Estimating VAR models for the term structure interest in Brazil

Vereda, Luciano; Lopes, Helio Côrtes Vieira; Fukuda, Regina Kazumi

by Luciano Vereda, Helio Côrtes Vieira Lopes, Regina Kazumi Fukuda

Reference:

Estimating VAR models for the term structure interest in Brazil (Luciano Vereda, Helio Côrtes Vieira Lopes, Regina Kazumi Fukuda), In Abstracts of the 10th International Congress on Insurance: Mathematics and Economics, 2006.

Bibtex Entry:

@InProceedings{lopes_publication-189,
  author = 	{Vereda, Luciano
		and Lopes, Helio C{\^o}rtes Vieira
		and Fukuda, Regina Kazumi},
  title = 	{Estimating VAR models for the term structure interest in Brazil},
  booktitle = 	{Abstracts of the 10th International Congress on Insurance: Mathematics and Economics},
  year = 	{2006}
}