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Publications

by members of

IBMEC Business School - Rio de Janeiro
Rio de Janeiro, Brazil

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2013

  1. Debora Pereira Tavares & Gabriel Caldas Montes & Osmani Teixeira de Carvalho Guillén, 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," Working Papers Series, Central Bank of Brazil, Research Department 308, Central Bank of Brazil, Research Department.
  2. Guillén, Osmani Teixeira de Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo, 2013. "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," Economics Working Papers (Ensaios Economicos da EPGE) 742, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  3. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2013. "On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century and Beyond," Economics Working Papers (Ensaios Economicos da EPGE) 748, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  4. Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva, 2013. "Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," Working Papers Series, Central Bank of Brazil, Research Department 330, Central Bank of Brazil, Research Department.
  5. Osmani Teixeira de Carvalho Guillén & José Valentim Machado Vicente & Claudio Oliveira de Moraes, 2013. "Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime," Working Papers Series, Central Bank of Brazil, Research Department 334, Central Bank of Brazil, Research Department.

2012

  1. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2012. "On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century," Economics Working Papers (Ensaios Economicos da EPGE) 729, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

2011

  1. Osmani Teixeira De Carvalho Guillen & José Valentim Machado Vicente, 2011. "Characterizing The Brazilian Termstructure Of Interest Rates In A Cointegrated Var Model," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 041, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].

2010

  1. José Valentim Machado Vicente & Osmani Teixeira de Carvalho Guillen, 2010. "Do Inflation-linked Bonds Contain Information about Future Inflation?," Working Papers Series, Central Bank of Brazil, Research Department 214, Central Bank of Brazil, Research Department.
  2. Marco Shinobu Matsumura & Ajax Reynaldo Bello Moreira & José Valentim Machado Vicente, 2010. "Forecasting the Yield Curve with Linear Factor Models," Working Papers Series, Central Bank of Brazil, Research Department 223, Central Bank of Brazil, Research Department.

2009

  1. Athanasopoulos, George & Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Athanasopoulos, George, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Economics Working Papers (Ensaios Economicos da EPGE) 688, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  2. Marcos S. Matsumura & José Valentim Vicente, 2009. "The role of macroeconomic variables in sovereign risk," Working Papers Series, Central Bank of Brazil, Research Department 196, Central Bank of Brazil, Research Department.
  3. Caio Almeida & José Vicente, 2009. "Are Interest Rate Options Important for the Assessment of Interest Rate Risk?," Working Papers Series, Central Bank of Brazil, Research Department 179, Central Bank of Brazil, Research Department.
  4. André Luís Leite & Romeu Braz Pereira Gomes Filho & José Valentim Machado Vicente, 2009. "Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas," Working Papers Series, Central Bank of Brazil, Research Department 186, Central Bank of Brazil, Research Department.
  5. Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente & Octávio Manuel Bessada Lion, 2009. "Pricing Asian Interest Rate Options with a Three-Factor HJM Model," Working Papers Series, Central Bank of Brazil, Research Department 188, Central Bank of Brazil, Research Department.

2008

  1. Osmani T. Guillen & Benjamin M. Tabak, 2008. "Characterizing the Brazilian Term Structure of Interest Rates," Working Papers Series, Central Bank of Brazil, Research Department 158, Central Bank of Brazil, Research Department.
  2. Carlos Hamilton Vasconcelos Araujo & Osmani Teixeira de Carvalho Guillén, 2008. "Previsão de inflação com incerteza do hiato do produto no Brasil," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of G 200807211138520, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].

