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Publications

by members of

IBMEC Business School - Rio de Janeiro

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Laura Alfaro & Mariya Brussevich & Camelia Minoiu & Andrea F. Presbitero, 2025, "Bank Financing of Global Supply Chains," NBER Working Papers, National Bureau of Economic Research, Inc, number 33754, May.

2023

  1. 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.
  2. Castro Souza Junior, Jose Ronaldo & Gross, Daniel & Figueiredo, Lizia, 2023, "The determinants of economic institutions and the knock-on effects on GDP per capita," MPRA Paper, University Library of Munich, Germany, number 116277, Jan.

2022

  1. Mariya Brussevich & Mr. Chris Papageorgiou & Pauline Wibaux, 2022, "Trade and the COVID-19 Pandemic: Lessons from French Firms," IMF Working Papers, International Monetary Fund, number 2022/081, May.
  2. Mariya Brussevich & Shihui Liu & Mr. Chris Papageorgiou, 2022, "Income Convergence or Divergence in the Aftermath of the COVID-19 Shock?," IMF Working Papers, International Monetary Fund, number 2022/121, Jun.

2021

  1. Mariya Brussevich & Ms. Era Dabla-Norris, 2021, "China's Rebalancing and Gender Inequality," IMF Working Papers, International Monetary Fund, number 2021/138, May.
  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.

2020

  1. Mariya Brussevich & Ms. Era Dabla-Norris & Salma Khalid, 2020, "Who will Bear the Brunt of Lockdown Policies? Evidence from Tele-workability Measures Across Countries," IMF Working Papers, International Monetary Fund, number 2020/088, Jun.
  2. Mariya Brussevich, 2020, "Socio-Economic Spillovers from Special Economic Zones: Evidence from Cambodia," IMF Working Papers, International Monetary Fund, number 2020/170, Aug.
  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.
  4. 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.

2019

  1. Mariya Brussevich & Ms. Era Dabla-Norris & Salma Khalid, 2019, "Is Technology Widening the Gender Gap? Automation and the Future of Female Employment," IMF Working Papers, International Monetary Fund, number 2019/091, May.
  2. Cristian Alonso & Mariya Brussevich & Ms. Era Dabla-Norris & Yuko Kinoshita & Ms. Kalpana Kochhar, 2019, "Reducing and Redistributing Unpaid Work: Stronger Policies to Support Gender Equality," IMF Working Papers, International Monetary Fund, number 2019/225, Oct.
  3. Mariya Brussevich & Shawn W. Tan, 2019, "Serbia’s New Growth Agenda," World Bank Publications - Reports, The World Bank Group, number 33562, Nov.
  4. 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. Mariya Brussevich & Ms. Era Dabla-Norris & Christine Kamunge & Pooja Karnane & Salma Khalid & Ms. Kalpana Kochhar, 2018, "Gender, Technology, and the Future of Work," IMF Staff Discussion Notes, International Monetary Fund, number 2018/007, Oct.
  2. Mariya Brussevich & Shawn W. Tan, 2018, "FDI Linkages in Serbia," World Bank Publications - Reports, The World Bank Group, number 32249, Dec.
  3. Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018, "General Equilibrium With Uncertainty Loving Preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03252360, Sep, DOI: 10.3982/ECTA14777.

2017

  1. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017, "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01336882, Jan, DOI: 10.1007/s00199-016-0985-0.
  2. José Ronaldo de Castro Souza Júnior & Francisco E. de Luna & Almeida Santos, 2017, "Simulações da Trajetória da Dívida Bruta do Governo Geral (2017 a 2037)," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 2303, Apr.

2016

  1. Aloisio Araujo & Juan Pablo Gama-Torres & Rodrigo Novinski & Mario Pascoa, 2016, "On the Efficiency of Monetary Equilibrium when Agents are Wary," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0416, Mar.

2015

  1. 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.
  2. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2015, "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01224491, Sep.

