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

109

Citations

RESEARCH PRODUCTION:

8

Articles

41

Papers

RESEARCH ACTIVITY:

   14 years (2001 - 2015). See details.
   Cites by year: 7
   Journals where Osmani Teixeira de Carvalho Guillén has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 8 (6.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu175
   Updated: 2021-04-17    RAS profile: 2020-03-09    
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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 (10)

Hecq, Alain (7)

Cysne, Rubens (4)

Flôres Junior, Renato (4)

Cubadda, Gianluca (4)

Balcilar, Mehmet (3)

Araújo, Eurilton (3)

Rossen, Anja (3)

Phillips, Peter (3)

Cunha, Alexandre (3)

Fernandes, Marcelo (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)

Hansen, Lars (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
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
MPRA Paper / University Library of Munich, Germany2

Recent works citing Osmani Teixeira de Carvalho Guillén (2021 and 2020)


YearTitle of citing document
2020Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361.

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2020A General Characterization of the Capital Cost and the Natural Interest Rate: an application for Brazil. (2020). Trafane Oliveira Santos, Thiago. In: Working Papers Series. RePEc:bcb:wpaper:524.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2020Dynamic Modeling Using Vector Error-correction Model: Studying the Relationship among Data Share Price of Energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand. (2020). Warsono, Warsono ; Usman, Mustofa ; Widiarti, Widiarti ; Wamiliana, Wamiliana ; Putri, Almira Rizka ; Russel, Edwin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-42.

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2020Global financial crisis and rising connectedness in the international commodity markets. (2020). Zhang, Dayong ; Broadstock, David C. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304587.

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2020Using entropy to assess dynamic behaviour of long-term copper price. (2020). Saydam, Serkan ; Coulton, Jeff ; Tapia, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719303046.

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2020Transport policy, rail freight sector and market structure: The economic effects in Brazil. (2020). Hewings, Geoffrey ; Dennis, Geoffrey John ; Domingues, Edson Paulo ; Betarelli, Admir Antonio. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:135:y:2020:i:c:p:1-23.

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2020Error-correction factor models for high-dimensional cointegrated time series. (2020). Zhang, Rongmao ; Yao, Qiwei ; Tu, Yundong. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106994.

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2020Evidence on the determinants of productivity in Brazil, 2004-2014. (2020). da Cunha, Marina Silva ; Araujo, Thais Andreia. In: Revista Brasileira de Economia - RBE. RePEc:fgv:epgrbe:v:74:y:2020:i:2:a:78184.

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2020The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal. In: MPRA Paper. RePEc:pra:mprapa:99376.

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2020Hypothesizing directional causality between the governance indicators and economic growth: the case of Afghanistan. (2020). Azimi, Mohammad Naim ; Shafiq, Mohammad Musa. In: Future Business Journal. RePEc:spr:futbus:v:6:y:2020:i:1:d:10.1186_s43093-020-00039-4.

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2020Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets. (2020). Chen, Jihui ; Ao, Jing ; Gao, Jin. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-019-09497-1.

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2020Intermediary asset pricing in commodity futures returns. (2020). Han, Liyan ; Nie, Jing ; Yin, Libo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1711-1730.

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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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This paper has another version. Agregated cites: 0
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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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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].
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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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This paper has another version. Agregated cites: 5
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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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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].
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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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This paper has another 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.
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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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This paper has another version. Agregated cites: 4
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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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This paper has another version. Agregated cites: 4
paper
2009Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 4
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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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This paper has another version. Agregated cites: 27
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).
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This paper has another version. Agregated cites: 27
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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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This paper has another version. Agregated cites: 27
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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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This paper has another version. Agregated cites: 27
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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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This paper has another version. Agregated cites: 27
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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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This paper has another version. Agregated cites: 27
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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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This paper has another version. Agregated cites: 4
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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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This paper has another version. Agregated cites: 0
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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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This paper has another version. Agregated cites: 3
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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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This paper has another version. Agregated cites: 5
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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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This paper has another version. Agregated cites: 5
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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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This paper has another version. Agregated cites: 7
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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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