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| File | Description | Size | Format | |
|---|---|---|---|---|
| DiscussionPaper_178.pdf | 423.25 kB | Adobe PDF |  View/Open |
| Title: | Identification of affine term structure models with observed factors : economic shocks on Brazilian yield curves |
| Other Titles: | Discussion Paper 178 : Identification of affine term structure models with observed factors : economic shocks on Brazilian yield curves Identificação de modelos afins com fatores macroeconômicos observados : choques econômicos sobre as curvas de rendimento do Brasil |
| Authors: | Matsumura, Marco S. Moreira, Ajax Reynaldo Bello |
| Abstract: | Propomos diferentes especificações exatamente identificadas de modelos afins com fatores macroeconômicos observados. Foram comparadas estimando os modelos para as curvas de juros domésticas e soberanas brasileiras. |
| metadata.dc.relation.references: | http://repositorio.ipea.gov.br/handle/11058/2560 |
| metadata.dc.rights.holder: | Instituto de Pesquisa Econômica Aplicada (Ipea) |
| metadata.dc.rights.license: | Reproduction of this text and the data it contains is allowed as long as the source is cited. Reproductions for commercial purposes are prohibited. |
| metadata.dc.type: | Discussion Paper |
| Appears in Collections: | Economia. Desenvolvimento Econômico: Livros |
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