Osmani Teixeira de Carvalho Guillén : Citation Profile


Are you Osmani Teixeira de Carvalho Guillén?

Banco Central do Brasil (50% share)
IBMEC Business School - Rio de Janeiro (50% share)

5

H index

3

i10 index

94

Citations

RESEARCH PRODUCTION:

8

Articles

41

Papers

RESEARCH ACTIVITY:

   14 years (2001 - 2015). See details.
   Cites by year: 6
   Journals where Osmani Teixeira de Carvalho Guillén has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 8 (7.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu175
   Updated: 2019-12-07    RAS profile: 2016-03-08    
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Relations with other researchers


Works with:

Issler, João (7)

Hecq, Alain (4)

FRANCO NETO, AFONSO (3)

de Moraes, Claudio (2)

Montes, Gabriel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Osmani Teixeira de Carvalho Guillén.

Is cited by:

Issler, João (10)

Hecq, Alain (6)

Cysne, Rubens (4)

Flôres Junior, Renato (4)

Lima, Luiz (3)

Fernandes, Marcelo (3)

Araújo, Eurilton (3)

Cubadda, Gianluca (3)

Machado, Vicente (3)

Cunha, Alexandre (3)

Phillips, Peter (3)

Cites to:

Vahid, Farshid (41)

Issler, João (40)

Engle, Robert (31)

Campbell, John (29)

Hecq, Alain (15)

Johansen, Soren (15)

Shiller, Robert (13)

Phillips, Peter (13)

Plosser, Charles (12)

Watson, Mark (12)

Athanasopoulos, George (12)

Main data


Where Osmani Teixeira de Carvalho Guillén has published?


Journals with more than one article published# docs
Revista Brasileira de Economia - RBE3

Working Papers Series with more than one paper published# docs
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)14
Working Papers Series / Central Bank of Brazil, Research Department12
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2
IBMEC RJ Economics Discussion Papers / Economics Research Group, IBMEC Business School - Rio de Janeiro2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Osmani Teixeira de Carvalho Guillén (2018 and 2017)


YearTitle of citing document
2019Relationship between mortality and financial crisis. The case of Greece. (2019). Dapontas, Dimitrios. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:171-178.

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2017Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns. (2017). Sierra, Lya Paola ; Osorio, Carolina ; Giron, Luis Eduardo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-03.

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2017Estimating smooth structural change in cointegration models. (2017). Phillips, Peter ; GAO, Jiti ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:180-195.

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2017Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98.

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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

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2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

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2017Forecasting elections at the constituency level: A correction–combination procedure. (2017). Munzert, Simon . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:467-481.

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2019The economic drivers of commodity market volatility. (2019). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Stancu, Andrei . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:4.

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2017Sustainability of platinum production in South Africa and the dynamics of commodity pricing. (2017). ROBINSON, ZURIKA. In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:107-114.

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2019Oil price elasticities and oil price fluctuations. (2019). Iacoviello, Matteo ; Cavallo, Michele ; Caldara, Dario . In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:1-20.

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2017Disagreement in inflation forecasts and inflation risk premia in Brazil. (2017). Fernandes, Marcelo ; de Azevedo, Clemens V ; Doi, Jonas Takayuki . In: Textos para discussão. RePEc:fgv:eesptd:453.

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2017Using common features to investigate common growth cycles for BRICS Countries. (2017). Issler, João ; da Cunha, Roberto ; Delalibera, Bruno Ricardo. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:784.

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2017Detecting Co-Movements in Noncausal Time Series. (2017). Telg, Sean ; Hecq, Alain ; Cubadda, Gianluca. In: MPRA Paper. RePEc:pra:mprapa:77254.

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2017Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:80791.

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2018ARDL model as a remedy for spurious regression: problems, performance and prospectus. (2018). Rehman, Atiq ; Ghouse, Ghulam ; Khan, Saud Ahmed. In: MPRA Paper. RePEc:pra:mprapa:83973.

