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Comparação de modelos de previsão para o PIB e o produto da indústria

Moreira, Ajax; Amendola, Elaine - 1998

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An adaptive resampling scheme for cycle estimation

Schmidt, Alexandra Mello; Gamerman, Dani; Moreira, Ajax - 1998

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Modelos Bayesianos univariados aplicados à previsão de séries econômicas

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Previsão da produção industrial : indicadores antecedentes e modelos de série temporal

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Um modelo macroeconômico para o nível de atividade : previsões e projeções condicionais

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Forecasting the yield curve with linear factor models

Matsumura, Marco Shinobu; Moreira, Ajax; Vicente, José … - In: International review of financial analysis 20 (2011) 5, pp. 237-243

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Forecasting the yield curve with linear factor models

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Comparing models for forecasting the yield curve

Matsumura, Marco Shinobu; Moreira, Ajax - 2015

The evolution of the yields of different maturities is related and can be described by a reduced number of commom latent factors. Multifactor interest rate models of the finance literature, common factor models of the time series literature and others use this property. Each model has advantages...

Persistent link: https://www.econbiz.de/10012053243