Listagem FGV EESP - Textos para Discussão / Working Paper Series por Título "Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break"
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Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break
2012-09-17This paper investigates whether there is evidence of structural change in the Brazilian term structure of interest rates. Multivariate cointegration techniques are used to verify this evidence. Two econometrics models are ...
