Forecasting the Brazilian yield curve using forward-looking variables
Fausto Vieira, Marcelo Fernandes, Fernando Chague
| Year of publication: |
January-March 2017
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|---|---|
| Authors: | Vieira, Fausto ; Fernandes, Marcelo ; Chague, Fernando |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 1, p. 121-131
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| Subject: | Bonds | Factor-augmented VAR | Forecasting | Term structure | Yield curve | Zinsstruktur | Prognoseverfahren | Forecasting model | Brasilien | Brazil | Wirtschaftsprognose | Economic forecast | Öffentliche Anleihe | Public bond | VAR-Modell | VAR model | Anleihe | Bond | Rendite | Yield |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011754690