Listagem Produção Intelectual em Bases Externas por autor "Vieira, Fausto José Araújo"

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    • Forecasting the Brazilian yield curve using forward-looking variables 

      Vieira, Fausto José Araújo; Fernandes, Marcelo; Chague, Fernando Daniel
      2017-03
      This 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 ...