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https://repositorio.ipea.gov.br/handle/11058/5155
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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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