Rodrigo Guimaraes

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

4

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905

TOTAL CITATIONS
Rank 40,362

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Top 40,362

in Total Papers Citations

35

Scholarly Papers (4)

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1.

Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network

Number of pages: 27 Posted: 18 Feb 2015
Lucia Alessi, Antonio Antunes, Jan Babecký, Simon Baltussen, Markus Behn, Diana Bonfim, Oliver Bush, Oliver Bush, Carsten Detken, Jon Frost, Rodrigo Guimaraes, Tomas Havranek, Mark Joy, Karlo Kauko, Jakub Mateju, Nuno Monteiro, Benjamin Neudorfer, Tuomas A. Peltonen, Marek Rusnak, Paulo M.M. Rodrigues, Willem Schudel, Michael Sigmund, Hanno Stremmel, Katerina Smidkova, Ruben van Tilburg, Borek Vasicek, Diana Zigraiova and Diana Zigraiova
European Central Bank (ECB), Bank of Portugal - Department of Economics, Czech National Bank (CNB), De Nederlandsche Bank, European Central Bank (ECB), Banco de Portugal, London School of Economics & Political Science (LSE)Bank of England, European Central Bank (ECB), Bank for International Settlements, Bank of England, Charles University in Prague, University of Glasgow - Department of Economics, Bank of Finland, Charles University in Prague - CERGE-EI, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Czech National Bank (CNB), Banco de Portugal, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), WHU - Otto Beisheim School of Management, Czech National Bank (Deceased), De Nederlandsche Bank, Czech National Bank (CNB) and Charles University in PragueEuropean Stability Mechanism
Downloads 516 (117,074)
Citation 28

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Early warning systems, financial crisis, Bayesian model averaging

2.

Fool's Errand? Robust Identification of Risk Premia and Expectations in Asset Prices

previous version appeared as Bank of England Working Paper No. 489
Number of pages: 58 Posted: 05 Apr 2014 Last Revised: 20 May 2016
Rodrigo Guimaraes
Bank of England
Downloads 201 (322,117)
Citation 7

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Interest rates, expectations, risk premium, dynamic term structure, robust, estimation

3.

The Liquidity State-Dependence of Monetary Policy Transmission

Bank of England Working Paper No. 1045
Number of pages: 124 Posted: 22 Jan 2024
Rodrigo Guimaraes, Gabor Pinter and Jean-Charles Wijnandts
Bank of England, Bank of England and Bank of England
Downloads 131 (465,110)

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Monetary Policy Shocks, Market Liquidity, Real Term Premium, Intermediary Asset Pricing

4.

Observed macroeconomic tail risk and asset prices: new long term evidence *

Number of pages: 70 Posted: 06 Jan 2025
Rodrigo Guimaraes and Gertjan Vlieghe
Bank of England and affiliation not provided to SSRN
Downloads 57 (784,133)

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real rates, consumption risk, higher moments, Euler equation, minimum distance, business cycle, equity premium, monetary policy