Arbeitspapier
Identification of affine term structure models with observed factors: Economic shocks on Brazilian yield curves
We propose different exactly identified specifications of affine models with observed macri factors. The models are compared estimating Brazilian domestic and sovereign yield curves.
- Sprache
-
Englisch
- Erschienen in
-
Series: Discussion Paper ; No. 178
- Klassifikation
-
Wirtschaft
Estimation: General
Interest Rates: Determination, Term Structure, and Effects
Monetary Policy
Asset Pricing; Trading Volume; Bond Interest Rates
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Matsumura, Marco Shinobu
Moreira, Ajax Reynaldo Bello
- Ereignis
-
Veröffentlichung
- (wer)
-
Institute for Applied Economic Research (ipea)
- (wo)
-
Brasília
- (wann)
-
2015
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Matsumura, Marco Shinobu
- Moreira, Ajax Reynaldo Bello
- Institute for Applied Economic Research (ipea)
Entstanden
- 2015
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