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Publications

by alumni of

Fundação Getúlio Vargas (FGV) → EPGE Escola Brasileira de Economia e Finanças

Getulio Vargas Foundation → EPGE Brazilian School of Economics and Finance

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Costa, Carlos Eugênio da & Berriel, Rafael, 2026, "Optimal risk sharing and incentive provision in social security systems," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 851, Mar.

2025

  1. Barros, Fernando & Delalibera, Bruno & Ribeiro, Marcos, 2025, "Economic Complexity and Robot Adoption," MPRA Paper, University Library of Munich, Germany, number 125125, Jun, revised 01 Jun 2025.
  2. Wagner Piazza Gaglianone & Gustavo Silva Araujo & José Valentim Machado Vicente, 2025, "Macroeconomic Drivers of Brazil's Yield Curve," Working Papers Series, Central Bank of Brazil, Research Department, number 629, Oct.
  3. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins & José Valentim Machado Vicente, 2025, "When Low Rates Speak Loud: exchange rate dynamics under different interest rate regimes," Working Papers Series, Central Bank of Brazil, Research Department, number 630, Oct.
  4. Gustavo Silva Araujo & José Valentim Machado Vicente & Wagner Piazza Gaglianone, 2025, "Determinants of the Risk Premium in Brazilian Nominal Interest Rates," Working Papers Series, Central Bank of Brazil, Research Department, number 637, Dec.

2024

  1. Rafael Berriel & Eugenia Gonzalez-Aguado & Patrick J. Kehoe & Elena Pastorino, 2024, "Is a fiscal union optimal for a monetary union?," Post-Print, HAL, number hal-04390164, DOI: 10.1016/j.jmoneco.2023.11.003.

2023

  1. Rafael Berriel & Eugenia Gonzalez-Aguado & Patrick J. Kehoe & Elena Pastorino, 2023, "Fiscal Federalism and Monetary Unions," NBER Working Papers, National Bureau of Economic Research, Inc, number 31953, Dec.
  2. Marta Baltar Moreira Areosa & Wagner Piazza Gaglianone, 2023, "Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models," Working Papers Series, Central Bank of Brazil, Research Department, number 574, Feb.
  3. Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner Piazza Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Artur Brasil Fialho Rodrigues, 2023, "Predicting Recessions in (almost) Real Time in a Big-data Setting," Working Papers Series, Central Bank of Brazil, Research Department, number 587, Nov.

2022

  1. Carrasco Gutierrez, Carlos Enrique & Peixoto Messias, Iasmin Emillyn, 2022, "Macroeconomic factors and value and growth strategies: evidence from Brazil," MPRA Paper, University Library of Munich, Germany, number 114875, Jan.
  2. Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022, "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series, Central Bank of Brazil, Research Department, number 561, Jul.

2021

  1. Fernando Barros & Fabio Gomes & Andre Luduvice, 2021, "The Welfare Costs of Business Cycles Unveiled: Measuring the Extent of Stabilization Policies," Working Papers, Federal Reserve Bank of Cleveland, number 21-14R2, Jul, revised 02 Mar 2023, DOI: 10.26509/frbc-wp-202114r2.
  2. Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021, "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series, Central Bank of Brazil, Research Department, number 544, Feb.
  3. José Valentim Machado Vicente & Jaqueline Terra Moura Marins & Wagner Piazza Gaglianone, 2021, "Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 552, Jun.

2020

  1. Abreu, Rafael Costa Berriel & Costa, Carlos Eugênio da, 2020, "Who should bear the risk of economic growth?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 817.
  2. Angelo Mont’Alverne Duarte & Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & João Victor Issler, 2020, "Commodity Prices and Global Economic Activity: a derived-demand approach," Working Papers Series, Central Bank of Brazil, Research Department, number 539, Nov.
  3. Tarciso Gouveia da Silva & Osmani Teixeira de Carvalho Guillén & George Augusto Noronha Morcerf & Andre de Melo Modenesi, 2020, "Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17)," Working Papers Series, Central Bank of Brazil, Research Department, number 536, Sep.

2019

  1. Fernando Nascimento de Oliveira & Wagner Piazza Gaglianone, 2019, "Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term," Working Papers Series, Central Bank of Brazil, Research Department, number 497, Aug.

2018

  1. Wagner Piazza Gaglianone & Raffaella Giacomini & João Victor Issler & Vasiliki Skreta, 2018, "Incentive-driven Inattention," Working Papers Series, Central Bank of Brazil, Research Department, number 485, Oct.

