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O prêmio pela maturidade na estrutura a termo das taxas de juros Brasileiras

Brito, Ricardo D. (contributor); … - 2003

Persistent link: https://www.econbiz.de/10002115823

Overreaction of yield spreads and movements of Brazilian interest rates

Brito, Ricardo D.; Duarte, Angelo José Mont'Alverne; … - In: Brazilian review of econometrics : the review of the … 24 (2004) 1, pp. 1-55

Persistent link: https://www.econbiz.de/10003116187

O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras

Brito, Ricardo D.; Angelo José Mont'Alverne Duarte; … - Central Bank of Brazil, Research Department - 2003

This paper tests the Rational Expectations Hypothesis in Brazil from July 1996 to December 2001 for maturities ranging from 1 day to 1 year. It shows that (i) the estimated coefficients in the regressions of the short-run changes of the long rate on the yield spread and in the regressions of the...

Persistent link: https://www.econbiz.de/10005770983

Estrutura competitiva, produtividade industrial e liberação comercial no Brasil

Ferreira, Pedro Cavalcanti (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001743214

Componentes de curto e longo prazo das taxas de juros no Brasil

Araújo, Carlos Hamilton Vasconcelos (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001743219

On the welfare costs of business cycles in the 20th century

Issler, João Victor (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001953358

Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions : a Monte-Carlo study

Guillén, Osmani Teixeira de Carvalho (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002751565

Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions : a Monte-Carlo study

Guillén, Osmani Teixeira de Carvalho; Issler, João Victor - 2005

Persistent link: https://www.econbiz.de/10003042610

Machine learning and oil price point and density forecasting

Costa, Alexandre Bonnet R.; Ferreira, Pedro Cavalcanti; … - In: Energy economics 102 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013162181

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

Athanasopoulos, George; Guillén, Osmani Teixeira de … - 2010

Persistent link: https://www.econbiz.de/10003964296

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