General Information

Email: carlosenrique@ucb.br; carlos.carrasco.gutierrez@gmail.com

CV Lattes: http://lattes.cnpq.br/0881893862643600

Research fellow of the National Council for Scientific and Technological Development (CNPq) 

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)

• Professor of the Graduate Program of Public Policy  - Catholic University of Brasilia (2019-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).

Editoral Board

• Associate Editor, A Contextus – Revista Contemporânea de Economia e Gestão  (2020-present)

• Associate Editor – Revista Razão Contábil & Finanças  (2021-present)

Econometrics, Program Evaluation,  Applied Macroeconomic,  Applied Microeconomics, Applied Financial, Time series modeling and Machine Learning.

Publications

• Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index (Tessmann, M.; Passos, M.; Magalhães, L; Khodr, O.). International Journal of Energy Economics and Policy, 14(3), 465-476 (2024).

• Macroeconomic, industry-specific and bank-specific determinants of the profitability of Brazilian banks: dynamic panel evidence (with Bernardelli, L.). Empirical Economics, v. 66, p. 1-34, 2024. 

• Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach (with Tessmann, M. Lima A.).  International Journal of Economics and Finance. Vol. 15, No. 1 (2023).

• Trade-led growth hypothesis: Evidence from Latin America countries. Empirical Economics, 64, 727–745 (2023).

• Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis. Journal of Economics and Finance, v. 1, p. 1, 2023. 

• Regional estimates of residential electricity demand in Brazil. International Journal of Energy Economics and Policy, 13(1), 465-476 (2023).

• Projeção da Taxa de Juros Selic na Economia Brasileira: Uma Análise Comparativa Entre Modelos de Previsão (Passos, F.). Revista de Economia Mackenzie, v. 20, p. 38-69, 2023. 

• Efetividade e Estabilidade de Hedge em Índices de Mercado Futuro dos Estados Unidos e Brasil: Evidências da Crise Mundial de 2008 (Gama L.). Revista Razão Contábil & Finanças, v. 13, p. 1-21, 2023. 

• Rural Credit and Agricultural Production: empirical evidence from Brazil. International Journal of Finance & Economics (2022).

• Financial Innovation and Moral Hazard: The Case of Time Deposits with Special Guarantee. Applied Economics (2022).

• Testing the consumption-based CAPM using the stochastic discount factor. Brazilian Journal of Economics (Revista Brasileira de Economia). Vol. 76, No. 1, Jan-May (2022).

• Analysis of Efficiency and Productivity of the Brazilian Labor Court. Economic Analysis of Law Review. EALR, V. 13, nº 2, p. 135-160, Mai-Ago, (2022).

• Macroeconomic Factors and Value and Growth Strategies: evidence from Brazil. Review of Economics and Finance, 2022, 20, 478-489

• The impact of family background on student's performance in higher education. Brazilian Journal of Business Economics (Revista Brasileira de Economia de Empresas). 2021; 21(2): 5-20.

• Determinants of banking spread in Brazil and the effects of the Basel III agreement. Brazilian Journal of Applied Economics (Revista Economia Aplicada) 2021.

• Effects of human capital and physical capital on economic growth: an analysis for MRW and Mincer models. Revista Razão Contábil & Finanças, v. 11, N0 2 (2020).

• Wage Differential by Color and Gender in Brazil: An Analysis by Large Regions. ECONOMIA ENSAIOS, v. 35, p. 292-312, (2020)

• Testing the Constraints of the Intertemporal Consumption Model (CCAPM) in Latin America. Revista Razão Contábil & Finanças, v. 10, p. 16, 2019.A discrete dynamical system and its applications. PESQUISA OPERACIONAL (IMPRESSO), v. 39, p. 457-469, 2019.

• Elasticidade Preço e Renda da Demanda dos Jornais impressos. Revista Brasileira de Estudos Regionais e Urbanos. Vol 12, No 2 (2018).

• Causality Between Financial Returns and the Brazilian Stock Market Returns. Revista Ambiente Contábil. Vol 1 (jan./jun. 2018).

• The Effects of Mergers and Acquisitions on the Stock Performance: Evidence from the Brazilian Stock Market. Research Journal of Finance and Accounting. Vol 8, No 6, (2017).

• The Dynamics of the Brazilian Current Account with Rule of Thumb Consumers Brazilian Journal of Applied Economics (Revista Economia Aplicada v20 n2, de junho de 2016).

• Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil. Brazilian Review of Economics (Revista Brasileira de Economia). vol.69 no.3 Rio de Janeiro July/Sept. 2015.

• Aplicação do Modelo de Aceitação de Tecnologia à Computação em Nuvem". Perspectivas em Gestão & Conhecimento. Volume 6, Número 2, jul./dez. 2016.

• Firm Performance and Business Cycles: Implications for Managerial Accountability. Applied Finance and Accounting, Vol. 1, No. 1, February 2015.

• Modelagem e Previsão do Preço do Café Brasileiro. Revista de Economia, v. 39, n. 2, (2013).

• Testing the Implications of the Intertemporal Current Account Model for Brazil: 1947- 2010. Análise Econômica, ano 31, n. 59 (2013).

• Evaluating Asset Pricing Models in a Simulated Multifactor Approach. Brazilian Review of Finance, Vol 10, No 4 (2012).

• Impacto dos Royalties do Petróleo no PIB per capita dos municípios do Estado do Espírito Santo, Brasil. Revista Brasileira de Gestão de Negócios (São Paulo. Impresso), 2010.

• Evidence on Common Features and Business Cycle Synchronization in Mercosur. Brazilian Review of Econometrics Vol 29, No 1 (2009).

• Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features. Brazilian Review of Econometrics Vol 29, No 1 (2009).

Working Papers

Work in Progress

Books

• INTRODUÇÃO À AVALIAÇÃO DE IMPACTO E RETORNO ECONÔMICO DE PROGRAMAS SOCIAIS. 1.Edição. Curitiba: Editora Appris Ltda., 2020. v. 1.

• ENSAIOS SOBRE POLÍTICAS PÚBLICAS. Caixas do Sul, RS: Educs, 2021. (Organizer)

Volume 1  e Volume 2

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).

Projects as Coordinator

• TECH Learning - Developing and Fostering the ICT Ecosystem in Rural Schools of the Federal District – Call 12/2022

• Impact of Digital Connectivity on the Educational Performance of Rural Public Schools in the Federal District - EDUCA.CONECTA – Call 03/2021.

• Evaluation of the Impact of Affirmative Actions in Public Universities – Call 03/2018.

• Myopia or Optimizing Behavior? A Finance Theory-Based Approach – Call 03/2015.

Microeconomic I, Mathematics I, Mathematics II, Econometric I,  Game Theory, Time Series Econometrics, Economics for Managers, Statistic, Quantitative methods. 

Quantitative methods, Analysis mathematical II, Macroeconomic II, Statistic I,  Public Policies and Social Projects, Finance I, Time Series Econometrics, Macroeconometric

• 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)