2017

  1. Flávio de Freitas Val & Wagner Piazza Gaglianone & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto, 2017, "Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model," Working Papers Series, Central Bank of Brazil, Research Department, number 463, Sep.
  2. Wagner Piazza Gaglianone, 2017, "Empirical Findings on Inflation Expectations in Brazil: a survey," Working Papers Series, Central Bank of Brazil, Research Department, number 464, Sep.
  3. Alessandra Pasqualina Viola & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Wagner Piazza Gaglianone, 2017, "Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression," Working Papers Series, Central Bank of Brazil, Research Department, number 466, Nov.

2016

  1. Wagner Piazza Gaglianone & Waldyr Dutra Areosa, 2016, "Financial Conditions Indicators for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 435, May.
  2. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2016, "Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation," Working Papers Series, Central Bank of Brazil, Research Department, number 436, May.
  3. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2016, "Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 446, Nov.
  4. Jaime De Jesus Filho & Paulo Matos & Márcio Rebouças, 2016, "Heterogeneidade E Dependência Das Reservas Internacionais: Caso Dos Bric," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 058.

2015

  1. Gesteira, Marcos & Carrasco Gutierrez, Carlos Enrique, 2015, "Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil," MPRA Paper, University Library of Munich, Germany, number 66068, revised 2015.
  2. Carrasco Gutierrez, Carlos Enrique & Issler, João Victor, 2015, "Evaluating the effectiveness of Common-Factor Portfolios," MPRA Paper, University Library of Munich, Germany, number 66077.
  3. Holanda Oliveira, Lucio Hellery & Carrasco Gutierrez, Carlos Enrique, 2015, "The Dynamics of the Brazilian Current Account with Rule of Thumb Consumers," MPRA Paper, University Library of Munich, Germany, number 66079.
  4. Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2015, "Inattention in Individual Expectations," Working Papers Series, Central Bank of Brazil, Research Department, number 395, Aug.
  5. Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & Francisco Marcos Rodrigues Figueiredo, 2015, "Local Unit Root and Inflationary Inertia in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 406, Nov.

2014

  1. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2014, "Risk Assessment of the Brazilian FX Rate," Working Papers Series, Central Bank of Brazil, Research Department, number 344, Jan.
  2. Wagner Piazza Gaglianone & João Victor Issler, 2014, "Microfounded Forecasting," Working Papers Series, Central Bank of Brazil, Research Department, number 372, Dec.
  3. Osmani Teixeira De Carvalho Guillén & José Valentim Machado Vicente & Claudio Oliveira De Moraes, 2014, "Análise Do Comportamento Dos Bancosbrasileiros Pré E Pós Crise Subprime," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 132.

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, number 308, Jul.
  2. 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, number 330, Oct.
  3. Issler, João Victor & Rodrigues, Claudia Ferreira & Burjack, Rafael, 2013, "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 735, Jun.
  4. Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2013, "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 742, Jul.
  5. Guillen, Osmani Teixeira 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," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 748, Nov.
  6. Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2013, "The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 738, Apr.
  7. Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2013, "A note on the forward and the equity-premium puzzles: two symptoms of the same illness?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 743, Jul.

2012

  1. Luiz Awazu Pereira da Silva & Ricardo Eyer Harris, 2012, "Financial Stability in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 289, Aug.
    • Luiz Awazu Pereira da Silva & Adriana Soares Sales & Wagner Piazza Gaglianone, 2013, "Financial stability in Brazil," Chapters, Edward Elgar Publishing, chapter 4, in: Andreas Dombret & Otto Lucius, "Stability of the Financial System".
  2. Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone, 2012, "Constructing Optimal Density Forecasts from Point Forecast Combinations," Série Textos para Discussão (Working Papers), Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba, number 5.
  3. Osmani Teixeira de Carvalho Guillény & João Victor Issler & Afonso Arinos de Mello Franco-Neto, 2012, "On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century," Working Papers Series, Central Bank of Brazil, Research Department, number 284, Jul.

2011

  1. Carrasco-Gutierrez, Carlos Enrique & Piazza, Wagner, 2011, "Evaluating Asset Pricing Models in a Simulated Multifactor Approach," MPRA Paper, University Library of Munich, Germany, number 66063, revised 2012.
  2. Ricardo Schechtman & Wagner Piazza Gaglianone, 2011, "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series, Central Bank of Brazil, Research Department, number 241, May.
  3. 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 Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 041.

2010

  1. George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010, "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series, Central Bank of Brazil, Research Department, number 205, Apr.
  2. 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, number 214, Oct.

2009

  1. Carlos Enrique Carrasco Gutierrez & Fábio Augusto Reis Gomes, 2009, "Evidence on Common Features and Business Cycle Synchronization in Mercosur," Fucape Working Papers, Fucape Business School, number 15, May.
  2. Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers, Fucape Business School, number 16, Aug.

