6
H index
4
i10 index
147
Citations
IBMEC Business School - Rio de Janeiro (50% share) | 6 H index 4 i10 index 147 Citations RESEARCH PRODUCTION: 10 Articles 41 Papers RESEARCH ACTIVITY: 21 years (2001 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgu175 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Revista Brasileira de Economia - RBE | 3 |
Year | Title of citing document |
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2024 | The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper |
2023 | Global 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 |
2023 | Forecasts 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 |
2023 | On the welfare costs of business cycles: Beyond nondurable goods. (2023). , Fabio ; Couto, Gabriel T ; Barros, Fernando. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:78:y:2023:i:c:s0164070423000605. Full description at Econpapers || Download paper |
2023 | Sustainable 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 |
2023 | Sectoral 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 |
2023 | A 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 |
2023 | Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and nonâ€energy sectors. (2018). Han, Liyan ; Liu, Yang ; Yin, Libo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:10:p:1246-1261. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2001 | O 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] | paper | 0 |
2001 | O 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 | |
2004 | ESTIMATING 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] | paper | 3 |
2005 | O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÃNDICES DE PREÇOS: UMA ANÃLISE VECM PARA O BRASIL In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 1 |
2007 | CHARACTERIZING 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] | paper | 6 |
2008 | Characterizing 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 | |
2008 | Previsão 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] | paper | 1 |
2011 | CHARACTERIZING 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] | paper | 0 |
2014 | ANÃLISE 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] | paper | 0 |
2013 | Análise 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 | |
2009 | Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features In: Fucape Working Papers. [Full Text][Citation analysis] | paper | 11 |
2007 | Selection 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 | |
2009 | Selection 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 | |
2009 | Selection 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 | |
2010 | Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions. In: Working Papers Series. [Full Text][Citation analysis] | paper | 32 |
2011 | Model 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 | |
2009 | Model 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 | |
2010 | Model 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 | |
2010 | Model 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 | |
2011 | Model 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 | |
2009 | Model 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 | |
2010 | Do Inflation-linked Bonds Contain Information about Future Inflation? In: Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
2013 | Do 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 | |
2012 | On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2012 | On 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 | |
2013 | 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 In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2013 | Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2015 | Local Unit Root and Inflationary Inertia in Brazil In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2002 | Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2002 | Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2003 | O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras. In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2005 | Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos In: Monetaria. [Full Text][Citation analysis] | article | 0 |
2014 | On 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] | article | 4 |
2013 | On 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: 4 | paper | |
2008 | The welfare cost of macroeconomic uncertainty in the post-war period In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
2005 | The 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: 13 | paper | |
2006 | The 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: 13 | paper | |
2006 | The 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: 13 | paper | |
2022 | Effects 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] | article | 0 |
2021 | Commodity prices and global economic activity: A derived-demand approach In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
2015 | Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
2013 | Forecasting 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 | |
2015 | Forecasting 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 | |
2003 | On the welfare costs of business cycles in the 20th century In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 3 |
2005 | Forecasting 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] | paper | 7 |
2006 | Forecasting 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 | |
2005 | Forecasting 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 | |
2013 | Using 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] | paper | 41 |
2004 | Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 4 |
2013 | Canal de Transmissão da Política Monetária Por Meio dos Seguros Contratados Pelo Setor Bancário In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
2004 | Reação Exagerada dos Diferenciais de Rendimento e Movimentos das Taxas de Juros Brasileiras In: Finance Lab Working Papers. [Full Text][Citation analysis] | paper | 0 |
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