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2018Modelling the BRICS Exchange Rates Using the Vector Autoregressive (VAR) Model. (2018). Tsoku, Johannes Tshepiso ; Moroke, Ntebogang Dinah ; Metsileng, Lebotsa Daniel. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2018:i:5:p:220-229.

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2018Detecting Co-Movements in Noncausal Time Series. (2018). Telg, Sean ; Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:430.

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2017Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil. (2017). Fernandes, Marcelo ; Doi, Jonas ; Nunes, Clemens Vinicius . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:37:y:2017:i:1:a:57700.

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2018Inventory control in dual sourcing commodity procurement with price correlation. (2018). Inderfurth, Karl ; Kleber, Rainer ; Kelle, Peter. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:26:y:2018:i:1:d:10.1007_s10100-017-0475-x.

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2017Evaluating the use of internet search volumes for time series modeling of sales in the video game industry. (2017). Ruohonen, Jukka ; Hyrynsalmi, Sami . In: Electronic Markets. RePEc:spr:elmark:v:27:y:2017:i:4:d:10.1007_s12525-016-0244-z.

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2018Modeling dynamics of metal price series via state space approach with two common factors. (2018). Rossen, Anja ; Golosnoy, Vasyl. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1267-9.

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Works by Osmani Teixeira de Carvalho Guillén:


YearTitleTypeCited
2001O Impacto da Abertura Comercial sobre Mark-Up e Produtividade Industrial Brasileira In: Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting].
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2001O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira.(2001) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL In: Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting].
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2005O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÍNDICES DE PREÇOS: UMA ANÁLISE VECM PARA O BRASIL In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting].
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2007CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting].
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2008Characterizing the Brazilian Term Structure of Interest Rates.(2008) In: Working Papers Series.
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2008Previsão de inflação com incerteza do hiato do produto no Brasil In: Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting].
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2011CHARACTERIZING THE BRAZILIAN TERMSTRUCTURE OF INTEREST RATES IN A COINTEGRATED VAR MODEL In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
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2014ANÁLISE DO COMPORTAMENTO DOS BANCOSBRASILEIROS PRÉ E PÓS CRISE SUBPRIME In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting].
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2013Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime.(2013) In: Working Papers Series.
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2009Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features In: Fucape Working Papers.
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2007Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features.(2007) In: Working Papers Series.
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2009Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features.(2009) In: MPRA Paper.
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2009Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features.(2009) In: MPRA Paper.
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2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions In: Working Papers Series.
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2011Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: Journal of Econometrics.
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2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2011Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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2010Do Inflation-linked Bonds Contain Information about Future Inflation? In: Working Papers Series.
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2013Do inflation-linked bonds contain information about future inflation?.(2013) In: Revista Brasileira de Economia - RBE.
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2012On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century In: Working Papers Series.
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2012On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century.(2012) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2013Transmissão 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 In: Working Papers Series.
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2013Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions In: Working Papers Series.
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2015Local Unit Root and Inflationary Inertia in Brazil In: Working Papers Series.
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2002Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil In: Working Papers Series.
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2002Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil In: Working Papers Series.
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2003O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras In: Working Papers Series.
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2005Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos In: Monetaria.
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2014On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond In: Journal of Economic Dynamics and Control.
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2013On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2008The welfare cost of macroeconomic uncertainty in the post-war period In: Economics Letters.
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2005The welfare cost of macroeconomic uncertainty in the post-war period.(2005) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006The welfare cost of macroeconomic uncertainty in the post-war period.(2006) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period.(2006) In: IBMEC RJ Economics Discussion Papers.
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2015Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions In: International Journal of Forecasting.
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2013Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2015Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003On the welfare costs of business cycles in the 20th century In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2005Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study.(2006) In: IBMEC RJ Economics Discussion Papers.
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2005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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2013Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil In: Revista Brasileira de Economia - RBE.
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2013Canal de Transmissão da Política Monetária Por Meio dos Seguros Contratados Pelo Setor Bancário In: Revista Brasileira de Economia - RBE.
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2004Reação Exagerada dos Diferenciais de Rendimento e Movimentos das Taxas de Juros Brasileiras In: Finance Lab Working Papers.
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