Evaluating the existence of structural change in the Brazilian term structure of interest rate: evidence based on Hansen's cointegration models with structural break (Q2400235)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating the existence of structural change in the Brazilian term structure of interest rate: evidence based on Hansen's cointegration models with structural break |
scientific article |
Statements
Evaluating the existence of structural change in the Brazilian term structure of interest rate: evidence based on Hansen's cointegration models with structural break (English)
0 references
28 August 2017
0 references
term structure of interest rates
0 references
structural change
0 references
VECM
0 references