IDEAS home Printed from https://ideas.repec.org/f/par333.html
   My authors  Follow this author

Gustavo Silva Araujo

Personal Details

First Name:Gustavo
Middle Name:Silva
Last Name:Araujo
Suffix:
RePEc Short-ID:par333
[This author has chosen not to make the email address public]

Affiliation

Banco Central do Brasil

Brasília, Brazil
http://www.bcb.gov.br/
RePEc:edi:bcbgvbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Flávio de Freitas Val & Gustavo Silva Araujo, 2022. "Breakeven Inflation Rate Estimation: an alternative approach considering indexation lag and seasonality," Working Papers Series 493, Central Bank of Brazil, Research Department.
  2. Sérgio Leão & Rafael Schiozer & Raquel F. Oliveira & Gustavo Araujo, 2022. "Lending Relationships and Currency Hedging," Working Papers Series 565, Central Bank of Brazil, Research Department.
  3. Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022. "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series 561, Central Bank of Brazil, Research Department.
  4. Heloisa Elias de Souza & Claudio Henrique da Silveira Barbedo & Gustavo Silva Araujo, 2018. "Does Investor Attention Affect Trading Volume In The Brazilian Stock Market?," Working Papers Series 472, Central Bank of Brazil, Research Department.
  5. Gustavo Silva Araujo & Ricardo Alves Carmo Ribeiro, 2018. "Is Petrobras Options Market Efficient? A Study Using The Delta-Gamma Neutral Strategy," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting] 126, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  6. Gustavo Silva Araujo & José Valentim Machado Vicente, 2017. "Estimação da Inflação Implícita de Curto Prazo," Working Papers Series 460, Central Bank of Brazil, Research Department.
  7. Edimilson Costa Lucas & Wesley Mendes Da Silva & Gustavo Silva Araujo, 2017. "Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry?," Working Papers Series 462, Central Bank of Brazil, Research Department.
  8. Gustavo Silva Araujo & Ricardo Alves Carmo Ribeiro, 2016. "Mercado de Opções no Brasil é Eficiente? Um Estudo a partir da Estratégia Delta-Gama-Neutra com Opções da Petrobras," Working Papers Series 441, Central Bank of Brazil, Research Department.
  9. Juliana Xavier Serapio da Silva & Cláudio Henrique da Silveira Barbedo & Gustavo Silva Araújo, 2015. "Há Efeito Manada em Ações com Alta Liquidez do Mercado Brasileiro?," Working Papers Series 386, Central Bank of Brazil, Research Department.
  10. Jaqueline Terra Moura Marins & Gustavo Silva Araujo & José Valentim Machado Vicente, 2015. "As Atuações Cambiais do Banco Central Afetam as Expectativas de Mercado?," Working Papers Series 393, Central Bank of Brazil, Research Department.
  11. Gustavo Silva Araujo & Sérgio Leão, 2015. "OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector," Working Papers Series 379, Central Bank of Brazil, Research Department.
  12. Gustavo Silva Araújo & José Valentim Machado Vicente, 2014. "Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal," Working Papers Series 361, Central Bank of Brazil, Research Department.
  13. José Valentim Machado Vicente & Gustavo Silva Araújo & Paula Baião Fisher De Castro & Felipe Noronha Tavares, 2014. "Assessing Day-To-Day Volatility: Doesthe Trading Time Matter?," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 130, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  14. Bruno Vieira Carvalho & Gustavo Silva Araújo, 2014. "Política Monetária E O Componente Deassimetria De Informação Embutido No Spread Do Mercado Futuro Detaxasde Juros No Brasil," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 042, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  15. Max Leandro Ferreira Tavares & Cláudio Henrique da Silveira Barbedo & Gustavo Silva Araújo, 2013. "A Influência da Assimetria de Informação no Retorno e na Volatilidade das Carteiras de Ações de Valor e de Crescimento," Working Papers Series 312, Central Bank of Brazil, Research Department.
