Can Brazilian Central Bank communication help to predict the yield curve?
Cássio Roberto de Andrade Alves, Kuruvilla Joseph Abraham, Márcio Poletti Laurini
| Year of publication: |
2023
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|---|---|
| Authors: | Alves, Cássio Roberto de Andrade ; Abraham, Kuruvilla Joseph ; Laurini, Márcio Poletti |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 6, p. 1429-1444
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| Subject: | Bayesian estimation | Central Bank communication | sentiment analysis | yield curve | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Politische Kommunikation | Political communication | Zentralbank | Central bank | Brasilien | Brazil | Kommunikation | Communication |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2964 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014338912