CARLOS ENRIQUE CARRASCO GUTIERREZ

Contact Information

Education

  • Doctor in Economics [2008] Graduate School of Economics (EPGE), Getulio Vargas Foundation (FGV), Rio de Janeiro, Brazil.

    • Thesis Advisor: Prof. João Victor Issler

      Title: "Essays on Macroeconometrics and Finance"

  • Doctor in in Electrical Engineering: Methods of Support to Decision (Applied Statistics) [2006], Pontifical Catholic University of Rio de Janeiro, RJ, Brazil.

  • Master in Electrical Engineering: Methods of Support to Decision [2004], Pontifical Catholic University of Rio de Janeiro, RJ, Brazil.

  • Bachelor in Mechanical Engineering [1998], National University of Engineering, UNI-Lima, Peru.

Lattes C.V (in portuguese)

Lattes C.V

Awards

Best paper publication award "Honorable Mention"pdf

Research Interests

  • Financial Econometrics
  • Applied Macroeconomic
  • Time Series Analysis
  • Cointegration and Common Cyclical Features in Multiple Time Series.
  • Applied Microeconometrics

Languages

  • Spanish (native), English and Portuguese

Publications

Working Papers

  • A projected gradient type-method for find eigenvalues and eigenvectors of symmetric matrixes (with Wilfredo Sosa, Sinval).pdf Submetted.

  • Constructing Common-Factor Portfolios. 2012 [João Victor Issler].pdf

  • The dynamics of the Brazilian current account with rule of thumb consumers, 2012[with Lucio Holanda]. pdf

  • Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil, 2012[with Marcos Gesteira].pdf.

  • A Política de Dividendos e o Retorno das Ações no Brasil: Um Caso para os Dividendos pagos pelas Empresas da BM&FBovespa, 2012[with Marcello Furlanetto Gomes]pdf. Submetted.

  • Relação entre Desempenho Setorial e o Ciclo de Negócios: Um Estudo da Economia Brasileira, 2012[with Arilton Teixeira and Fábio Motoki]. pdf

  • Rumo a um Modelo de Avaliação de Aceitação da Computação em Nuvem, 2014[Helga, Adilson, Bruno]. Submetted.

Resumo

Papers in Progress

  • Penalty rate estimation in a dynamic model of credit (with Piva Claudia, Wifredo Maldonado).
  • Avaliação de Impacto e Cálculo de Retorno Econômico para o Programa Bolsa Universidade: Um estudo de Caso. (with Renata Teixeira)
  • Testing Consumption Bases Asset Pricing Models with Factor Model [with João Issler].
  • Using the Stochastic Discount Factor to Estimate Consumer's Preferences and Rule-of-Thumb Behavior [with Gomes and João Issler]

Academic Apointments

Associate Professor

  • http://www.poseconomia.ucb.br

  • Microeconomic I (Undergraduation)
  • Mathematics I (Undergraduation)
  • Mathematics II (Undergraduation)
  • Economics for Managers (Undergraduation). 2012 - II
  • Analysis mathematical II (Msc)
  • Macroeconomic II (Msc)
  • Statistic I (Msc)
  • Microeconomic III (Undergraduation) - 2012 - I

Lecturer

  • Macroeconometria - Undergraduation in Economics and Finance - EPGE/FGV (2008).

  • Quantitative Methods (MSc in Accountancy) [June 2007], Fucape Business School.
  • Mathematical Finance (MSc in Accountancy) [August 2007], Fucape Business School.

Teacher Assistent

  • Econometric II - Ph.D in Economics - EPGE/FGV (2006) Rio de Janeiro, RJ, Brazil - Prof. Renato Flores.
  • Time series - Master in Businesses and Economics- EPGE/FGV (2006) Rio de Janeiro, RJ, Brazil - Prof. Luiz Renato.
  • Game Theory - Undergraduate course (2005 and 2006, 2nd Sem) Graduate School of Economics/FGV Rio de Janeiro, RJ, Brazil - Prof. Antonio. A. Ambrosio.

Meetings

  • XXIX Meeting of the Brazilian Econometric Society, Recife, PE, Brazil, 2007.

  • European Meeting of the Econometric Society, Budapest, Hungary, 2007.

  • Latin American Meeting of the Econometric Society, Mexico City, Mexico, 2006.

  • XXVIII Meeting of the Brazilian Econometric Society, Salvador, BA, Brazil, 2006.

  • XXXIV Encontro Nacional de Economia - ANPEC, Salvador, BA, Brazil, 2006 .

Other Academic Activities

  • Referee for the Brazilian Review of Finance
  • Referee for the Brazilian Review of Economics (RBE)
  • Referee for the Brazilian Review of Econometrics (RBE)
  • Member of the Econometric Society
  • Member of the Brazilian Econometric Society (SBE)

Links


CategoryHomepage

CarlosGutierrez (last edited 2014-05-15 16:18:47 by CarlosGutierrez)