Can Brazilian Central Bank communication help to predict the yield curve? (2023)
- Authors:
- USP affiliated authors: ABRAHAM, KURUVILLA JOSEPH - ICMC ; LAURINI, MARCIO POLETTI - FEARP ; ALVES, CÁSSIO ROBERTO DE ANDRADE - FEARP
- Unidades: ICMC; FEARP
- DOI: 10.1002/for.2964
- Subjects: RECONHECIMENTO DE PADRÕES; INFERÊNCIA BAYESIANA; POLÍTICA MONETÁRIA; BANCO CENTRAL; JUROS
- Keywords: Bayesian estimation; Central Bank communication; sentiment analysis; yield curve
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: Journal of Forecasting
- ISSN: 0277-6693
- Volume/Número/Paginação/Ano: v. 42, n. 6, p. 1429-1444, Sept. 2023
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
ALVES, Cássio Roberto de Andrade e ABRAHAM, Kuruvilla Joseph e LAURINI, Marcio Poletti. Can Brazilian Central Bank communication help to predict the yield curve?. Journal of Forecasting, v. 42, n. 6, p. 1429-1444, 2023Tradução . . Disponível em: https://doi.org/10.1002/for.2964. Acesso em: 19 abr. 2024. -
APA
Alves, C. R. de A., Abraham, K. J., & Laurini, M. P. (2023). Can Brazilian Central Bank communication help to predict the yield curve? Journal of Forecasting, 42( 6), 1429-1444. doi:10.1002/for.2964 -
NLM
Alves CR de A, Abraham KJ, Laurini MP. Can Brazilian Central Bank communication help to predict the yield curve? [Internet]. Journal of Forecasting. 2023 ; 42( 6): 1429-1444.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1002/for.2964 -
Vancouver
Alves CR de A, Abraham KJ, Laurini MP. Can Brazilian Central Bank communication help to predict the yield curve? [Internet]. Journal of Forecasting. 2023 ; 42( 6): 1429-1444.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1002/for.2964 - Essays on macroeconometrics and financial econometrics: a Bayesian approach
- Data cloning: maximum likelihood estimation of DSGE models
- A spatio-temporal approach to estimate patterns of climate change
- Arbitrage in the term structure of interest rates: a Bayesian approach
- A spatial error model with continuous random effects and an application to growth convergence
- A macro-finance term structure model with multivariate stochastic volatility
- Generalized moment estimation of stochastic differential equations
- The stochastic volatility model with random jumps and its application to BRL/USD exchange rate
- The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil
- Implicit inflation and risk premiums in the brazilian fixed income market
Informações sobre o DOI: 10.1002/for.2964 (Fonte: oaDOI API)
Download do texto completo
| Tipo | Nome | Link | |
|---|---|---|---|
 | 3122818.pdf |
How to cite
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
