Details about Osmani Teixeira de Carvalho Guillén
Access statistics for papers by Osmani Teixeira de Carvalho Guillén.
Last updated 2025-02-09. Update your information in the RePEc Author Service.
Short-id: pgu175
Jump to Journal Articles
Working Papers
2023
- Predicting Recessions in (almost) Real Time in a Big-data Setting
Working Papers Series, Central Bank of Brazil, Research Department
2021
- Machine Learning and Oil Price Point and Density Forecasting
Working Papers Series, Central Bank of Brazil, Research Department View citations (11)
2020
- Commodity Prices and Global Economic Activity: a derived-demand approach
Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
See also Journal Article Commodity prices and global economic activity: A derived-demand approach, Energy Economics, Elsevier (2021) View citations (10) (2021)
- Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17)
Working Papers Series, Central Bank of Brazil, Research Department 
See also Journal Article Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17), Emerging Markets Review, Elsevier (2022) (2022)
2015
- Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (5)
Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2013) View citations (1)
See also Journal Article Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions, International Journal of Forecasting, Elsevier (2015) View citations (5) (2015)
- Local Unit Root and Inflationary Inertia in Brazil
Working Papers Series, Central Bank of Brazil, Research Department
2014
- 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 Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] 
Also in Working Papers Series, Central Bank of Brazil, Research Department (2013)
2013
- 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) 
See also Journal Article On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (5) (2014)
- Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions
Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
- 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 View citations (2)
- 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), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (2)
2012
- 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 
Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2012)
2011
- 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 Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (32)
Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2009) View citations (4) FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2009)  FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2010) View citations (2) FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2010) View citations (2) Working Papers Series, Central Bank of Brazil, Research Department (2010) View citations (6)
See also Journal Article Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions, Journal of Econometrics, Elsevier (2011) View citations (34) (2011)
2010
- Do Inflation-linked Bonds Contain Information about Future Inflation?
Working Papers Series, Central Bank of Brazil, Research Department View citations (4)
See also Journal Article Do inflation-linked bonds contain information about future inflation?, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2013) (2013)
2009
- Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features
MPRA Paper, University Library of Munich, Germany View citations (8)
Also in Fucape Working Papers, Fucape Business School (2009) View citations (10) MPRA Paper, University Library of Munich, Germany (2009) View citations (10) Working Papers Series, Central Bank of Brazil, Research Department (2007) View citations (1)
See also Journal Article Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features, Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE (2009) View citations (10) (2009)
2008
- Characterizing the Brazilian Term Structure of Interest Rates
Working Papers Series, Central Bank of Brazil, Research Department 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 Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2007) View citations (3)
See also Journal Article Characterising the Brazilian term structure of interest rates, International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd (2009) View citations (1) (2009)
- 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 Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] View citations (1)
2006
- 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 View citations (1)
Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2005) View citations (10) Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) View citations (9)
- 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 FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2005) View citations (6) FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2006) View citations (5)
See also Journal Article The welfare cost of macroeconomic uncertainty in the post-war period, Economics Letters, Elsevier (2008) View citations (4) (2008)
2005
- 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 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] View citations (1)
2004
- ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL
Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] View citations (3)
- 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
2003
- O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras
Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
- On the welfare costs of business cycles in the 20th century
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (3)
2002
- Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil
Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
- Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil
Working Papers Series, Central Bank of Brazil, Research Department
2001
- O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) 
Also in Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2001)
Journal Articles
2022
- Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17)
Emerging Markets Review, 2022, 52, (C) 
See also Working Paper Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17), Working Papers Series (2020) (2020)
2021
- Commodity prices and global economic activity: A derived-demand approach
Energy Economics, 2021, 96, (C) View citations (10)
See also Working Paper Commodity Prices and Global Economic Activity: a derived-demand approach, Working Papers Series (2020) View citations (1) (2020)
2018
- Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Economic Modelling, 2018, 73, (C), 407-430 View citations (12)
2015
- Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
International Journal of Forecasting, 2015, 31, (3), 862-875 View citations (5)
See also Working Paper Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2015) View citations (5) (2015)
2014
- 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 View citations (5)
See also Working Paper 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) (2013) (2013)
2013
- Canal de Transmissão da Política Monetária Por Meio dos Seguros Contratados Pelo Setor Bancário
Revista Brasileira de Economia - RBE, 2013, 67, (3)
- Do inflation-linked bonds contain information about future inflation?
Revista Brasileira de Economia - RBE, 2013, 67, (2) 
See also Working Paper Do Inflation-linked Bonds Contain Information about Future Inflation?, Working Papers Series (2010) View citations (4) (2010)
2011
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Journal of Econometrics, 2011, 164, (1), 116-129 View citations (34)
See also Working Paper Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2011) View citations (32) (2011)
2009
- Characterising the Brazilian term structure of interest rates
International Journal of Monetary Economics and Finance, 2009, 2, (2), 103-114 View citations (1)
See also Working Paper Characterizing the Brazilian Term Structure of Interest Rates, Working Papers Series (2008) View citations (2) (2008)
- Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features
Brazilian Review of Econometrics, 2009, 29, (1) View citations (10)
See also Working Paper Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features, MPRA Paper (2009) View citations (8) (2009)
2008
- The welfare cost of macroeconomic uncertainty in the post-war period
Economics Letters, 2008, 98, (2), 167-175 View citations (4)
See also Working Paper The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period, IBMEC RJ Economics Discussion Papers (2006) (2006)
2005
- Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos
Monetaria, 2005, XXVIII, (1), 77-103
2004
- Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil
Revista Brasileira de Economia - RBE, 2004, 58, (4) View citations (5)
- Overreaction of yield spreads and movements of Brazilian interest ratest
Brazilian Review of Econometrics, 2004, 24, (1) View citations (1)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|