2014

  1. 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.
  2. Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014, "General equilibrium, risk taking and volatility," Working Papers, Department of Research, Ipag Business School, number 2014-181, Jan.
  3. Fernando Nascimento De Oliveira, 2014, "Análise Empírica Entre Países Da Persistência Inflacionária," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 045.
  4. Fernando Nascimento de Oliveira & Leandro Oliveira, 2014, "Análise das Políticas de Financiamento das Firmas do IBRX 100 Utilizando Filtro de Kalman," Working Papers Series, Central Bank of Brazil, Research Department, number 355, May.
  5. Fernando Nascimento de Oliveira & Luiz Paulo Vervloet Sollero, 2014, "Consumo de Aço no Brasil: um modelo baseado na técnica da intensidade do uso," Working Papers Series, Central Bank of Brazil, Research Department, number 358, Jul.

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. José Ronaldo de Castro Souza Júnior & Sidney Martins Caetano, 2013, "Produto Potencial Como Ferramenta de Análise da Política Monetária e da Capacidade de Crescimento da Economia Brasileira," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1881, Oct.

2012

  1. 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.
  2. Fernando Nascimento de Oliveira, 2012, "The External Finance Premium in Brazil: empirical analyses using state space models," Working Papers Series, Central Bank of Brazil, Research Department, number 295, Oct.

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 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.
  3. 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, number 223, Nov.

2009

  1. 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.
  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, number 196, Oct.
  3. 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, number 186, Jan.
  4. 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, number 188, Jun.

2008

  1. 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.
  2. Caio Almeida & José Vicente, 2008, "Are Interest Rate Options Important for the Assessment of Interest Rate Risk?," Working Papers Series, Central Bank of Brazil, Research Department, number 179, Dec.

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. 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, number 136, May.
  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, number 148, Oct.
  4. Caio Almeida & Romeu Gomes & André Leite & José Vicente, 2007, "Does Curvature Enhance Forecasting?," Working Papers Series, Central Bank of Brazil, Research Department, number 155, Dec.
  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, number 146, Oct.
  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, number 141, Aug.
  7. Araújo, Aloísio Pessoa de & Vicente, José, 2007, "Social welfare analysis in a simple financial economy with risk regulation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 651, Sep.
  8. Almeida, Caio Ibsen Rodrigues de & Vicente, José, 2007, "The role of no-arbitrage on forecasting: lessons from a parametric term structure model," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 657, Oct.

2006

  1. Leonardo Mello de Carvalho & José Ronaldo de Castro Souza Júnior & Fabio Giambiagi & Eduardo Velho, 2006, "Cenários para as Taxas de Juros e Inflação para 2006-2007: Qual Deveria ser a Meta de Inflação de 2008?," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1178, Apr.
  2. 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, number 118, Oct.
  3. 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, number 128, Dec.

2005

  1. 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.
  2. 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.
  3. 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.
  4. José Ronaldo de Castro Souza Júnior, 2005, "Produto Potencial: Conceitos, Métodos de Estimação e Aplicação à Economia Brasileira," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1130, Nov.

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

2025

  1. Diego Ferreira & Andreza A Palma & Ana C Kreter & José Ronaldo Castro Souza jr, 2025, "The impact of food inflation on core inflation in Brazil: a time-varying parameter approach," Economics Bulletin, AccessEcon, volume 45, issue 1, pages 537-543.

2022

  1. Mariya Brussevich & Era Dabla-Norris & Salma Khalid, 2022, "Who Bears the Brunt of Lockdown Policies? Evidence from Tele-workability Measures Across Countries," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 70, issue 3, pages 560-589, September, DOI: 10.1057/s41308-022-00165-9.
  2. 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.
  3. Oliveira, Fernando Nascimento & Barros, Carlos Eduardo, 2022, "Um Estudo Empírico Entre Países dos Fatores Determinantes do Spread Bancário," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 75, issue 4, February.
  4. Aloisio Araujo & Sergei Vieira & Braulio Calagua, 2022, "A necessary optimality condition in two-dimensional screening," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 781-806, April, DOI: 10.1007/s00199-021-01352-x.

2021

  1. 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.

2020

  1. Marcelo A Mello & Christiano A Coelho, 2020, "Consumption, Leisure, and Cross-country Welfare Costs of Business Cycles," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 61-76.
  2. 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.

