Forecasting the Brazilian term structure using macroeconomic factors
Year of publication: |
may 2014
|
---|---|
Authors: | Faria, Adriano ; Almeida, Caio |
Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 34.2014, 1, p. 45-77
|
Subject: | Brazilian term structure | FAVAR | Affine term structure models | Zinsstruktur | Yield curve | Brasilien | Brazil |
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