2008

  1. Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008, "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series, Central Bank of Brazil, Research Department, number 161, Feb.
  2. Carlos Enrique Carrasco Gutierrez & Wagner Piazza Gaglianone, 2008, "Evaluating Asset Pricing Models in a Fama-French Framework," Working Papers Series, Central Bank of Brazil, Research Department, number 175, Dec.
  3. Wagner Piazza Gaglianone & João Victor Issler, 2008, "An Econometric Contribution to the Intertemporal Approach of the Current Account," Working Papers Series, Central Bank of Brazil, Research Department, number 178, Dec.
  4. 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 Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 200807211138520.

2007

  1. Osmani Teixeira de Carvalho Guillén & Benjamin M. Tabak?, 2007, "Characterizing The Brazilian Term Structure Of Interest Rates," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 108.
  2. Matos, Paulo Rogério Faustino & Costa, Carlos Eugênio da & Issler, João Victor, 2007, "The forward- and the equity-premium puzzles: two symptoms of the same illness?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 649, Aug.

2006

  1. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2006, "Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 631, Nov.
  2. Sin, Hui Lok & Gaglianone, Wagner Piazza, 2006, "Stochastic simulation of a DSGE model for Brazil," MPRA Paper, University Library of Munich, Germany, number 20853, Jan.

2005

  1. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2005, "Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 602, Oct.
  2. Gaglianone, Wagner Piazza & Pereira, Ana Luiza Louzada, 2005, "Um ensaio sobre expectativas da taxa de câmbio no Brasil
    [An essay on the foreign exchange rate expectations in Brazil]    ," MPRA Paper, University Library of Munich, Germany, number 20840.
  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 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 034.
  4. Athanasopoulos, George & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005, "Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 589, Apr.
  5. Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005, "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 605, Dec.

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 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 041.
  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, number flwp_67, Oct.

2003

  1. 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, number 72, May.
  2. Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2003, "On the welfare costs of business cycles in the 20th century," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 481, Feb.

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, number 44, Jun.
  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, number 55, Oct.

2001

  1. Osmani Teixeira de Carvalho Guillén & Pedro Cavalcanti Ferreira, 2001, "O Impacto da Abertura Comercial sobre Mark-Up e Produtividade Industrial Brasileira," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 066.

Journal articles

2026

  1. Barros, Fernando & Delalibera, Bruno R. & Ribeiro, Marcos J. & Teignier, Marc, 2026, "Production networks and structural transformation," Economic Modelling, Elsevier, volume 156, issue C, DOI: 10.1016/j.econmod.2025.107461.
  2. Fernando Barros Jr. & Gustavo Correa-da-Silva & Valdemar Pinho Neto & Victor Rangel, 2026, "Economic conditions and voting behavior," Public Choice, Springer, volume 207, issue 3, pages 481-506, June, DOI: 10.1007/s11127-025-01343-9.
  3. Paulo Marschner & Victor Fetzer & Paulo Sergio Ceretta & Carlos Gutierrez, 2026, "Effects of investor attention on Brazilian stock market liquidity," Economics Bulletin, AccessEcon, volume 46, issue 1, pages 184-197.
  4. Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura & Vicente, José Valentim Machado, 2026, "When low rates speak loud: Exchange rate dynamics under different interest rate regimes," International Economics, Elsevier, volume 186, issue C, DOI: 10.1016/j.inteco.2026.100697.

