Estimating VAR models for the term structure of interest rates

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 of interest rates (Luciano Vereda, Helio Côrtes Vieira Lopes, Regina Kazumi Fukuda), In Insurance. Mathematics & Economics, volume 2, 2008.

Bibtex Entry:

@Article{lopes_publication-204,
  author = 	{Vereda, Luciano
		and Lopes, Helio C{\^o}rtes Vieira
		and Fukuda, Regina Kazumi},
  title = 	{Estimating VAR models for the term structure of interest rates},
  journal = 	{Insurance. Mathematics \& Economics},
  year = 	{2008},
  volume = 	{2},
  pages = 	{548--12},
  issn = 	{01676687}
}