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|c 5.00 USD
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|z 9781455261420
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Cabral, Rodrigo.
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|a On Brazil's Term Structure :
|b Stylized Facts and Analysis of Macroeconomic Interactions /
|c Rodrigo Cabral, Richard Munclinger, Luiz Alves, Marco Rodriguez Waldo.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2011.
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|a 1 online resource (33 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a This paper characterizes the term structure of Treasury bond yields for Brazil, and estimates a Nelson-Siegel Model to reproduce its stylized facts for the period 2004-2010. For this purpose, this paper uses a software developed by Fund staff. In addition, the paper estimates two versions of the Nelson-Siegel Model that incorporates macroeconomic variables with the aim of assessing the dynamic interactions between the yield curve and the macroeconomy.
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|a Mode of access: Internet
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|a Alves, Luiz.
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|a Munclinger, Richard.
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|a Rodriguez Waldo, Marco.
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|a IMF Working Papers; Working Paper ;
|v No. 2011/113
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2011/113/001.2011.issue-113-en.xml
|z IMF e-Library
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