2007

  1. Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series, Central Bank of Brazil, Research Department 139, Central Bank of Brazil, Research Department.
  2. Caio Ibsen R. Almeida & José Valentim M. Vicente, 2007. "Identifying Volatility Risk Premium from Fixed Income Asian Options," Working Papers Series, Central Bank of Brazil, Research Department 136, Central Bank of Brazil, Research Department.
  3. Felipe Pinheiro & Caio Almeida & José Vicente, 2007. "Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial," Working Papers Series, Central Bank of Brazil, Research Department 148, Central Bank of Brazil, Research Department.
  4. Caio Almeida & Romeu Gomes & André Leite & José Vicente, 2007. "Does Curvature Enhance Forecasting?," Working Papers Series, Central Bank of Brazil, Research Department 155, Central Bank of Brazil, Research Department.
  5. Caio Almeida & Romeu Gomes & André Leite & José Vicente, 2007. "Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial," Working Papers Series, Central Bank of Brazil, Research Department 146, Central Bank of Brazil, Research Department.
  6. Jose Vicente & Benjamin M. Tabak, 2007. "Forecasting Bonds Yields in the Brazilian Fixed Income Market," Working Papers Series, Central Bank of Brazil, Research Department 141, Central Bank of Brazil, Research Department.
  7. Araújo, Aloísio Pessoa de & Vicente, José Valentim M., 2007. "Social Welfare Analysis in a Simple Financial Economy with Risk Regulation," Economics Working Papers (Ensaios Economicos da EPGE) 651, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  8. Almeida, Caio Ibsen Rodrigues de & Vicente, José Valentim M., 2007. "The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model," Economics Working Papers (Ensaios Economicos da EPGE) 657, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

2006

  1. Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series, Central Bank of Brazil, Research Department 118, Central Bank of Brazil, Research Department.
  2. Caio Ibsen R. Almeida & José Valentim M. Vicente, 2006. "Term Structure Movements Implicit in Option Prices," Working Papers Series, Central Bank of Brazil, Research Department 128, Central Bank of Brazil, Research Department.

2005

  1. Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillén, Osmani Teixeira de Carvalho, 2005. "The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period," Economics Working Papers (Ensaios Economicos da EPGE) 605, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  2. Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 15/05, Monash University, Department of Econometrics and Business Statistics.
  3. Osmani Teixeira de Carvalho de Guillén & Carlos Hamilton Vasconcelos Araújo, 2005. "O Mecanismo De Transmissão Da Taxa De Câmbio Para Índices De Preços: Uma Análise Vecm Para O Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 034, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].

2004

  1. Carlos Hamilton Vasconcelos Araujo & Marta Baltar Moreira Areosa & Osmani Teixera de Carvalho Guillén, 2004. "Estimating Potential Output And The Output Gap For Brazil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of G 041, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Ricardo D. Brito & Angelo Jose Mont & Alverne Duarte & Osamani Teixeira de Carvalho Guillén, 2004. "Reação Exagerada dos Diferenciais de Rendimento e Movimentos das Taxas de Juros Brasileiras," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa flwp_67, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  3. Azevedo H. & Fajardo, J., 2004. "Apreçamento de Derivativos Bidimensionais," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa flwp_64, Finance Lab, Insper Instituto de Ensino e Pesquisa.

2003

  1. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2003. "On the welfare costs of business cycles in the 20th century," Economics Working Papers (Ensaios Economicos da EPGE) 481, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  2. Ricardo D. Brito & Angelo José Mont'Alverne Duarte & Osmani Teixeira de Carvalho Guillén, 2003. "O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras," Working Papers Series, Central Bank of Brazil, Research Department 72, Central Bank of Brazil, Research Department.

2002

  1. Pedro Cavalcanti Ferreira & Osmani Teixeira de Carvalho Guillén, 2002. "Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil," Working Papers Series, Central Bank of Brazil, Research Department 44, Central Bank of Brazil, Research Department.
  2. Carlos Hamilton Vasconcelos Araújo & Osmani Teixeira de Carvalho de Guillén, 2002. "Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil," Working Papers Series, Central Bank of Brazil, Research Department 55, Central Bank of Brazil, Research Department.

2001

  1. Ferreira, Pedro Cavalcanti Gomes & Guillén, Osmani Teixeira de Carvalho, 2001. "O Impacto da Abertura Comercial Sobre Mark-Up e Produtividade Industrial Brasileira," Economics Working Papers (Ensaios Economicos da EPGE) 432, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

Journal articles

2014

  1. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 39(C), pages 62-78.