2025

  1. Fernando Barros Jr & Bruno Delalibera & Juliano Galle & Fábio Gomes, 2025, "Durable and nondurable consumption responses to indebtedness shocks: A cross-country analysis," Economics Bulletin, AccessEcon, volume 45, issue 3, pages 1326-1340.
  2. Barros, Fernando & Couto, Gabriel T. & Gomes, Fábio A.R., 2025, "Revisiting the welfare costs of consumption fluctuations and reduced growth: What matters most to consumers?," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107074.
  3. Barros, Fernando & Delalibera, Bruno R. & Neto, Valdemar Pinho & Rangel, Victor, 2025, "Natural disasters and financial technology adoption," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112092.
  4. Barros, Fernando & Cruz, Samuel & Delalibera, Bruno R. & Silva, Diego, 2025, "Deposit insurance in a sequential-service constrained environment," Mathematical Social Sciences, Elsevier, volume 136, issue C, DOI: 10.1016/j.mathsocsci.2025.102434.
  5. Fernando Barros & Luiz Brotherhood & Fábio A. R. Gomes & Victor Rangel, 2025, "Government, taxation and economic complexity," Applied Economics Letters, Taylor & Francis Journals, volume 32, issue 12, pages 1819-1823, July, DOI: 10.1080/13504851.2024.2329792.
  6. Fernando Barros Jr. & William Leite & Marcos Ribeiro, 2025, "Non-linear Incentives and Intertemporal Consistency in Inflation Targeting Regimes," International Economic Journal, Taylor & Francis Journals, volume 39, issue 2, pages 264-273, April, DOI: 10.1080/10168737.2025.2481624.
  7. Philipp Ehrl & Carlos Charris & Carlos Carrasco Gutierrez & Ronaldo Da Silva, 2025, "The impact of internet and computers on young minds: Evidence from rural Brazilian schools," Economics Bulletin, AccessEcon, volume 45, issue 1, pages 41-54.
  8. Correa, Charles Henrique & Carrasco-Gutiérrez, Carlos Enrique & Turra, Cassio M., 2025, "Examining educational inequality across the economic life cycle in Brazil on the basis of 2018 national transfer accounts," Notas de Población, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
  9. Correa, Charles H. & Carrasco-Gutierrez, Carlos Enrique & Turra, Cássio M., 2025, "Demographic changes and intergenerational reallocations in Brazil, 2003–2018," The Journal of the Economics of Ageing, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeoa.2025.100546.
  10. Flávio Alberti Docha & Carlos Enrique Carrasco-Gutierrez, 2025, "Comparing Consumption-based Asset Pricing Models: Evidence from Brazil," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 01, pages 1-33, March, DOI: 10.1142/S201049522550006X.
  11. Matos, Paulo & Soares, Aline, 2025, "On the time-varying behavior of household credit in Brazil," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101366.
  12. Matos, Paulo & Alves, Douglas & Monteiro, Valdeir, 2025, "On the time-frequency effects of macroeconomic policy on growth cycles in Brazil," Research in International Business and Finance, Elsevier, volume 73, issue PB, DOI: 10.1016/j.ribaf.2024.102660.
  13. Matos, Paulo Rogério Faustino, 2025, "Suggestion of a new constitutional rule on state government debt," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 79, issue 4, December.

2024

  1. Barros, Fernando & Gomes, Fábio Augusto R. & Luduvice, André Victor D., 2024, "The welfare costs of business cycles unveiled: Measuring the extent of stabilization policies," European Economic Review, Elsevier, volume 169, issue C, DOI: 10.1016/j.euroecorev.2024.104822.
  2. Berriel, Rafael & Gonzalez-Aguado, Eugenia & Kehoe, Patrick J. & Pastorino, Elena, 2024, "Is a fiscal union optimal for a monetary union?," Journal of Monetary Economics, Elsevier, volume 141, issue C, pages 157-177, DOI: 10.1016/j.jmoneco.2023.11.003.
  3. Mathias Tessmann & Carlos Carrasco-Gutierrez & Omar Khodr & Luiz Augusto Magalhães & Marcelo Passos, 2024, "Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 3, pages 609-618, May.
  4. Passos, Felipe Vieira & Carrasco-Gutierrez, Carlos Enrique & Loureiro, Paulo Roberto Amorim, 2024, "Monetary policy through the risk-taking channel: Evidence from an emerging market," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101923.
  5. Leandro Coghi Bernardelli & Carlos Enrique Carrasco-Gutierrez, 2024, "Macroeconomic, industry-specific and bank-specific determinants of the profitability of Brazilian banks: dynamic panel evidence," Empirical Economics, Springer, volume 67, issue 2, pages 693-726, August, DOI: 10.1007/s00181-024-02568-1.
  6. Mathias Schneid Tessmann & Carlos Enrique Carrasco-Gutierrez & Marcelo Oliveira Passos & Luiz Augusto Magalhães & Régis Augusto Ely, 2024, "Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 1, pages 51-77, March, DOI: 10.1007/s12197-023-09644-9.
  7. Matos, Paulo Rogério Faustino & Costa, Lorena & Simonassi, Andrei, 2024, "O papel dos gastos correntes e de capital dos governos estaduais e municipais no crescimento cross-state no Brasil entre 2003 e 2019," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 78, issue 3, November.
  8. Paulo Matos & Cristiano da Silva & Antonio Costa, 2024, "Analyzing U.S. GDP-Debt-Inflation Linkages in the Time-Frequency Domain," International Journal of Economics and Finance, Canadian Center of Science and Education, volume 16, issue 11, pages 1-27, November.
  9. Paulo Matos & Antonio Costa & Cristiano da Silva, 2024, "On the Risk-based Contagion of G7 Banking System and the COVID-19 Pandemic," Global Business Review, International Management Institute, volume 25, issue 6, pages 1634-1654, December, DOI: 10.1177/09721509211026813.

