Browsing by Author "Vieira, Fausto José Araújo"
Now showing items 1-4 of 4
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Ciclos políticos nos municipios brasileiros: interação entre o governo municipal e as demais esferas de governo através das transferências voluntárias
2007-11-30This paper analyses the interaction between the mayor and other parts of the National Executive through the analysis of the discretionary transfers and the implications on public sector fiscal accounts. The use of discretionary ... -
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US
2017This paper proposes a Factor-Augmented Dynamic Nelson-Siegel (FADNS) model to predict the yield curve in the US that relies on a large data set of weekly financial and macroeconomic variables. The FADNS model significantly ... -
Essays on forward-looking indicators and the yield curve
2017-04-19This thesis presents three chapters about forward-looking indicators. In the first two chapters, we propose a factor augmented VAR that combines Nelson and Siegel yield curve factors and principal components extracted from ... -
Forecasting the Brazilian yield curve using forward-looking variables
2017-03This paper proposes a forecasting model that combines a factor augmented VAR (FAVAR) methodology with the Nelson and Siegel (NS) parametrization of the yield curve in order to predict the Brazilian term structure of interest ...
