Browsing Applied Economics by Author "Vieira, F"

Now showing items 1-2 of 2

    • Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 

      FERNANDES, M; Vieira, F; Chague, F (Elsevier, 2016-10-25)
      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 ...

    • Forecasting the Brazilian yield curve using forward-looking variables 

      Vieira, F; Chague, F; FERNANDES, M (Elsevier, 2017-10-25)
      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 ...