2023

  1. Barros, Fernando & Delalibera, Bruno R. & Nakabashi, Luciano & Ribeiro, Marcos J., 2023, "Misallocation of talent, teachers’ human capital, and development in Brazil," Journal of Macroeconomics, Elsevier, volume 77, issue C, DOI: 10.1016/j.jmacro.2023.103542.
  2. Barros, Fernando & Couto, Gabriel T. & Gomes, Fábio A.R., 2023, "On the welfare costs of business cycles: Beyond nondurable goods," Journal of Macroeconomics, Elsevier, volume 78, issue C, DOI: 10.1016/j.jmacro.2023.103560.
  3. Barros, Fernando & Bertolai, Jefferson & Carrijo, Matheus, 2023, "Cryptocurrency is accounting coordination: Selfish mining and double spending in a simple mining game," Mathematical Social Sciences, Elsevier, volume 123, issue C, pages 25-50, DOI: 10.1016/j.mathsocsci.2023.02.004.
  4. Fernando Barros Jr & Fábio Augusto Reis Gomes & Gian Paulo Soave, 2023, "Geopolitical risk shocks and the Brazilian economy," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 19, pages 2803-2807, November, DOI: 10.1080/13504851.2022.2107983.
  5. Felipe Vieira Passos & Carlos Enrique Carrasco-Gutierrez, 2023, "Selic Interest Rate Projection In The Brazilian Economy: A Comparative Analysis Between Forecasting Models," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 20, issue 2, pages 38-69, july-dece, DOI: 10.5935/1808-2785/rem.v20n2p.38-69.
  6. Carlos Enrique Carrasco-Gutierrez & Philipp Ehrl, 2023, "Regional Estimates of Residential Electricity Demand in Brazil," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 1, pages 465-476, January.
  7. Mathias Schneid Tessmann & Carlos Enrique Carrasco-Gutierrez & Alexandre Vasconcelos Lima, 2023, "Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach," International Journal of Economics and Finance, Canadian Center of Science and Education, volume 15, issue 1, pages 1-65, January.
  8. Vinícius Luís Souza Nonato & Carlos Enrique Carrasco-Gutierrez, 2023, "Trade-led growth hypothesis: evidence from Latin America countries," Empirical Economics, Springer, volume 64, issue 2, pages 727-745, February, DOI: 10.1007/s00181-022-02266-w.
  9. Araujo, Gustavo Silva & Gaglianone, Wagner Piazza, 2023, "Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 4, issue 2, DOI: 10.1016/j.latcb.2023.100087.
  10. Paulo Matos & Valdeir Monteiro, 2023, "A Note on the public investment-debt-cash linkages: a Brazilian cross-state analysis," Economics Bulletin, AccessEcon, volume 43, issue 2, pages 1027-1035.
  11. Paulo Rogério Faustino Matos & Felipe Bastos & Hecirlane Martins & Leilyanne Viana, 2023, "On the cross-city growth drivers of the most vulnerable region of Brazil," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 15, issue 2, pages 77-103, January, DOI: 10.1108/JFEP-01-2022-0013.
  12. Matos, Paulo Rogério Faustino & Pinheiro Jr, Raimundo & Costa, Antonio, 2023, "A Note on the Brazilian cross-state debt connectedness," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 76, issue 3, February.
  13. Jaime de Jesus Filho & Paulo Matos & Ronald Fonseca, 2023, "The Role of Contagion and Integration in Risk Management Measures," Global Business Review, International Management Institute, volume 24, issue 5, pages 1111-1128, October, DOI: 10.1177/0972150920933857.

2022

  1. Barros, Fernando & Delalibera, Bruno R. & Neto, Valdemar Pinho & Rodrigues, Victor, 2022, "Bonus for firearms seizures and police performance," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110681.
  2. Fernando Barros & Fábio A. R. Gomes & Thalita S. Calcini, 2022, "Consumption and Savings Decisions: Teaching The Precautionary Motive In Intermediary Macroeconomics Courses," Journal of Economics Teaching, Journal of Economics Teaching, volume 7, issue 1, pages 1-17, January.
  3. Fernando Barros & Luiz Brotherhood & Victor Rodrigues, 2022, "Economic complexity and corporate governance," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 1, pages 68-71, January, DOI: 10.1080/13504851.2020.1855305.
  4. Gilberto Hanssen Androvandi & Carlos Enrique Carrasco-Gutierrez & Benjamin Miranda Tabak, 2022, "Financial innovation and moral hazard: the case of time deposits with special guarantee," Applied Economics, Taylor & Francis Journals, volume 54, issue 17, pages 1934-1944, April, DOI: 10.1080/00036846.2021.2020712.
  5. Gaglianone, Wagner Piazza & Giacomini, Raffaella & Issler, João Victor & Skreta, Vasiliki, 2022, "Incentive-driven inattention," Journal of Econometrics, Elsevier, volume 231, issue 1, pages 188-212, DOI: 10.1016/j.jeconom.2020.06.010.
  6. da Silva, Tarciso Gouveia & de Carvalho Guillén, Osmani Teixeira & Morcerf, George Augusto Noronha & de Melo Modenesi, Andre, 2022, "Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17)," Emerging Markets Review, Elsevier, volume 52, issue C, DOI: 10.1016/j.ememar.2022.100916.
  7. Paulo Matos & Cristiano Da Silva & Antonio Costa, 2022, "On the relationship between COVID-19 and G7 banking co-movements," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 793-801.
  8. Valdeir Monteiro & Paulo Matos & Cristiano Silva, 2022, "Modeling Brazilian federal government fiscal reaction in the time-frequency domain," Economics Bulletin, AccessEcon, volume 42, issue 4, pages 1836-1847.
  9. Costa, Antonio & Matos, Paulo & da Silva, Cristiano, 2022, "Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102124.
  10. Costa, Antonio & da Silva, Cristiano & Matos, Paulo, 2022, "The Brazilian financial market reaction to COVID-19: A wavelet analysis," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 13-29, DOI: 10.1016/j.iref.2022.05.010.