  16. Gustavo Silva Araújo & Sérgio Leão, 2013. "Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar," Working Papers Series 307, Central Bank of Brazil, Research Department.
  17. Gustavo Araújo & Bruno Vieira Carvalho & Claudio Henrique Barbedo & Margarida Maria Gutierrez, 2013. "Política Monetária e Assimetria de Informação: um estudo a partir do mercado futuro de taxas de juros no Brasil," Working Papers Series 316, Central Bank of Brazil, Research Department.
  18. José Valentim Machado Vicente & Gustavo Silva Araújo & Paula Baião Fisher de Castro & Felipe Noronha Tavares, 2012. "Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa?," Working Papers Series 297, Central Bank of Brazil, Research Department.
  19. Gustavo Silva Araújo & Claudio Henrique Da Silveira Barbedo & Jose Valentim Machado Vicente, 2011. "Custo De Assimetria De Informação Deinformação Embutido No Spread De Ações No Brasil E Governançacorporativa," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 055, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  20. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente, 2011. "The Adverse Selection Cost Component of the Spread of Brazilian Stocks," Working Papers Series 263, Central Bank of Brazil, Research Department.
  21. Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Eduardo Facó Lemgruber, 2005. "Simulação Histórica Filtrada: Incorporação da Volatilidade ao Modelo Histórico de Cálculo de Risco para Ativos Não-Lineares," Working Papers Series 94, Central Bank of Brazil, Research Department.
  22. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & Eduardo Facó Lemgruber, 2005. "Adequação das Medidas de Valor em Risco na Formulação da Exigência de Capital para Estratégias de Opções no Mercado Brasileiro," Working Papers Series 99, Central Bank of Brazil, Research Department.
  23. Claudio H. da S. Barbedo & Gustavo S. Araújo & João Maurício S. Moreira & Ricardo S. Maia Clemente, 2005. "Avaliação de Métodos de Cálculo de Exigência de Capital para Risco Cambial," Working Papers Series 93, Central Bank of Brazil, Research Department.
  24. Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo, 2004. "Carteiras de Opções: Avaliação de Metodologias de Exigência de Capital no Mercado Brasileiro," Working Papers Series 82, Central Bank of Brazil, Research Department.
  25. Gustavo S. Araújo & João Maurício S. Moreira & Ricardo S. Maia Clemente, 2003. "Avaliação de Métodos de Cálculo de Exigência de Capital para Risco de Mercado de Carteiras de Ações no Brasil," Working Papers Series 67, Central Bank of Brazil, Research Department.
  26. Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Eduardo Facó Lemgruber, 2003. "Inclusão do Decaimento Temporal na Metodologia Delta-Gama para o Cálculo do VaR de Carteiras Compradas em Opções no Brasil," Working Papers Series 79, Central Bank of Brazil, Research Department.
  27. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & Antonio Carlos Figueiredo & Eduardo Facó Lemgruber, 2003. "Contornando os Pressupostos de Black & Scholes: Aplicação do Modelo de Precificação de Opções de Duan no Mercado Brasileiro," Working Papers Series 78, Central Bank of Brazil, Research Department.

