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Details about Osmani Teixeira de Carvalho Guillén

E-mail:
Homepage:http://professores.ibmecrj.br/erg/people/osmanitcg.htm
Workplace:Banco Central do Brasil (Central Bank of Brazil), (more information at EDIRC)
IBMEC Business School - Rio de Janeiro, (more information at EDIRC)

Access statistics for papers by Osmani Teixeira de Carvalho Guillén.

Last updated 2016-03-08. Update your information in the RePEc Author Service.

Short-id: pgu175


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Working Papers

2015

  1. Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (3)
    Also in FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2013) Downloads View citations (1)

    See also Journal Article in International Journal of Forecasting (2015)
  2. Local Unit Root and Inflationary Inertia in Brazil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2014

  1. ANÁLISE DO COMPORTAMENTO DOS BANCOSBRASILEIROS PRÉ E PÓS CRISE SUBPRIME
    Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2013) Downloads

2013

  1. On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
  2. Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  3. 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
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (2)
  4. Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (2)

2012

  1. On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    Also in FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2012) Downloads

2011

  1. CHARACTERIZING THE BRAZILIAN TERMSTRUCTURE OF INTEREST RATES IN A COINTEGRATED VAR MODEL
    Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
  2. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (22)
    Also in FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2010) Downloads View citations (2)
    Working Papers Series, Central Bank of Brazil, Research Department (2010) Downloads View citations (5)
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2009) Downloads
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2009) Downloads View citations (2)
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2010) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2011)

2010

  1. Do Inflation-linked Bonds Contain Information about Future Inflation?
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (3)
    See also Journal Article in Revista Brasileira de Economia - RBE (2013)

2009

  1. Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features
    Fucape Working Papers, Fucape Business School Downloads
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2007) Downloads
    MPRA Paper, University Library of Munich, Germany (2009) Downloads
    MPRA Paper, University Library of Munich, Germany (2009) Downloads

2008

  1. Characterizing the Brazilian Term Structure of Interest Rates
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (2)
    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) Downloads View citations (3)

    See also Journal Article in International Journal of Monetary Economics and Finance (2009)
  2. 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] Downloads View citations (1)

2006

  1. 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 Downloads View citations (1)
    Also in FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2005) Downloads View citations (10)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) Downloads View citations (9)
  2. 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 Downloads
    Also in FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2006) Downloads View citations (5)
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2005) Downloads View citations (6)

    See also Journal Article in Economics Letters (2008)

2005

  1. 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] Downloads

2004

  1. 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] Downloads View citations (3)
  2. Reação Exagerada dos Diferenciais de Rendimento e Movimentos das Taxas de Juros Brasileiras
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa Downloads

2003

  1. O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
  2. On the welfare costs of business cycles in the 20th century
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (2)

2002

  1. Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
  2. Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2001

  1. O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
    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) Downloads

Journal Articles

2015

  1. Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
    International Journal of Forecasting, 2015, 31, (3), 862-875 Downloads View citations (3)
    See also Working Paper (2015)

2014

  1. On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond
    Journal of Economic Dynamics and Control, 2014, 39, (C), 62-78 Downloads View citations (3)
    See also Working Paper (2013)

2013

  1. Canal de Transmissão da Política Monetária Por Meio dos Seguros Contratados Pelo Setor Bancário
    Revista Brasileira de Economia - RBE, 2013, 67, (3) Downloads
  2. Do inflation-linked bonds contain information about future inflation?
    Revista Brasileira de Economia - RBE, 2013, 67, (2) Downloads
    See also Working Paper (2010)

2011

  1. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
    Journal of Econometrics, 2011, 164, (1), 116-129 Downloads View citations (22)
    See also Working Paper (2011)

2009

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

2008

  1. The welfare cost of macroeconomic uncertainty in the post-war period
    Economics Letters, 2008, 98, (2), 167-175 Downloads View citations (1)
    See also Working Paper (2006)

2005

  1. Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos
    Monetaria, 2005, XXVIII, (1), 77-103 Downloads

2004

  1. Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil
    Revista Brasileira de Economia - RBE, 2004, 58, (4) Downloads View citations (1)
 
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