2021

  1. Daniel Modenesi de Andrade & Fernando Barros Jr & Fabio Yoshio Motoki & Matheus Oliveira da Silva, 2021, "Price dynamics of cryptocurrencies in parallel markets: evidence from Bitcoin exchanges in Brazil," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 5, pages 1040-1053, August, DOI: 10.1108/SEF-11-2020-0450.
  2. Fernando Barros Jr & Victor R. Rodrigues, 2021, "On the determinants of a stable long-run relationship between energy consumption and economic growth," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2021, issue 2, pages 147-171.
  3. Fernando Barros Jr & Rafael Castilho & Daniel Galveas, 2021, "On the Regulation of Checked Baggage in the Airline Industry," International Economic Journal, Taylor & Francis Journals, volume 35, issue 3, pages 344-366, July, DOI: 10.1080/10168737.2021.1962949.
  4. Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021, "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105494.
  5. Mont'Alverne Duarte, Angelo & Gaglianone, Wagner Piazza & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor, 2021, "Commodity prices and global economic activity: A derived-demand approach," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105120.
  6. Matos, Paulo & da Silva, Cristiano & dos Santos, Davi & Reinaldo, Luciana, 2021, "Credit, default, financial system and development," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 281-289, DOI: 10.1016/j.qref.2020.07.001.
  7. Matos, Paulo & Costa, Antonio & da Silva, Cristiano, 2021, "COVID-19, stock market and sectoral contagion in US: a time-frequency analysis," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101400.

2020

  1. Fernando Nascimento de Oliveira & Wagner Piazza Gaglianone, 2020, "Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term," International Economics, CEPII research center, issue 163, pages 72-91.
  2. Ferreira, Alex & Matos, Paulo, 2020, "Precautionary risks for an open economy," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 154-167, DOI: 10.1016/j.iref.2020.06.034.
  3. Matos, Paulo Rogério Faustino & dos Santos, Davi Albuquerque Vieira, 2020, "A Note on the Effect of Decomposing Credit for Explaining Brazilian Cross-State GDP Growth," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 74, issue 2, June.

2019

  1. Fernando Barros & Alex Luiz Ferreira & Renato Leite Marcondes & Ricardo Raoni Werlang Prioste, 2019, "Coffee exports and industrialization in Brazil," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 9, pages 712-716, May, DOI: 10.1080/13504851.2018.1489498.
  2. Paulo Rogério Faustino Matos & Jaime de Jesus Filho, 2019, "On the drivers of BNDES credit to Brazilian state governments," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 11, issue 2, pages 283-302, January, DOI: 10.1108/JFEP-06-2018-0088.
  3. Paulo Rogério Faustino Matos, 2019, "The role of household debt and delinquency decisions in consumption-based asset pricing," Annals of Finance, Springer, volume 15, issue 2, pages 179-203, June, DOI: 10.1007/s10436-019-00344-1.

2018

  1. Fernando A Barros Jr & Bruno R Delalilbera, 2018, "Market frictions, misallocation of talent and development," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2410-2430.
  2. Barros Júnior, Fernando Antônio de & Delalibera, Bruno Ricardo & Pinho Neto, Valdemar Rodrigues de, 2018, "Predictability of Aggregate Consumption in Brazil: habits, Non-Separability between Consumption and Leisure, or Credit Constraint?," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 38, issue 1, May.
  3. Vitor dos Santos Amancio & Carlos Enrique Carrasco-Gutierrez, 2018, "Elasticidade preço e renda da demanda dos jornais impressos," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 12, issue 2, pages 155-172.
  4. Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018, "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, volume 73, issue C, pages 407-430, DOI: 10.1016/j.econmod.2018.04.018.
  5. Matos, Paulo Rogério Faustino, 2018, "Uma Nota sobre o Impacto da Corrupção no Endividamento dos Estados Brasileiros," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 72, issue 2, June.