Articles

  1. Araujo, Gustavo Silva & Gaglianone, Wagner Piazza, 2023. "Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(2).
  2. De Souza, Heloisa Elias & Barbedo, Claudio Henrique Da Silveira & Araújo, Gustavo Silva, 2018. "Does investor attention affect trading volume in the Brazilian stock market?," Research in International Business and Finance, Elsevier, vol. 44(C), pages 480-487.
  3. José Vicente & Gustavo Araujo, 2018. "What does the tail of the distribution of current stock prices tell us about future economic activity?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(4), pages 506-516, July.
  4. Jaqueline Terra Moura Marins & Gustavo Silva Araujo & José Valentim Machado Vicente, 2017. "Do central bank foreign exchange interventions affect market expectations?," Applied Economics, Taylor & Francis Journals, vol. 49(31), pages 3017-3031, July.
  5. Araujo, Gustavo Silva & Leão, Sérgio, 2016. "OTC derivatives: Impacts of regulatory changes in the non-financial sector," Journal of Financial Stability, Elsevier, vol. 25(C), pages 132-149.
  6. Juliana Xavier Serapio da Silva & Claudio Henrique Barbedo & Gustavo Silva Araújo, 2015. "Is There Herd Effect on Stocks with High Liquidity of the Brazilian Market?," Journal of Financial Innovation, IBRIF - Instituto Brasileiro de Inovação Financeira, vol. 1(2), pages 1-2.
  7. Araújo, Gustavo Silva & Barbedo, Claudio Henrique da S. & Vicente, José Valentim M., 2014. "The adverse selection cost component of the spread of Brazilian stocks," Emerging Markets Review, Elsevier, vol. 21(C), pages 21-41.
  8. Max Leandro Ferreira Tavares & Claudio Henrique da Silveira Barbedo & Gustavo Silva Araujo, 2014. "The Influence of information asymmetry on the return and volatility of value and growth stock portfolios," Brazilian Business Review, Fucape Business School, vol. 11(1), pages 111-129, January.
  9. José Valentim Machado Vicente & Gustavo Silva Araujo & Paula Baião Fisher de Castro & Felipe Noronha Tavares, 2014. "Assessing Day-to-Day Volatility: Does the Trading Time Matter?," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(1), pages 41-66.
  10. Diego Paraiso Garcia Guimarães & Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo, 2011. "Is it possible to outperform Ibovespa through technical analysis in the futures market?," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 15(5), pages 918-930.
  11. Alan Cosme Rodrigues da Silva & Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Myrian Beatriz Eiras das Neves, 2006. "Internal Model Validation in Brazil: Analysis of VaR Backtesting Methodologies," Brazilian Review of Finance, Brazilian Society of Finance, vol. 4(1), pages 97-118.
  12. Claudio H. da S. Barbedo & Gustavo S. Araújo & João Maurício S. Moreira & Ricardo S. Maia Clemente, 2005. "Evaluation of Foreign Exchange Risk Capital Requirement Models," Brazilian Review of Finance, Brazilian Society of Finance, vol. 3(2), pages 223-249.
  13. Gustavo Silva Araújo & João Maurício de Souza Moreira & Ricardo dos Santos Maia Clemente, 2005. "Avaliação de métodos de exigência de capital para risco de ações no Brasil," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 9(2), pages 121-144.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & Antonio Carlos Figueiredo & Eduardo Facó Lemgruber, 2003. "Contornando os Pressupostos de Black & Scholes: Aplicação do Modelo de Precificação de Opções de Duan no Mercado Brasileiro," Working Papers Series 78, Central Bank of Brazil, Research Department.

    Mentioned in:

    1. Para quem gosta de finanças
      by Pedro Henrique C.G. de Sant'Anna in Homo Econometricum on 2007-11-08 07:51:00

Working papers

  1. Flávio de Freitas Val & Gustavo Silva Araujo, 2022. "Breakeven Inflation Rate Estimation: an alternative approach considering indexation lag and seasonality," Working Papers Series 493, Central Bank of Brazil, Research Department.

    Cited by:

    1. Ricardo Reis, 2021. "Losing the Inflation Anchors," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 52(2 (Fall)), pages 307-379.
    2. Araujo, Gustavo Silva & Gaglianone, Wagner Piazza, 2023. "Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(2).

  2. Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022. "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series 561, Central Bank of Brazil, Research Department.

