Carlos E. Carrasco Gutierrez
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Catholic University of Brasilia
QS 07, Lote 01, EPCT, Taguatinga/Brasília - DF
71966-700, Brazil
+55 (61) 3448-7138
Email: carlosenrique@p.ucb.br
CV Lattes: http://lattes.cnpq.br/0881893862643600
______________________________________________________________________
Employment
Director of Graduate Studies / Professional Master in Public Policy - Catholic University of Brasilia (2019-present)
Professor of the Graduate School of Economics - Catholic University of Brasilia (2010-present)
Education
Ph.D. in Economics, FGV EPGE/Rio de Janeiro/Brazil (2008)
Ph.D. in Electrical Engineering (Applied Statistics, 2006). Catholic University of Rio de Janeiro (PUC-RJ-Brazil)
M.Sc. in Electrical Engineering (2002). Catholic University of Rio de Janeiro (PUC-RJ-Brazil)
B.Sc. in Mechanical Engineering, (1994-1998). National University of Engineering (UNI - Peru).
Editorial board
Associate Editor, A Contextus – Revista Contemporânea de Economia e Gestão (2020-present)
Associate Editor – Revista Razão Contábil & Finanças (2021-present)
Fields of Interest
Econometrics, Program Evaluation, Applied Macroeconomic, Applied Microeconomics, Applied Financial, Time series modeling and Machine Learning.
Languages
Spanish (native), English and Portuguese
Publications
Modeling and forecasting industrial production in Brazil (with L. Pontes). Revista Economia Ensaios forthcoming 2024.
Macroeconomic, industry-specific and bank-specific determinants of the profitability of Brazilian banks: dynamic panel evidence [with Bernardelli L.]. Empirical Economics, Vol 66 (1) 2024.
https://link.springer.com/article/10.1007/s00181-024-02568-1Regional estimates of residential electricity demand in Brazil (with P. Ehrl). International Journal of Energy Economics and Policy, 2023, 13(1), 465-476. https://econjournals.com/index.php/ijeep/article/view/13837/7156
Trade-led growth hypothesis: Evidence from Latin America countries [with Nonato V.]. Empirical Economics, 64, 727–745 (2023).
https://link.springer.com/article/10.1007/s00181-022-02266-w
Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach (with M. Tessemann; Lima, A.). International Journal of Economics and Finance. Vol. 15, No. 1 (2023). https://ccsenet.org/journal/index.php/ijef/article/view/0/48292
Volatility Transmissions and Connectivity Among Metal And Energy Commodities: A Network-Econometric Analysis [with Tessmann, Passos, Magalhães and Ely.]. Journal of Economics and Finance, 2023.
https://link.springer.com/article/10.1007/s12197-023-09644-9Effectiveness and stability of hedging in future market indices of the united states and brazil: evidence from the 2008 global crisis. Razão Contábil e Finanças v. 14 n. 2 (2023).
https://periodicos.uniateneu.edu.br/index.php/razao-contabeis-e-financas/article/view/448/348
Rural Credit and Agricultural Production: empirical evidence from Brazil [with D. Nascimento; M. Tessemann]. International Journal of Finance &Economics(2022). https://doi.org/10.1002/ijfe.2648
Financial Innovation and Moral Hazard: The Case of Time Deposits with Special Guarantee. [with Androvandi G, Tabak B]. Applied Economics (2022).
https://doi.org/10.1080/00036846.2021.2020712
Testing the consumption-based CAPM using the stochastic discount factor. [with Marcel Stanlei]. Brazilian Journal of Economics (Revista Brasileira de Economia). Vol. 76, No. 1, Jan-May 2022.
https://bibliotecadigital.fgv.br/ojs/index.php/rbe/article/view/82331/81079Analysis of Efficiency and Productivity of the Brazilian Labor Court. [with S. Lavarini, G. Pereira, Gonzales C.]. Economic Analysis of Law Review. EALR, V. 13, nº 2, p. 135-160, Mai-Ago, 2022. https://portalrevistas.ucb.br/index.php/EALR/article/view/13341
Macroeconomic Factors and Value and Growth Strategies: evidence from Brazil. [with Messias I.P]. Review of Economics and Finance, 2022, 20, 478-489. https://doi.org/10.55365/1923.x2022.20.54
The impact of family background on student's performance in higher education. [with R. Moreira; A. Marquetti]. Brazilian Journal of Business Economics (Revista Brasileira de Economia de Empresas). 2021; 21(2): 5-20.
https://portalrevistas.ucb.br/index.php/rbee/article/view/13336
Determinants of banking spread in Brazil and the effects of the Basel III agreement [with F. Cavalcanti; J. Figueiredo]. Brazilian Journal of Applied Economics V.25, n.2, 2021 (Revista Economia Aplicada).
https://www.revistas.usp.br/ecoa/article/view/173229/174158
Efeitos do capital humano e capital físico no crescimento econômico: uma análise para modelos MRW e MINCER [with Martins J; Nogueira A]. Revista Razão Contábil & Finanças, v. 11, N0 2 (2020). http://periodicos.uniateneu.edu.br/index.php/razao-contabeis-e-financas/article/view/218/193
Wage Differential by Color and Gender in Brazil: An Analysis by Large Regions [with COSTA, M. V. ; REIS, C. V. S]. ECONOMIA ENSAIOS, v. 35, p. 292-312, (2020).
https://seer.ufu.br/index.php/revistaeconomiaensaios/article/view/49476Testando as restrições do modelo intertemporal de consumo (CCAPM) na América Latina [with Silva G]. Revista Razão Contábil & Finanças, v. 10, p. 16, 2019.