2019

  1. Araujo, Aloisio & Gama, Juan Pablo & Novinski, Rodrigo & Pascoa, Mario R., 2019, "Endogenous discounting, wariness, and efficient capital taxation," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 520-545, DOI: 10.1016/j.jet.2019.07.004.
  2. Oliveira, Fernando Nascimento, 2019, "Investment of Firms in Brazil: Do Financial Restrictions, Unexpected Monetary Shocks and BNDES Play Important Roles?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 73, issue 2, June.

2018

  1. Brussevich, Masha, 2018, "Does trade liberalization narrow the gender wage gap? The role of sectoral mobility," European Economic Review, Elsevier, volume 109, issue C, pages 305-333, DOI: 10.1016/j.euroecorev.2018.02.007.
  2. 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.
  3. Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018, "General Equilibrium With Uncertainty Loving Preferences," Econometrica, Econometric Society, volume 86, issue 5, pages 1859-1871, September, DOI: 10.3982/ECTA14777.
  4. Brochado, Ana & Santos, Maria & Oliveira, Fernando & Esperança, José, 2018, "Gambling behavior: Instant versus traditional lotteries," Journal of Business Research, Elsevier, volume 88, issue C, pages 560-567, DOI: 10.1016/j.jbusres.2018.01.001.
  5. Fernando Nascimento Oliveira & Myrian Petrassi, 2018, "Do financial crises erode potential output? A cross-country analysis of industrial and emerging economies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 2, pages 247-262, May, DOI: 10.1108/JES-02-2017-0036.

2017

  1. Mello, Marcelo de Albuquerque e & Rodrigues, André de Souza, 2017, "Development Accounting, the Elasticity of Substitution, and Non-neutral Technological Change," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 71, issue 1, May.
  2. Mello, Marcelo de Albuquerque e, 2017, "Another Look at Panel Estimates of the Elasticity of Substitution between Capital and Labor," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 37, issue 2, November.
  3. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017, "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 63, issue 1, pages 131-157, January, DOI: 10.1007/s00199-016-0985-0.

2016

  1. Oliveira, Fernando Nascimento de, 2016, "Financial and Real Sector Leading Indicators of Recessions in Brazil Using Probabilistic Models," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 70, issue 3, September.
  2. Oliveira, Fernando Nascimento, 2016, "The External Finance Premium in Brazil: Empirical Analyses Using State Space Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 36, issue 1, March.

2015

  1. 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.
  2. Araujo, A. & Moreira, H. & Vieira, S., 2015, "The marginal tariff approach without single-crossing," Journal of Mathematical Economics, Elsevier, volume 61, issue C, pages 166-184, DOI: 10.1016/j.jmateco.2015.06.020.

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, volume 39, issue C, pages 62-78, DOI: 10.1016/j.jedc.2013.11.008.
  2. Fernando N. Oliveira, 2014, "The Market of Foreign Exchange Hedge in Brazil: Reaction of Financial Institutions to Interventions of the Central Bank," Economics Bulletin, AccessEcon, volume 34, issue 1, pages 174-187.
  3. Oliveira, Fernando Nascimento & Petrassi, Myrian Beatriz Silva, 2014, "Is Inflation Persistence Over?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 68, issue 3, September.

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. Fernando Nascimento de Oliveira & Alexandre Romaguera Rodrigues da Costa, 2013, "The Impact of unexpected changes in the benchmark rate on the Brazilian stock market," Brazilian Business Review, Fucape Business School, volume 10, issue 3, pages 53-81, July.

2012

  1. Oliveira, Fernando N. de & Neto, Alberto Ronchi, 2012, "An empirical analysis of the external finance premium of public non-financial corporations in Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 66, issue 3, October.

