Gomes da Silva, Cleomar; Pires, Manoel Carlos de Castro; … - In: Economia : revista da ANPEC 15 (2014) 2, pp. 174-188
The aim of this paper is to study the effects of public debt management on yield curve spreads in Brazil, in order to see possible impacts on the country's economic activity. State space models, together with Kalman Filter estimators, are used for the period ranging from June 2002 to February...
