Osmani Teixeira de Carvalho Guillén : Citation Profile


Are you Osmani Teixeira de Carvalho Guillén?

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

6

H index

4

i10 index

144

Citations

RESEARCH PRODUCTION:

10

Articles

41

Papers

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 6
   Journals where Osmani Teixeira de Carvalho Guillén has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 9 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu175
   Updated: 2024-04-18    RAS profile: 2023-02-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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 (14)

Hecq, Alain (11)

Cubadda, Gianluca (7)

Gaglianone, Wagner (6)

Machado, Vicente (4)

Flôres Junior, Renato (4)

Cysne, Rubens (4)

Robinson, Zurika (3)

Araújo, Eurilton (3)

Lima, Luiz (3)

Fernandes, Marcelo (3)

Cites to:

Issler, João (51)

Vahid, Farshid (46)

Engle, Robert (45)

Campbell, John (37)

Johansen, Soren (22)

Hecq, Alain (21)

Hansen, Lars (20)

Shiller, Robert (16)

Phillips, Peter (16)

Athanasopoulos, George (14)

Nelson, Charles (14)

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
MPRA Paper / University Library of Munich, Germany2
IBMEC RJ Economics Discussion Papers / Economics Research Group, IBMEC Business School - Rio de Janeiro2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2

Recent works citing Osmani Teixeira de Carvalho Guillén (2024 and 2023)


YearTitle of citing document
2023Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses. (2023). Gözgör, Giray ; Yarovaya, Larisa ; Khalfaoui, Rabeh ; Gozgor, Giray. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001642.

Full description at Econpapers || Download paper

2023Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619.

Full description at Econpapers || Download paper

2023Sustainable energy transition and its demand for scarce resources: Insights into the German Energiewende through a new risk assessment framework. (2023). Rathgeber, A W ; Kurz, P ; Brem, M ; Papenfuss, P ; Schischke, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:176:y:2023:i:c:s1364032123000461.

Full description at Econpapers || Download paper

2023Sectoral Exchange Rate Pass-through to Manufacturing Prices: A GVAR Approach. (2023). Mendonça, Diogo ; Kannebley, Sergio ; Santos, Felipe Dos ; de Prince, Diogo. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-023-09711-y.

Full description at Econpapers || Download paper

2023A macroeconomic viewpoint using a structural VAR analysis of silver price behaviour. (2023). Zurika, Robinson. In: Working Papers. RePEc:uza:wpaper:30192.

Full description at Econpapers || Download paper

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].
[Full Text][Citation analysis]
paper0
2001O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira.(2001) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2004ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL In: Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting].
[Full Text][Citation analysis]
paper3
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].
[Full Text][Citation analysis]
paper1
2007CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting].
[Full Text][Citation analysis]
paper6
2008Characterizing the Brazilian Term Structure of Interest Rates..(2008) In: Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
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].
[Full Text][Citation analysis]
paper1
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].
[Full Text][Citation analysis]
paper0
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].
[Full Text][Citation analysis]
paper0
2013Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime.(2013) In: Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2009Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features In: Fucape Working Papers.
[Full Text][Citation analysis]
paper11
2007Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features..(2007) In: Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2009Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2009Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2010Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions. In: Working Papers Series.
[Full Text][Citation analysis]
paper32
2011Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
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).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
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).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
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).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
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).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2010Do Inflation-linked Bonds Contain Information about Future Inflation? In: Working Papers Series.
[Full Text][Citation analysis]
paper4
2013Do inflation-linked bonds contain information about future inflation?.(2013) In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2012On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century In: Working Papers Series.
[Full Text][Citation analysis]
paper0
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).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
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.
[Full Text][Citation analysis]
paper2
2013Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions In: Working Papers Series.
[Full Text][Citation analysis]
paper1
2015Local Unit Root and Inflationary Inertia in Brazil In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2002Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil. In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2002Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil In: Working Papers Series.
[Full Text][Citation analysis]
paper1
2003O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras. In: Working Papers Series.
[Full Text][Citation analysis]
paper1
2005Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos In: Monetaria.
[Full Text][Citation analysis]
article0
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.
[Full Text][Citation analysis]
article3
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).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2008The welfare cost of macroeconomic uncertainty in the post-war period In: Economics Letters.
[Full Text][Citation analysis]
article12
2005The welfare cost of macroeconomic uncertainty in the post-war period.(2005) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2006The welfare cost of macroeconomic uncertainty in the post-war period.(2006) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2006The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period.(2006) In: IBMEC RJ Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2022Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17) In: Emerging Markets Review.
[Full Text][Citation analysis]
article0
2021Commodity prices and global economic activity: A derived-demand approach In: Energy Economics.
[Full Text][Citation analysis]
article6
2015Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions In: International Journal of Forecasting.
[Full Text][Citation analysis]
article6
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).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
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).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2003On the welfare costs of business cycles in the 20th century In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper3
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).
[Full Text][Citation analysis]
paper7
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
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).
[Full Text][Citation analysis]
paper40
2004Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]
article4
2013Canal de Transmissão da Política Monetária Por Meio dos Seguros Contratados Pelo Setor Bancário In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]
article0
2004Reação Exagerada dos Diferenciais de Rendimento e Movimentos das Taxas de Juros Brasileiras In: Finance Lab Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team