| Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features CEC Gutierrez, RC Souza, OT de Carvalho Guillén Brazilian Review of Econometrics 29 (1), 59-78, 2009 | 82 | 2009 |
| Estrutura competitiva, produtividade industrial e liberalização comercial no Brasil PC Ferreira, OTC Guillén Revista Brasileira de Economia 58, 507-532, 2004 | 47 | 2004 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions G Athanasopoulos, OT de Carvalho Guillén, JV Issler, F Vahid Journal of Econometrics 164 (1), 116-129, 2011 | 43 | 2011 |
| Machine learning and oil price point and density forecasting ABR Costa, PCG Ferreira, WP Gaglianone, OTC Guillén, JV Issler, Y Lin Energy Economics 102, 105494, 2021 | 33 | 2021 |
| Estimating potential output and the output gap for Brazil CHV Araujo, MBM Areosa, OTC Guillén Banco Central do Brasil Working Paper 172, 2004 | 33 | 2004 |
| Estimating inflation persistence by quantile autoregression with quantile-specific unit roots WP Gaglianone, OT de Carvalho Guillén, FMR Figueiredo Economic Modelling 73, 407-430, 2018 | 27 | 2018 |
| O prêmio pela maturidade na estrutura a termo das taxas de juros brasileiras RD Brito, AJM Duarte, OTC Guillén Banco Central do Brasil, 2003 | 26 | 2003 |
| Characterising the Brazilian term structure of interest rates OT De Carvalho Guillen, BM Tabak International Journal of Monetary Economics and Finance 2 (2), 103-114, 2009 | 23 | 2009 |
| Do inflation-linked bonds contain information about future inflation? JVM Vicente, OTC Guillen Revista Brasileira de Economia 67, 251-260, 2013 | 21 | 2013 |
| The welfare cost of macroeconomic uncertainty in the post-war period JV Issler, AA de Mello Franco-Neto, OT de Carvalho Guillén Economics Letters 98 (2), 167-175, 2008 | 21 | 2008 |
| Overreaction of yield spreads and movements of Brazilian interest ratest RD Brito, AJMA Duarte, OT de Carvalho Guillen Brazilian Review of Econometrics 24 (1), 1-55, 2004 | 21 | 2004 |
| Commodity prices and global economic activity: a derived-demand approach AMA Duarte, WP Gaglianone, OT de Carvalho Guillén, JV Issler Energy Economics 96, 105120, 2021 | 19 | 2021 |
| On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond OT de Carvalho Guillén, JV Issler, AA de Mello Franco-Neto Journal of Economic Dynamics and Control 39, 62-78, 2014 | 14 | 2014 |
| Forecasting multivariate time series under present-value model short-and long-run co-movement restrictions OT Guillén, A Hecq, JV Issler, D Saraiva International Journal of Forecasting 31 (3), 862-875, 2015 | 12 | 2015 |
| Forecasting Brazilian consumer inflation with FAVAR models using target variables FMR Figueiredo, OTC Guillén mimeo, 2013 | 10 | 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 DP Tavares, GC Montes, OTC Guillén Revista Brasileira de Economia 67, 337-353, 2013 | 8 | 2013 |
| Componentes de curto e longo prazo das taxas de juros no Brasil CHV Araújo, OTC de Guillén Central Bank of Brazil, Research Department Working Papers Series, 2002 | 7 | 2002 |
| O impacto da abertura comercial sobre mark-up e produtividade industrial brasileira PC Ferreira, OTC Guillen Fundação Getulio Vargas, 2001 | 7 | 2001 |
| Análise do comportamento dos bancosbrasileiros pré e pós crise subprime OTDC Guillén, JVM Vicente, CO De Moraes Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian …, 2014 | 6 | 2014 |
| Nonparametric tail risk and stock returns: predictability and risk premia C Almeida, J Vicente, O Guillen Unpublished working paper. Getulio Vargas Foundation, Rio de Janeiro, 2013 | 6 | 2013 |
João Victor IsslerProfessor of Economics, Brazilian School of Economics and Finance - FGV EPGE, Getulio VargasVerified email at fgv.br
