citations (20)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (1)
    Staff Reports, Federal Reserve Bank of New York (2011) Downloads View citations (25)

    See also Journal Article in American Economic Journal: Macroeconomics (2021)

2010

  1. Aggregation and the PPP puzzle in a sticky-price model
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (25)
    Also in Staff Reports, Federal Reserve Bank of New York (2008) Downloads View citations (8)

    See also Journal Article in American Economic Review (2011)
  2. Loss aversion, asymmetric market comovements, and the home bias
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (7)
    See also Journal Article in Journal of International Money and Finance (2010)
  3. State-dependent pricing under infrequent information: a unified framework
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (11)

2009

  1. Estimating the Cross-sectional Distribution of Price Stickiness from Aggregate Data
    2009 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2009) Downloads View citations (7)
  2. The persistent effects of a false news shock
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
    See also Journal Article in Journal of Empirical Finance (2011)

2008

  1. Heterogeneous Price Setting Behavior and Monetary Non-neutrality: Some General Results
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (15)
  2. Imperfectly credible disinflation under endogenous time-dependent pricing
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
    Also in Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (12)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2005) Downloads View citations (9)

    See also Journal Article in Journal of Money, Credit and Banking (2010)

2005

  1. Endogenous Time-Dependent Rules and Inflation Inertia
    Macroeconomics, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Journal of Money, Credit and Banking (2004)
  2. Endogenous Time-Dependent Rules and the Costs of Disinflation with Imperfect Credibility
    Macroeconomics, University Library of Munich, Germany Downloads View citations (4)
    Also in Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (3)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2003) Downloads View citations (1)
  3. Heterogeneity in Price Setting and the Real Effects of Monetary Shocks
    Macroeconomics, University Library of Munich, Germany Downloads View citations (72)
  4. The Effects of Heterogeneity in Price Setting on Price and Inflation Inertia
    Macroeconomics, University Library of Munich, Germany Downloads View citations (1)
    Also in Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (1)
    Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (1)
    Econometric Society 2004 Latin American Meetings, Econometric Society (2004) Downloads

2004

  1. Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias
    Econometric Society 2004 Latin American Meetings, Econometric Society Downloads

1999

  1. Endogenous time-dependent rules and inflation inertia: preliminary version
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (9)

Undated

  1. Sentiment, Electoral Uncertainty and Stock Returns
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)
  2. Transitions in Central Bank Leadership
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads

Journal Articles

2021

  1. Sectoral Price Facts in a Sticky-Price Model
    American Economic Journal: Macroeconomics, 2021, 13, (1), 216-56 Downloads View citations (1)
    See also Working Paper (2011)

2020

  1. The Cross-Sectional Distribution of Price Stickiness Implied by Aggregate Data
    The Review of Economics and Statistics, 2020, 102, (1), 162-179 Downloads

2018

  1. Approximating multisector New Keynesian models
    Economics Letters, 2018, 163, (C), 193-196 Downloads
    See also Working Paper (2017)
  2. ArCo: An artificial counterfactual approach for high-dimensional panel time-series data
    Journal of Econometrics, 2018, 207, (2), 352-380 Downloads View citations (12)
    See also Working Paper (2017)

2017

  1. Demographic Transition and Low U.S. Interest Rates
    FRBSF Economic Letter, 2017 Downloads View citations (3)
  2. Heterogeneous Sticky-Information Economies
    Brazilian Review of Econometrics, 2017, 37, (2) Downloads

2016

  1. Demographics and real interest rates: Inspecting the mechanism
    European Economic Review, 2016, 88, (C), 208-226 Downloads View citations (102)
    See also Working Paper (2016)
  2. Factor Specificity and Real Rigidities
    Review of Economic Dynamics, 2016, 22, 208-222 Downloads View citations (5)
    See also Working Paper (2015)
    Working Paper (2016)
    Software Item (2016)
  3. Fed communication and the zero lower bound
    FRBSF Economic Letter, 2016 Downloads View citations (1)

2015

  1. Selection and monetary non-neutrality in time-dependent pricing models
    Journal of Monetary Economics, 2015, 76, (C), 141-156 Downloads View citations (17)
    See also Working Paper (2014)
  2. What lf Brazil Hadn't Floated the Real in 1999?
    Brazilian Review of Econometrics, 2015, 35, (2) Downloads
    See also Working Paper (2015)

2014

  1. Do people understand monetary policy?
    Journal of Monetary Economics, 2014, 66, (C), 108-123 Downloads View citations (74)
    See also Working Paper (2013)
  2. Household expectations and monetary policy
    FRBSF Economic Letter, 2014 Downloads

2013

  1. Just Words? A Quantitative Analysis of the Communication of the Central Bank of Brazil
    Revista Brasileira de Economia - RBE, 2013, 67, (4) Downloads View citations (9)
    See also Working Paper (2013)

2012

  1. Iniciativas de política durante la recesión global. ¿Cuáles eran las expectativas de los analistas?
    Boletín, 2012, LVIII, (2), 78-93 Downloads
  2. Policy initiatives in the global recession: what did forecasters expect?
    Current Issues in Economics and Finance, 2012, 18, (Feb) Downloads

2011

  1. Aggregation and the PPP Puzzle in a Sticky-Price Model
    American Economic Review, 2011, 101, (6), 2391-2424 Downloads View citations (53)
    See also Working Paper (2010)
  2. The persistent effects of a false news shock
    Journal of Empirical Finance, 2011, 18, (4), 597-615 Downloads View citations (12)
    See also Working Paper (2009)

2010

  1. Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing
    Journal of Money, Credit and Banking, 2010, 42, (5), 799-831 View citations (9)
    Also in Journal of Money, Credit and Banking, 2010, 42, (5), 799-831 (2010) Downloads

    See also Working Paper (2008)
  2. Loss aversion, asymmetric market comovements, and the home bias
    Journal of International Money and Finance, 2010, 29, (7), 1303-1320 Downloads View citations (6)
    See also Working Paper (2010)

2006

  1. Heterogeneity in Price Stickiness and the Real Effects of Monetary Shocks
    The B.E. Journal of Macroeconomics, 2006, 6, (3), 1-58 Downloads View citations (185)

2004

  1. Endogenous Time-Dependent Rules and Inflation Inertia
    Journal of Money, Credit and Banking, 2004, 36, (6), 1015-41 View citations (60)
    See also Working Paper (2005)

Software Items

2016

  1. Code and data files for "Factor Specificity and Real Rigidities"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2016)
 
Page updated 2021-05-07