A discrete dynamical system and its applications [with SOSA, WILFREDO ]. PESQUISA OPERACIONAL (IMPRESSO), v. 39, p. 457-469, 2019. https://www.scielo.br/j/pope/a/M7t6xbMjrwmSDhcgyWLFq3w/?lang=en
Elasticidade Preço e Renda da Demanda dos Jornais impressos [with Vitor Amancio]. Revista Brasileira de Estudos Regionais e Urbanos. Vol 12, No 2 (2018). https://revistaaber.org.br/rberu/article/view/276
Causalidade Entre os Retornos Contábeis e os Retornos do Mercado de Ações Brasileiro. [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. 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).
https://revistas.ufpr.br/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). 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
Books
INTRODUÇÃO À AVALIAÇÃO DE IMPACTO E RETORNO ECONÔMICO DE PROGRAMAS SOCIAIS. 1.ed. Curitiba: Editora Appris Ltda., 2020. v. 1.
(Organizer)
ENSAIOS SOBRE POLÍTICAS PÚBLICAS . Caixas do Sul, RS: Educs, 2021.
Volume 1: PDF
https://www.ucs.br/educs/arquivo/ebook/ensaios-sobre-politicas-publicas/
Volume 2: PDF
https://www.ucs.br/educs/livro/ensaios-sobre-politicas-publicas-volume-2/
Volume 3:
https://www.ucs.br/educs/livro/ensaios-sobre-politicas-publicas-vol-3-4341/
Book Chapters
Influência do Programa Bolsa Família na frequência escolar: Uma comparação entre áreas urbanas e rurais (with MACIEL, D. and LAVORATTO, L. ). Cap 6, pag. 75-95, Editora cientifica 2022 (PDF).
https://www.editoracientifica.com.br/articles/code/221010531
Eficiência e sustentabilidade na Justiça do Trabalho: evidências para o Brasil (with Susan L), Chapter 6, Editora Caixas do Sul, RS: Educs, 2021. (PDF).
Relação entre gastos educacionais e desempenho escolar no Brasil. Capítulo 1, Editora Caixas do Sul, RS: Educs, 2022. (PDF).
Working Papers
Academic Performance and Perceptions of Educational Practices: A machine learning approach (with Santos F.; Silva T.). Sumetted.
The relationship between domestic and world prices of agricultural commodities: evidence for soybeans and corn in Brazil (with Tessmann M.). Sumetted.
Comparing consumption-based asset pricing models: evidence from Brazil (with F. Docha). Sumetted.
Modeling and forecasting the price of sugar with the Kalman filter (with Vieira F.) Sumetted.
Education and Economic Growth in Brazil: An Analysis with Panel Data. [with Nogueira A and Tito].
Monetary Policy Risk-Taking Channel: A Cointegration Analysis. [with Vieira F. and Loureiro]. Sumetted.
Monetary Policy Through The Risk-Taking Channel. [with Vieira F. and Loureiro]. Sumetted.
The Dynamic Interdependence of Global Financial Markets: An Analysis Through Dynamic Bayesian Networks [with Bernardelli L. and Silva C]. Sumetted.
Papers in Progress
Risk factors for type 2 diabetes in Brazil: a machine learning analysis (with Aquino L.)
Regulation and efficiency in public water supply and sewage services in Brazil (with Ribeiro de Freitas, W.)
Intergenerational transfers and Demographic transition in Brazil, 2003–2018 (with Correa. C; Turra C.)
Technology, training and transforming minds (with Ehrl P; Charris C.)
Educational disparities in the economic lifecycle in Brazil: Connecting a rural school in Brazil (with Correa. C)
Teaching
Undergraduation
Microeconomic I, Mathematics I, Mathematics II, Econometric I, Game Theory, Time Series Econometrics, Economics for Managers, Statistic, Quantitative methods.
Master/doutorate
Quantitative methods, Analysis mathematical II, Macroeconomic II, Statistic I, Public Policies and Social Projects, Finance I, Time Series Econometrics, Macroeconometric
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)
Public policy materials
Avaliação de impacto na prática: Segunda edição. Banco Mundial. PDF
Avaliação de políticas públicas: por onde começar? Um guia prático da metodologia do marco lógico NIMA – Núcleo Integrado de Monitoramento e Avaliação. PDF
Avaliação de Políticas Públicas: Guia prático de análise ex post, Volume 2. PDF
Avaliação Econômica de Projetos Sociais, Itaú Social. PDF