Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation
Year of publication: |
2014
|
---|---|
Authors: | Moura, Marcelo ; Gaião, Rafael Ladeira |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 27.2014, p. 114-144
|
Subject: | Global financial crisis | Implicit expected inflation curve | Macroeconomic surprises | Real interest rates curve | Yield curve | Zinsstruktur | Inflationserwartung | Inflation expectations | Finanzkrise | Financial crisis | Realzins | Real interest rate | Brasilien | Brazil | Schock | Shock | Wirkungsanalyse | Impact assessment |
-
Functional shocks to inflation expectations and real interest rates and their macroeconomic effects
Anderl, Christina, (2023)
-
Functional shocks to inflation expectations and real interest rates and their macroeconomic effects
Anderl, Christina, (2024)
-
Burjack, Rafael, (2019)
- More ...
-
Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation
Moura, Marcelo, (2012)
-
Impact of macroeconomic surprises on the brazilian yield curve and expected inflation
Moura, Marcelo L., (2012)
-
Forecasting the term structure of interest rates with dynamic constrained smoothing B-splines
Mineo, Eduardo, (2020)
- More ...