2017

  1. Fernando Barros Jr & Francisco L Lima Filho & Diego M Silva, 2017, "The Welfare Cost of Business Cycles for Heterogeneous Consumers: A State-Space Decomposition," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1928-1941.
  2. Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2017, "Inattention in individual expectations," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 17, issue 1, pages 40-59.
  3. Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura, 2017, "Evaluation of exchange rate point and density forecasts: An application to Brazil," International Journal of Forecasting, Elsevier, volume 33, issue 3, pages 707-728, DOI: 10.1016/j.ijforecast.2016.12.002.
  4. de Freitas Val, Flávio & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gaglianone, Wagner Piazza, 2017, "Estimating the credibility of Brazilian monetary policy using a Kalman filter approach," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 37-53, DOI: 10.1016/j.ribaf.2017.04.014.
  5. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2017, "Applying a microfounded-forecasting approach to predict Brazilian inflation," Empirical Economics, Springer, volume 53, issue 1, pages 137-163, August, DOI: 10.1007/s00181-016-1163-8.
  6. Matos, Paulo Rogério Faustino & Correa, Joaquim, 2017, "What drives the inequality of Brazilian cross-states household credit?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 71, issue 3, September.
  7. Paulo Rogério Faustino Matos, 2017, "On the Latin American Credit Drivers," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 53, issue 2, pages 306-320, February, DOI: 10.1080/1540496X.2016.1210508.

2016

  1. Paulo Matos & Guilherme Padilha & Maurício Benegas, 2016, "On the management efficiency of Brazilian stock mutual funds," Operational Research, Springer, volume 16, issue 3, pages 365-399, October, DOI: 10.1007/s12351-015-0204-y.
  2. Carlos E. da Costa & Jaime de Jesus Filho & Paulo Matos, 2016, "Forward-premium puzzle: is it time to abandon the usual regression?," Applied Economics, Taylor & Francis Journals, volume 48, issue 30, pages 2852-2867, June, DOI: 10.1080/00036846.2015.1130790.

2015

  1. Gesteira Costa, Marcos & Carrasco-Gutierrez, Carlos Enrique, 2015, "Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 69, issue 3, September.
  2. Fabio Yoshio Suguri Motoki & Carlos Enrique Carrasco Gutierrez, 2015, "Firm Performance and Business Cycles:Implications for Managerial Accountability," Applied Finance and Accounting, Redfame publishing, volume 1, issue 1, pages 47-59, February.
  3. Guillén, Osmani Teixeira & Hecq, Alain & Issler, João Victor & Saraiva, Diogo, 2015, "Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 862-875, DOI: 10.1016/j.ijforecast.2015.02.002.
  4. Paulo Rogério Faustino Matos & Christiano Modesto Penna & Ana Balbina Gomes Silva, 2015, "Mutual Investments Funds in Shares in Brazil: Incentives, Management and Convergence," Brazilian Business Review, Fucape Business School, volume 12, issue 2, pages 110-144, March.
  5. Paulo Rogério Faustino Matos & Jayme Andrade Neto, 2015, "Analyzing COPOM’s Decisions," Brazilian Business Review, Fucape Business School, volume 12, issue 6, pages 24-47, November.
  6. Paulo Rogério Faustino Matos & Wandermon Silva & Felipe Silva, 2015, "Do Brazilian mutual stock fund managers have sufficient skill?," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 2, pages 325-366.
  7. da Costa, Carlos E. & Issler, João V. & Matos, Paulo F., 2015, "A Note On The Forward And The Equity Premium Puzzles: Two Symptoms Of The Same Illness?," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 2, pages 446-464, March.

2014

  1. Wagner Piazza Gaglianone & Luiz Renato Lima, 2014, "Constructing Optimal Density Forecasts From Point Forecast Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 736-757, August.
  2. 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, volume 39, issue C, pages 62-78, DOI: 10.1016/j.jedc.2013.11.008.
  3. Matos, Paulo Rogério Faustino & Bueno, Amadeus & Trompieri, Nicolino, 2014, "Análise de Integração Financeira na América do Sul," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 68, issue 2, June.

