Browsing FGV EESP - Textos para Discussão / Working Paper Series by Title "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change"
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Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change
2009-01-26This paper investigates whether or not multivariate cointegrated process with structural change can describe the Brazilian term structure of interest rate data from 1995 to 2006. In this work the break point and the number ...
