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150128 ||| eng |
| 020 |
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|a 9781455261420
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| 100 |
1 |
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|a Cabral, Rodrigo
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| 245 |
0 |
0 |
|a On Brazil’s Term Structure
|b Stylized Facts and Analysis of Macroeconomic Interactions
|c Rodrigo Cabral, Richard Munclinger, Luiz Alves, Marco Rodriguez Waldo
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| 260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2011
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| 300 |
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|a 33 pages
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| 651 |
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4 |
|a Brazil
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| 653 |
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|a Interest rates
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| 653 |
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|a Inflation
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| 653 |
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|a Sovereign bonds
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| 653 |
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|a Factor Models
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| 653 |
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|a Finance
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| 653 |
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|a Econometric analysis
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| 653 |
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|a Financial institutions
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| 653 |
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|a Financial services
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| 653 |
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|a Deflation
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| 653 |
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|a General Financial Markets: General (includes Measurement and Data)
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| 653 |
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|a Investments: Bonds
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| 653 |
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|a Yield curve
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| 653 |
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|a Principal Components
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| 653 |
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|a Price Level
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| 653 |
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|a Cluster Analysis
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| 653 |
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|a Bonds
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| 653 |
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|a Econometric models
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| 653 |
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|a Banks and Banking
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| 653 |
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|a Financial Markets and the Macroeconomy
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| 653 |
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|a Prices
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| 653 |
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|a Macroeconomics
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| 653 |
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|a Banking
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| 653 |
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|a Factor models
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| 653 |
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|a Interest Rates: Determination, Term Structure, and Effects
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| 653 |
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|a Central Banks and Their Policies
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| 653 |
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|a Econometrics
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| 653 |
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|a Investment & securities
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| 653 |
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|a Econometrics & economic statistics
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| 653 |
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|a Classification Methods
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| 653 |
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|a Central bank policy rate
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| 700 |
1 |
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|a Munclinger, Richard
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| 700 |
1 |
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|a Alves, Luiz
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| 700 |
1 |
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|a Rodriguez Waldo, Marco
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b IMF
|a International Monetary Fund
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| 490 |
0 |
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|a IMF Working Papers
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| 028 |
5 |
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|a 10.5089/9781455261420.001
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| 856 |
4 |
0 |
|u https://elibrary.imf.org/view/journals/001/2011/113/001.2011.issue-113-en.xml?cid=24856-com-dsp-marc
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 330
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| 520 |
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|a This paper characterizes the term structure of Treasury bond yields for Brazil, and estimates a Nelson-Siegel Model to reproduce its stylized facts for the period 2004-2010. For this purpose, this paper uses a software developed by Fund staff. In addition, the paper estimates two versions of the Nelson-Siegel Model that incorporates macroeconomic variables with the aim of assessing the dynamic interactions between the yield curve and the macroeconomy
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