2013

  1. Vicente, José Valentim Machado & Guillen, Osmani Teixeira de Carvalho, 2013, "Do inflation-linked bonds contain information about future inflation?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 67, issue 2, June.
  2. Montes, Gabriel Caldas & Tavares, Debora Pereira & Guillén, Osmani Teixeira de Carvalho, 2013, "Canal de Transmissão da Política Monetária Por Meio dos Seguros Contratados Pelo Setor Bancário," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 67, issue 3, September.
  3. Paulo Matos & Joyciane Vasconcelos & Christiano Penna, 2013, "Política Creditícia No Brasil: O Sertão Vai Virar Mar?," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 1c, pages 703-731.

2012

  1. Carlos Enrique Carrasco-Gutierrez & Wagner Piazza Gaglianone, 2012, "Evaluating Asset Pricing Models in a Simulated Multifactor Approach," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 4, pages 425-460.
  2. Schechtman, Ricardo & Gaglianone, Wagner Piazza, 2012, "Macro stress testing of credit risk focused on the tails," Journal of Financial Stability, Elsevier, volume 8, issue 3, pages 174-192, DOI: 10.1016/j.jfs.2011.10.003.
  3. Wagner Piazza Gaglianone & Luiz Renato Lima, 2012, "Constructing Density Forecasts from Quantile Regressions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 8, pages 1589-1607, December, DOI: j.1538-4616.2012.00545.x.
  4. Paulo Rogerio Faustino Matos & Fabrício Carneiro Linhares & Gustavo Zech Sylvestre, 2012, "Analysis of the non-linear effect of net equity in the pricing of stock investment funds," Brazilian Business Review, Fucape Business School, volume 9, issue 4, pages 1-26, October.
  5. Paulo Rogério Faustino Matos & Artur Nave, 2012, "Stock investment funds in Brazil: performance and management expertise," Brazilian Business Review, Fucape Business School, volume 9, issue Special I, pages 1-37, March.
  6. Matos, Paulo & Beviláqua, Giovanni & Filho, Jaime, 2012, "Previsão do câmbio real-dólar sob um arcabouço de apreçamento de ativos," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 66, issue 3, October.

2011

  1. Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011, "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 150-160.
  2. 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, volume 164, issue 1, pages 116-129, September.
  3. Paulo Rogério Faustino Matos & Christiano Modesto Penna & Maria Nazareth Landim, 2011, "Performance Convergence Analysis of Stock Exchanges: the Situation of the Ibovespa in the World Scenario," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 3, pages 437-459.

2009

  1. Gutierrez, Carlos Enrique Carrasco & Gomes, Fábio Augusto Reis, 2009, "Evidence on Common Features and Business Cycle Synchronization in Mercosur," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 29, issue 1, May.
  2. Gutierrez, Carlos Enrique Carrasco & Souza, Reinaldo Castro & Guillén, Osmani Teixeira de Carvalho, 2009, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 29, issue 1, May.
  3. 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, volume 2, issue 2, pages 103-114.
  4. Paulo Rogerio Faustino Matos & José Alan Teixeira da Rocha, 2009, "Stocks and Mutual Funds: Common Risk Factors?," Brazilian Business Review, Fucape Business School, volume 6, issue 1, pages 21-41, January.

2008

  1. Lima, Luiz Renato & Gaglianone, Wagner Piazza & Sampaio, Raquel M.B., 2008, "Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach," Journal of Development Economics, Elsevier, volume 86, issue 2, pages 313-335, June.
  2. 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, volume 98, issue 2, pages 167-175, February.

2005

  1. Wagner Piazza Gaglianone & Ana Luiza Louzada Pereira, 2005, "An Essay on the Foreign Exchange Rate Expectations in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 1, pages 55-100.
  2. 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, CEMLA, volume 0, issue 1, pages 77-103, enero-mar.

2004

  1. Ferreira, Pedro Cavalcanti & Guillén, Osmani Teixeira de Carvalho, 2004, "Estrutura Competitiva, Produtividade Industrial e Liberalização Comercial no Brasil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 58, issue 4, October.
  2. Brito, Ricardo D. & Duarte, Angelo José Mont' Alverne & Guillen, Osmani Teixeira de Carvalho, 2004, "Overreaction of yield spreads and movements of Brazilian interest ratest," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 24, issue 1, May.

Chapters

2013

  1. Luiz Awazu Pereira da Silva & Adriana Soares Sales & Wagner Piazza Gaglianone, 2013, "Financial stability in Brazil," Chapters, Edward Elgar Publishing, chapter 4, in: Andreas Dombret & Otto Lucius, "Stability of the Financial System".

2010

  1. Carlos Hamilton V Araujo & Wagner P Gaglianone, 2010, "Survey-based inflation expectations in Brazil," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Monetary policy and the measurement of inflation: prices, wages and expectations".

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