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

147

Citations

RESEARCH PRODUCTION:

10

Articles

41

Papers

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 7
   Journals where Osmani Teixeira de Carvalho Guillén has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 9 (5.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu175
   Updated: 2024-11-04    RAS profile: 2023-02-24    
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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 (14)

Hecq, Alain (11)

Cubadda, Gianluca (7)

Gaglianone, Wagner (6)

Flôres Junior, Renato (4)

Machado, Vicente (4)

Cysne, Rubens (4)

Rossen, Anja (3)

Balcilar, Mehmet (3)

Robinson, Zurika (3)

Phillips, Peter (3)

Cites to:

Issler, João (51)

Vahid, Farshid (46)

Engle, Robert (45)

Campbell, John (38)

Johansen, Soren (22)

Hecq, Alain (22)

Hansen, Lars (20)

Phillips, Peter (16)

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

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


YearTitle of citing document
2024The 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.

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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.

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2023On 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.

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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.

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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

2023Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐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.

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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].
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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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paper1
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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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
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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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].
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paper0
2013Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime.(2013) In: Working Papers Series.
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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.
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paper11
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: 11
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 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.
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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.
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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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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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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.
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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.
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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.
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paper2
2013Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions In: Working Papers Series.
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paper1
2015Local Unit Root and Inflationary Inertia in Brazil In: Working Papers Series.
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paper0
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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paper1
2003O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras. In: Working Papers Series.
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paper1
2005Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos In: Monetaria.
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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.
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article4
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: 4
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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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This paper has nother version. Agregated cites: 13
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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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This paper has nother version. Agregated cites: 13
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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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This paper has nother version. Agregated cites: 13
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2022Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17) In: Emerging Markets Review.
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article0
2021Commodity prices and global economic activity: A derived-demand approach In: Energy Economics.
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article6
2015Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions In: International Journal of Forecasting.
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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
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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 nother version. Agregated cites: 6
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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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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).
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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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This paper has nother version. Agregated cites: 7
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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 nother 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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article4
2013Canal de Transmissão da Política Monetária Por Meio dos Seguros Contratados Pelo Setor Bancário In: Revista Brasileira de Economia - RBE.
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article0
2004Reação Exagerada dos Diferenciais de Rendimento e Movimentos das Taxas de Juros Brasileiras In: Finance Lab Working Papers.
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