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Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
- In:
International review of financial analysis
20
(
2011
)
5
,
pp. 237-243
Persistent link: https://www.econbiz.de/10009492131
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2
Identification of Gaussian term structure models with observable factors
Matsumara, Marco
;
Moreira, Ajax
;
Vicente, José …
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
2
,
pp. 259-269
Persistent link: https://www.econbiz.de/10010402888
Saved in:
3
Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
-
2010
Persistent link: https://www.econbiz.de/10008749659
Saved in:
4
Core inflation: robust common trend model forecasting
Moreira, Ajax
;
Migon, Hélio dos Santos
- In:
Brazilian review of econometrics : the review of the …
24
(
2004
)
2
,
pp. 203-226
Persistent link: https://www.econbiz.de/10003117997
Saved in:
5
Valor da opção de investimento (exportação) e volatilidade da taxa de câmbio
Siqueira, Roberto
;
Moreira, Ajax
-
2005
Persistent link: https://www.econbiz.de/10003051925
Saved in:
6
Comparing models for forecasting the yield curve
Matsumura, Marco S.
;
Moreira, Ajax
-
2006
Persistent link: https://www.econbiz.de/10003402307
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7
Space-varying regression models : specifications and simulation
Gamerman, Dani
;
Moreira, Ajax
;
Rue, Håvard
-
2001
Persistent link: https://www.econbiz.de/10001592571
Saved in:
8
O núcleo da inflação como a tendência comum dos preços
Fiorencio, Antonio
;
Moreira, Ajax
- In:
Revista brasileira de economia : RBE ; revista da …
56
(
2002
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10001707286
Saved in:
9
Core inflation: robust common trend model forecasting
Moreira, Ajax
;
Migon, Hélio dos Santos
-
2001
Persistent link: https://www.econbiz.de/10001609362
Saved in:
10
Um modelo para a previsão conjunta do PIB, inflação e liquidez
Moreira, Ajax
;
Fiorencio, Antonio
;
Lopes, Hedibert Freitas
- In:
Revista de econometria
17
(
1997
)
1
,
pp. 67-111
Persistent link: https://www.econbiz.de/10001610796
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