CARLOS ENRIQUE CARRASCO GUTIERREZ
- Phone: 0055 61 3448-7138
Ph.D. in Economics  EPGE Brazilian School of Economics and Finance, Getulio Vargas Foundation (FGV), Rio de Janeiro, Brazil.
- Thesis Advisor: Prof. João Victor Issler
Title: "Essays on Macroeconometrics and Finance"
- Thesis Advisor: Prof. João Victor Issler
Ph.D. in Electrical Engineering: Methods of Support to Decision , Pontifical Catholic University of Rio de Janeiro, RJ, Brazil.
Master in Electrical Engineering: Methods of Support to Decision , Pontifical Catholic University of Rio de Janeiro, RJ, Brazil.
Bachelor in Mechanical Engineering , National University of Engineering, UNI-Lima, Peru.
Lattes C.V (in portuguese)
Best paper publication award "Honorable Mention"pdf
- Financial Econometrics
- Applied Macroeconomic
- Time Series Analysis
- Cointegration and Common Cyclical Features in Multiple Time Series.
- Applied Microeconometrics
- Spanish (native), English and Portuguese
Causality Between Financial Returns and the Brazilian Stock Market Returns [with Castro L., Berger R., Reis A]. Revista Ambiente Contábil. Vol 1 (jan./jun. 2018).
The Effects of Mergers and Acquisitions on the Stock Performance: Evidence from the Brazilian Stock Market [with Helano Farias]. Research Journal of Finance and Accounting. Vol 8, No 6 (2017) http://www.iiste.org/Journals/index.php/RJFA/article/view/36302/37301.
The Dynamics of the Brazilian Current Account with Rule of Thumb Consumers [with Lucio Holanda], Brazilian Journal of Applied Economics (Revista Economia Aplicada v20 n2, de junho de 2016). http://www.revistas.usp.br/ecoa/article/view/117017.
Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil [with Marcos Gesteira], Brazilian Review of Economics (Revista Brasileira de Economia). vol.69 no.3 Rio de Janeiro July/Sept. 2015. http://www.scielo.br/pdf/rbe/v69n3/0034-7140-rbe-69-03-0373.pdf
Aplicação do Modelo de Aceitação de Tecnologia à Computação em Nuvem". [with [Helga, Adilson, Bruno, Hercules], Perspectivas em Gestão & Conhecimento. Forthcoming Volume 6, Número 2, jul./dez. 2016.
Firm Performance and Business Cycles: Implications for Managerial Accountability [with Fábio Motoki], Applied Finance and Accounting, Vol. 1, No. 1, February 2015. http://redfame.com/journal/index.php/afa/article/view/647
Modelagem e Previsão do Preço do Café Brasileiro [with Fernanda Moura], Revista de Economia v. 39, n. 2 (2013). http://ojs.c3sl.ufpr.br/ojs2/index.php/economia/article/view/23476
Testing the Implications of the Intertemporal Current Account Model for Brazil: 1947- 2010 [Lucio Hellery Holanda Oliveira],. Análise Econômica, ano 31, n. 59 (2013). pdf http://seer.ufrgs.br/index.php/AnaliseEconomica/article/view/25461
Evaluating Asset Pricing Models in a Simulated Multifactor Approach .(Evaluating asset pricing models in a Fama-French Framework [with Wagner Piazza], Brazilian Review of Finance, Vol 10, No 4 (2012). http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/issue/view/610
Impacto dos Royalties do Petróleo no PIB per capita dos municípios do Estado do Espírito Santo, Brasil. [with Ribeiro, Edivan G. ; TEXEIRA, A. ] Revista Brasileira de Gestão de Negócios (São Paulo. Impresso), 2010. http://rbgn.fecap.br/RBGN/article/view/498
Evidence on Common Features and Business Cycle Synchronization in Mercosur.[with F.A. Gomes] Brazilian Review of Econometrics Vol 29, No 1 (2009). http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/2695
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features. [with Osmani Guillén and R. Souza] Brazilian Review of Econometrics Vol 29, No 1 (2009) http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/2696
- Remarks on Power Iteration Method, 2016 (with Wilfredo Sosa, Sinval), 2015. Submetted.
Evaluating the Performance of Common-Factor Portfolios, 2017 [João Victor Issler].https://editorialexpress.com/cgi-bin/conference/download.cgi?db_name=SBF2017&paper_id=96
- A demanda de Jornais Impressos: Uma análise empírica usando técnicas de cointegração [with Vitor dos Santos Amancio] Submetted.
Papers in Progress
- 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
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.
- 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.
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 Journal of Business Economics
- 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)