2013

  1. José Valentim Machado Vicente & Osmani Teixeira de Carvalho Guillen, 2013. "Do inflation-linked bonds contain information about future inflation?," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 67(2), pages 251-260, June.
  2. Gabriel Caldas Montes & Debora Pereira Tavares & Osmani Teixeira de Carvalho Guillén, 2013. "Canal de Transmissão da Política Monetária Por Meio dos Seguros Contratados Pelo Setor Bancário," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 67(3), pages 337-353, September.

2011

  1. Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, Elsevier, vol. 164(1), pages 116-129, September.
  2. Mello, Marcelo, 2011. "Stochastic Convergence Across U.S. States," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 15(02), pages 160-183, April.
  3. Mello, Marcelo, 2011. "Decomposing the international variation in capital per worker," Economics Letters, Elsevier, Elsevier, vol. 113(2), pages 189-191.

2010

  1. José Vicente & Alo�Sio Ara�Jo, 2010. "Social Welfare Analysis in a Financial Economy with Risk Regulation," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(3), pages 561-586, 06.
  2. Matsumura, Marco S. & Vicente, José Valentim Machado, 2010. "The role of macroeconomic variables in sovereign risk," Emerging Markets Review, Elsevier, Elsevier, vol. 11(3), pages 229-249, September.

2009

  1. Osmani Teixeira De Carvalho Guillen & Benjamin M. Tabak, 2009. "Characterising the Brazilian term structure of interest rates," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 103-114.
  2. Mello Marcelo, 2009. "Estimates of the Marginal Product of Capital, 1970-2000," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 9(1), pages 1-30, May.
  3. Caio Almeida & Romeu Gomes & André Leite & Axel Simonsen & José Vicente, 2009. "Does Curvature Enhance Forecasting?," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 12(08), pages 1171-1196.
  4. Almeida, Caio & Vicente, José, 2009. "Are interest rate options important for the assessment of interest rate risk?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 33(8), pages 1376-1387, August.
  5. Almeida, Caio & Vicente, José, 2009. "Identifying volatility risk premia from fixed income Asian options," Journal of Banking & Finance, Elsevier, Elsevier, vol. 33(4), pages 652-661, April.

2008

  1. Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008. "The welfare cost of macroeconomic uncertainty in the post-war period," Economics Letters, Elsevier, Elsevier, vol. 98(2), pages 167-175, February.
  2. Mello, Marcelo, 2008. "Skilled labor, unskilled labor, and economic growth," Economics Letters, Elsevier, Elsevier, vol. 100(3), pages 428-431, September.
  3. Vicente, José & Tabak, Benjamin M., 2008. "Forecasting bond yields in the Brazilian fixed income market," International Journal of Forecasting, Elsevier, Elsevier, vol. 24(3), pages 490-497.
  4. Almeida, Caio & Vicente, José, 2008. "The role of no-arbitrage on forecasting: Lessons from a parametric term structure model," Journal of Banking & Finance, Elsevier, Elsevier, vol. 32(12), pages 2695-2705, December.

2007

  1. Marcelo Mello & Roberto Guimaraes-Filho, 2007. "A note on fractional stochastic convergence," Economics Bulletin, AccessEcon, vol. 3(16), pages 1-14.

2005

  1. Osmani T. De C. De Guillén & Carlos Hamilton V. Araújo, 2005. "Tasas de cupón de cambio en Brasil: componentes de corto y largo plazos," Monetaria, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 77-103, enero-mar.

2004

  1. Pedro Cavalcanti Ferreira & Osmani Teixeira de Carvalho Guillén, 2004. "Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 58(4), pages 507-532, October.
  2. Mello, Marcelo & Guimaraes-Filho, Roberto, 2004. "Finite horizons, human wealth, and the risk-free rate puzzle," Economics Letters, Elsevier, Elsevier, vol. 85(2), pages 265-270, November.

2003

  1. Mello, Marcelo & Perrelli, Roberto, 2003. "Growth equations: a quantile regression exploration," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 43(4), pages 643-667.