    Cited by:

    1. Panpan Zhu & Qingjie Zhou & Yinpeng Zhang, 2024. "Investor attention and consumer price index inflation rate: Evidence from the United States," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
    2. Joao Vitor Matos Goncalves & Michel Alexandre & Gilberto Tadeu Lima, 2023. "ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting," Working Papers, Department of Economics 2023_13, University of São Paulo (FEA-USP).
    3. Urmat Dzhunkeev, 2024. "Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 53-76, March.
    4. Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024. "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers 806, DNB.
    5. Lorenzo Menculini & Andrea Marini & Massimiliano Proietti & Alberto Garinei & Alessio Bozza & Cecilia Moretti & Marcello Marconi, 2021. "Comparing Prophet and Deep Learning to ARIMA in Forecasting Wholesale Food Prices," Forecasting, MDPI, vol. 3(3), pages 1-19, September.
    6. Marta Baltar Moreira Areosa & Wagner Piazza Gaglianone, 2023. "Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models," Working Papers Series 574, Central Bank of Brazil, Research Department.
    7. Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021. "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, vol. 102(C).
    8. Vadim Grishchenko & Ivan Krylov, 2024. "New Approaches to Measuring, Analysing, and Forecasting Prices: A Review of the Bank of Russia, NES, and HSE University Workshop," Russian Journal of Money and Finance, Bank of Russia, vol. 83(2), pages 92-111, June.
    9. Mirza, Nawazish & Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Umar, Muhammad, 2024. "Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting," International Review of Financial Analysis, Elsevier, vol. 94(C).
    10. Shovon Sengupta & Tanujit Chakraborty & Sunny Kumar Singh, 2023. "Forecasting CPI inflation under economic policy and geopolitical uncertainties," Papers 2401.00249, arXiv.org, revised Jul 2024.

  3. Gustavo Silva Araujo & José Valentim Machado Vicente, 2017. "Estimação da Inflação Implícita de Curto Prazo," Working Papers Series 460, Central Bank of Brazil, Research Department.

    Cited by:

    1. Wagner Piazza Gaglianone, 2017. "Empirical Findings on Inflation Expectations in Brazil: a survey," Working Papers Series 464, Central Bank of Brazil, Research Department.

  4. Gustavo Silva Araujo & Sérgio Leão, 2015. "OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector," Working Papers Series 379, Central Bank of Brazil, Research Department.

    Cited by:

    1. Daisuke Miyakawa & Takemasa Oda & Taihei Sone, 2023. "Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market," Bank of Japan Working Paper Series 23-E-12, Bank of Japan.
    2. Sérgio Leão & Rafael Schiozer & Raquel F. Oliveira & Gustavo Araujo, 2022. "Lending Relationships and Currency Hedging," Working Papers Series 565, Central Bank of Brazil, Research Department.
    3. Ospina-Forero, Luis & Granados, Oscar M., 2023. "A network analysis of the structure and dynamics of FX derivatives markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 615(C).

  5. Gustavo Silva Araújo & Sérgio Leão, 2013. "Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar," Working Papers Series 307, Central Bank of Brazil, Research Department.

    Cited by:

    1. Mariña Martínez-Malvar & Laura Baselga-Pascual, 2020. "Bank Risk Determinants in Latin America," Risks, MDPI, vol. 8(3), pages 1-20, September.

  6. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente, 2011. "The Adverse Selection Cost Component of the Spread of Brazilian Stocks," Working Papers Series 263, Central Bank of Brazil, Research Department.

    Cited by:

    1. Brzeszczyński, Janusz & Gajdka, Jerzy & Kutan, Ali M., 2015. "Investor response to public news, sentiment and institutional trading in emerging markets: A review," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 338-352.

Articles

  1. Araujo, Gustavo Silva & Gaglianone, Wagner Piazza, 2023. "Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(2).
    See citations under working paper version above.
  2. José Vicente & Gustavo Araujo, 2018. "What does the tail of the distribution of current stock prices tell us about future economic activity?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(4), pages 506-516, July.

