Osmani Teixeira de Carvalho Guillén : Citation Profile

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

7

H index

7

i10 index

191

Citations

RESEARCH PRODUCTION:

14

Articles

45

Papers

RESEARCH ACTIVITY:

   22 years (2001 - 2023). See details.
   Cites by year: 8
   Journals where Osmani Teixeira de Carvalho Guillén has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 9 (4.5 %)

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   Permalink: http://citec.repec.org/pgu175
   Updated: 2025-12-20    RAS profile: 2025-02-09    
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Relations with other researchers

Works with:

Issler, João (4)

Gaglianone, Wagner (4)

Ferreira, Pedro (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 (15)

Hecq, Alain (11)

Gaglianone, Wagner (10)

Cubadda, Gianluca (7)

Machado, Vicente (4)

Robinson, Zurika (4)

Flôres Junior, Renato (4)

Cysne, Rubens (4)

Lima, Luiz (3)

Ferreira, Pedro (3)

Marçal, Emerson (3)

Cites to:

Issler, João (60)

Engle, Robert (55)

Vahid, Farshid (50)

Campbell, John (43)

Kilian, Lutz (26)

Johansen, Soren (23)

Shiller, Robert (22)

Hecq, Alain (22)

Watson, Mark (21)

Hansen, Lars (20)

Phillips, Peter (18)

Main data

Where Osmani Teixeira de Carvalho Guillén has published?

Journals with more than one article published# docs
Revista Brasileira de Economia - RBE3
Brazilian Review of Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department16
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)14
MPRA Paper / University Library of Munich, Germany2
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

Recent works citing Osmani Teixeira de Carvalho Guillén (2025 and 2024)

YearTitle of citing document
2024Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach. (2024). Salisu, Afees ; Vo, Xuan Vinh ; Penzin, Dinci J. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:712-728.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2024). Mignon, Valérie ; HACHE, Emmanuel ; Bucciarelli, Pauline. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-3.

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2025Revisiting the welfare costs of consumption fluctuations and reduced growth: What matters most to consumers?. (2025). Barros, Fernando ; Couto, Gabriel T. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000690.

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2024Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603.

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2025Factors of predictive power for metal commodities. (2025). Schischke, Amelie ; Rathgeber, Andreas ; Papenfuss, Patric. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002341.

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2024The welfare costs of business cycles unveiled: Measuring the extent of stabilization policies. (2024). Doherty Luduvice, André Victor ; Barros, Fernando ; Augusto, Fabio ; Victor, Andre. In: European Economic Review. RePEc:eee:eecrev:v:169:y:2024:i:c:s001429212400151x.

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2024Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

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2024A multiscale time-series decomposition learning for crude oil price forecasting. (2024). Li, Zhixi ; Jiang, Yuansheng ; Shi, Long ; Tan, Jinghua ; Zhang, Chuanhui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004419.

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2024Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152.

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2025Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models. (2025). Cepni, Oguzhan ; Bakkar, Yassine ; ben Jabeur, Sami. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008211.

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2025Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2025). Mignon, Valérie ; Bucciarelli, Pauline ; Hache, Emmanuel. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000313.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673.

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2024Energy Performance of Building Refurbishments: Predictive and Prescriptive AI-based Machine Learning Approaches. (2024). Nyawa, Serge ; Dey, Prasanta Kumar ; Tchuente, Dieudonne ; Gnekpe, Christian. In: Journal of Business Research. RePEc:eee:jbrese:v:183:y:2024:i:c:s0148296324003254.

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2024Exports, productivity and capital intensity: Evidence for Brazilian firms. (2024). Casagrande, Dieison ; Feistel, Paulo ; Hidalgo, Alvaro. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:279-301.

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2025Price Interaction Between Crude Oil, Selected Grains, and Oilseeds in South Africa. (2025). Muchopa, Chiedza ; Belete, Abenet ; Ledwaba, Kgabo Lucracia. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:2:p:618-:d:1567163.

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2024A Historical perspective on Indias inflation persistence: A Quantile analysis. (2024). Ghosh, Taniya ; Ajit, Yadavindu. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2024-015.

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2024Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test. (2024). Wang, Zhenxin ; Yan, Yayi. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10553-0.

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2024Public debt dynamics and fiscal sustainability in selected North African countries: new evidence from recurrent explosive behavior tests and quantile unit root analysis. (2024). BENBOUZIANE, Mohamed ; Chekouri, Sidi Mohammed ; Chibi, Abderrahim. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09625-w.

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2024Reevaluating the Time-varying Safe Haven Status of Precious Metals: Novel Insights from Economic Policy Uncertainties in the USA and China. (2024). Tunc, Ahmet. In: Politická ekonomie. RePEc:prg:jnlpol:v:2024:y:2024:i:6:id:1443:p:958-984.

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2024The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading. (2024). Rathgeber, Andreas ; Papenfuss, Patric ; Schischke, Amelie. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02471-1.

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2024Commodity markets and the global macroeconomy: evidence from machine learning and GVAR. (2024). Junttila, Juha ; Boakye, Ernest Owusu ; Heimonen, Kari. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02612-0.

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2024Uncertainty about interest rates and crude oil prices. (2024). Cohen, Gil ; Qadan, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00551-w.

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2024A macroeconomic viewpoint using a structural VAR analysis of silver price behaviour. (2024). Robinson, Zurika. In: Mineral Economics. RePEc:spr:minecn:v:37:y:2024:i:1:d:10.1007_s13563-023-00386-y.

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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 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.
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This paper has nother version. Agregated cites: 6		paper
2009Characterising the Brazilian term structure of interest rates.(2009) In: International Journal of Monetary Economics and Finance.
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This paper has nother version. Agregated cites: 6		article
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.
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2009Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features In: Fucape Working Papers.
[Full Text][Citation analysis]		paper12
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 nother version. Agregated cites: 12		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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2009Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
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2009Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features.(2009) In: Brazilian Review of Econometrics.
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This paper has nother version. Agregated cites: 12		article
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.
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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).
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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).
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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 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).
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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.
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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.
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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).
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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
2020Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17) In: Working Papers Series.
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2022Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17).(2022) In: Emerging Markets Review.
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2020Commodity Prices and Global Economic Activity: a derived-demand approach In: Working Papers Series.
[Full Text][Citation analysis]		paper12
2021Commodity prices and global economic activity: A derived-demand approach.(2021) In: Energy Economics.
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This paper has nother version. Agregated cites: 12		article
2021Machine Learning and Oil Price Point and Density Forecasting In: Working Papers Series.
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2002Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2023Predicting Recessions in (almost) Real Time in a Big-data Setting In: Working Papers Series.
[Full Text][Citation analysis]		paper0
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]		article6
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 nother version. Agregated cites: 6		paper
2018Estimating inflation persistence by quantile autoregression with quantile-specific unit roots In: Economic Modelling.
[Full Text][Citation analysis]		article12
2008The welfare cost of macroeconomic uncertainty in the post-war period In: Economics Letters.
[Full Text][Citation analysis]		article15
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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This paper has nother version. Agregated cites: 15		paper
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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This paper has nother version. Agregated cites: 15		paper
2006The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period.(2006) In: IBMEC RJ Economics Discussion Papers.
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This paper has nother version. Agregated cites: 15		paper
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).
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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).
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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.
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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).
[Full Text][Citation analysis]		paper48
2004Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]		article5
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
2004Overreaction of yield spreads and movements of Brazilian interest ratest In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article1

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