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, volume 164, issue 1, pages 116-129, September.
  2. Mello, Marcelo, 2011, "Stochastic Convergence Across U.S. States," Macroeconomic Dynamics, Cambridge University Press, volume 15, issue 2, pages 160-183, April.
  3. Mello, Marcelo, 2011, "Decomposing the international variation in capital per worker," Economics Letters, Elsevier, volume 113, issue 2, pages 189-191, DOI: 10.1016/j.econlet.2011.07.002.
  4. Araujo, Aloisio & Novinski, Rodrigo & Páscoa, Mário R., 2011, "General equilibrium, wariness and efficient bubbles," Journal of Economic Theory, Elsevier, volume 146, issue 3, pages 785-811, May.
  5. Oliveira, Fernando Nascimento & Plaga, Alessandra Ribeiro, 2011, "Eficácia das intervenções do Banco Central do Brasil sobre a volatilidade da taxa de câmbio nominal," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 65, issue 1, March.

2010

  1. Mello, Marcelo, 2010, "Stochastic Convergence Across Brazilian States," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 30, issue 1, October.
  2. José Vicente & Aloísio Araújo, 2010, "Social Welfare Analysis in a Financial Economy with Risk Regulation," Journal of Public Economic Theory, Association for Public Economic Theory, volume 12, issue 3, pages 561-586, June, DOI: 10.1111/j.1467-9779.2010.01464.x.
  3. Matsumura, Marco S. & Vicente, José Valentim Machado, 2010, "The role of macroeconomic variables in sovereign risk," Emerging Markets Review, Elsevier, volume 11, issue 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, volume 2, issue 2, pages 103-114.
  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. Mello Marcelo, 2009, "Estimates of the Marginal Product of Capital, 1970-2000," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-30, May, DOI: 10.2202/1935-1690.1723.
  4. Fernando Nascimento Oliveira & Pedro Góes Monteiro de Oliveira, 2009, "An Empirical Analysis of the Financing Policies Adopted by Brazilian Public Companies," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 4, pages 459-484.
  5. de Oliveira, Fernando Nascimento, 2009, "Effects of Monetary Policy on Firms in Brazil: An Empirical Analysis of the Balance Sheet Channel," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 29, issue 2, December.
  6. Almeida, Caio & Vicente, José, 2009, "Are interest rate options important for the assessment of interest rate risk?," Journal of Banking & Finance, Elsevier, volume 33, issue 8, pages 1376-1387, August.
  7. Almeida, Caio & Vicente, José, 2009, "Identifying volatility risk premia from fixed income Asian options," Journal of Banking & Finance, Elsevier, volume 33, issue 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, volume 98, issue 2, pages 167-175, February.
  2. Mello, Marcelo, 2008, "Skilled labor, unskilled labor, and economic growth," Economics Letters, Elsevier, volume 100, issue 3, pages 428-431, September.
  3. Fernando Nascimento de Oliveira & Renato da Motta Andrade Neto, 2008, "The Relevance of the Bank Lending Channel in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 3, pages 359-411.
  4. Fernando Nascimento de Oliveira & Eduardo Lana de Paula, 2008, "Determining the Optimum Level of Diversification of Home Brokers Investors," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 3, pages 439-463.
  5. Vicente, José & Tabak, Benjamin M., 2008, "Forecasting bond yields in the Brazilian fixed income market," International Journal of Forecasting, Elsevier, volume 24, issue 3, pages 490-497.
  6. Almeida, Caio & Vicente, José, 2008, "The role of no-arbitrage on forecasting: Lessons from a parametric term structure model," Journal of Banking & Finance, Elsevier, volume 32, issue 12, pages 2695-2705, December.

2007

  1. Marcelo Mello & Roberto Guimaraes-Filho, 2007, "A note on fractional stochastic convergence," Economics Bulletin, AccessEcon, volume 3, issue 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, 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.
  3. Mello, Marcelo & Guimaraes-Filho, Roberto, 2004, "Finite horizons, human wealth, and the risk-free rate puzzle," Economics Letters, Elsevier, volume 85, issue 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, volume 43, issue 4, pages 643-667.

Chapters

2013

  1. Fernando Nascimento de Oliveira & Myrian Beatriz Petrassi, 2013, "¿El fin de la persistencia inflacionaria?," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 7, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo, "Dinámica inflacionaria, persistencia y formación de precios y salarios".

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