Efficient interest rate curve estimation and forecasting in Brazil

dc.contributor.author	Caldeira, João Frois	pt_BR
dc.contributor.author	Moura, Guilherme Valle	pt_BR
dc.contributor.author	Portugal, Marcelo Savino	pt_BR
dc.date.accessioned	2011-07-29T06:00:58Z	pt_BR
dc.date.issued	2009	pt_BR
dc.identifier.uri	http://hdl.handle.net/10183/30427	pt_BR
dc.format.mimetype	application/pdf	pt_BR
dc.language.iso	eng	pt_BR
dc.relation.ispartof	Encontro Nacional de Economia (37. : 2009 dez. 08-11 : Foz do Iguaçu, PR). [Anais. .] Foz do Iguaçu : ANPEC, 2009. 1 CD-ROM.	pt_BR
dc.rights	Open Access	en
dc.subject	Taxa de juros	pt_BR
dc.subject	Term structure	en
dc.subject	Interest rate	en
dc.subject	Mercado financeiro	pt_BR
dc.subject	Filtro de Kalman	pt_BR
dc.subject	Yield curve	en
dc.subject	State-space model	en
dc.subject	Brasil	pt_BR
dc.subject	Kalman filter	en
dc.title	Efficient interest rate curve estimation and forecasting in Brazil	pt_BR
dc.type	Trabalho completo publicado em evento	pt_BR
dc.identifier.nrb	000732581	pt_BR
dc.type.origin	Nacional	pt_BR

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