    Cited by:

    1. Serrano, Pedro & Vaello-Sebastià, Antoni & Vich-Llompart, M. Magdalena, 2024. "The international linkages of market risk perception," Journal of Multinational Financial Management, Elsevier, vol. 72(C).
    2. Salisu, Afees A. & Olaniran, Abeeb & Tchankam, Jean Paul, 2022. "Oil tail risk and the tail risk of the US Dollar exchange rates," Energy Economics, Elsevier, vol. 109(C).
    3. Jörg Döpke & Karsten Müller & Lars Tegtmeier, 2023. "Moments of cross‐sectional stock market returns and the German business cycle," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 52(2), July.
    4. Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023. "Gold and tail risks," Resources Policy, Elsevier, vol. 80(C).

  3. Jaqueline Terra Moura Marins & Gustavo Silva Araujo & José Valentim Machado Vicente, 2017. "Do central bank foreign exchange interventions affect market expectations?," Applied Economics, Taylor & Francis Journals, vol. 49(31), pages 3017-3031, July.

    Cited by:

    1. Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2021. "The effects of FX-interventions on forecasters disagreement: A mixed data sampling view," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    2. Solomiia Brychka & Denys Klynovskyi & Dmytro Krukovets & Artem Oharkov, 2019. "Meta-Analysis: Meta-Analysis: Effect of FX interventions on the exchange rate," Modern Economic Studies, Kyiv School of Economics, vol. 2(1), pages 24-44.
    3. Freddy A. Pinzón-Puerto & Mauricio Villamizar-Villegas, 2023. "Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis," Borradores de Economia 1223, Banco de la Republica de Colombia.

  4. Araujo, Gustavo Silva & Leão, Sérgio, 2016. "OTC derivatives: Impacts of regulatory changes in the non-financial sector," Journal of Financial Stability, Elsevier, vol. 25(C), pages 132-149.
    See citations under working paper version above.
  5. Araújo, Gustavo Silva & Barbedo, Claudio Henrique da S. & Vicente, José Valentim M., 2014. "The adverse selection cost component of the spread of Brazilian stocks," Emerging Markets Review, Elsevier, vol. 21(C), pages 21-41.
    See citations under working paper version above.
  6. Max Leandro Ferreira Tavares & Claudio Henrique da Silveira Barbedo & Gustavo Silva Araujo, 2014. "The Influence of information asymmetry on the return and volatility of value and growth stock portfolios," Brazilian Business Review, Fucape Business School, vol. 11(1), pages 111-129, January.

    Cited by:

    1. Hesham Abdelghany, 2015. "The effect of accounting disclosure quality and information asymmetry on the stock market activity ? an applied study on listed companies in the Egyptian stock market," Proceedings of International Academic Conferences 2704127, International Institute of Social and Economic Sciences.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (3) 2013-07-28 2017-08-27 2022-09-26
  2. NEP-BAN: Banking (2) 2013-07-28 2022-09-26
  3. NEP-CBA: Central Banking (2) 2013-08-05 2015-08-25
  4. NEP-LAM: Central and South America (2) 2013-08-05 2018-02-12
  5. NEP-MON: Monetary Economics (2) 2019-08-12 2022-09-05
  6. NEP-AGR: Agricultural Economics (1) 2017-08-27
  7. NEP-BIG: Big Data (1) 2022-09-05
  8. NEP-CFN: Corporate Finance (1) 2022-09-26
  9. NEP-CMP: Computational Economics (1) 2022-09-05
  10. NEP-CTA: Contract Theory and Applications (1) 2011-12-19
  11. NEP-ENV: Environmental Economics (1) 2017-08-27
  12. NEP-FMK: Financial Markets (1) 2018-02-12
  13. NEP-FOR: Forecasting (1) 2022-09-05
  14. NEP-IFN: International Finance (1) 2022-09-26
  15. NEP-MST: Market Microstructure (1) 2014-03-15

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Gustavo Silva Araujo should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.