Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos

Detalhes bibliográficos
Ano de defesa: 2010
Autor(a) principal: Ribeiro, Priscila Fernandes
Orientador(a): Pereira, Pedro L. Valls
Banca de defesa: Não Informado pela instituição
Tipo de documento: Dissertação
Tipo de acesso: Acesso aberto
Idioma: por
Instituição de defesa: Não Informado pela instituição
Programa de Pós-Graduação: Não Informado pela instituição
Departamento: Não Informado pela instituição
País: Não Informado pela instituição
Palavras-chave em Português:
Curva de juros
Modelo Nelson-Siegel dinâmico
Ciclos econômicos
Link de acesso: http://hdl.handle.net/10438/6550
Resumo: This work proposes characterize Yield Curve for Brazil by three factors, comparing two types of estimation methods: using State Space model, estimate it by Kalman Filter and Two Steps Least Squares. The factors are the dynamics represented by a Vector Autoregressive model, VAR (1), and the second estimation method is attributed a structure for the conditional variance. To compare the methods used, it is proposed an alternative way of comparison: using Markov processes, an econometric model of the joint dynamic relationship between the slope of yield curve and the economy to predict business cycles.
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spelling Ribeiro, Priscila FernandesEscolas::EESPHotta, Luiz KoodiMarçal, Emerson FernandesPereira, Pedro L. Valls2010-05-05T14:50:21Z2010-05-05T14:50:21Z2010-03-15RIBEIRO, Priscila Fernandes. Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos. Dissertação (Mestrado em Economia de Empresas) - FGV - Fundação Getúlio Vargas, São Paulo, 2010.http://hdl.handle.net/10438/6550This work proposes characterize Yield Curve for Brazil by three factors, comparing two types of estimation methods: using State Space model, estimate it by Kalman Filter and Two Steps Least Squares. The factors are the dynamics represented by a Vector Autoregressive model, VAR (1), and the second estimation method is attributed a structure for the conditional variance. To compare the methods used, it is proposed an alternative way of comparison: using Markov processes, an econometric model of the joint dynamic relationship between the slope of yield curve and the economy to predict business cycles.O objetivo deste trabalho é caracterizar a Curva de Juros Mensal para o Brasil através de três fatores, comparando dois tipos de métodos de estimação: Através da Representação em Espaço de Estado é possível estimá-lo por dois Métodos: Filtro de Kalman e Mínimos Quadrados em Dois Passos. Os fatores têm sua dinâmica representada por um Modelo Autorregressivo Vetorial, VAR(1), e para o segundo método de estimação, atribui-se uma estrutura para a Variância Condicional. Para a comparação dos métodos empregados, propõe-se uma forma alternativa de compará-los: através de Processos de Markov que possam modelar conjuntamente o Fator de Inclinação da Curva de Juros, obtido pelos métodos empregados neste trabalho, e uma váriavel proxy para Desempenho Econômico, fornecendo alguma medida de previsão para os Ciclos Econômicos.porCurva de jurosModelo Nelson-Siegel dinâmicoCiclos econômicosEconomiaPrevisão econômicaCiclos econômicos - BrasilTaxas de juros - Brasil - Modelos econométricosEstrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicosinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas 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dc.title.por.fl_str_mv Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos
title Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos
spellingShingle Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos
Ribeiro, Priscila Fernandes
Curva de juros
Modelo Nelson-Siegel dinâmico
Ciclos econômicos
Economia
Previsão econômica
Ciclos econômicos - Brasil
Taxas de juros - Brasil - Modelos econométricos
title_short Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos
title_full Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos
title_fullStr Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos
title_full_unstemmed Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos
title_sort Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos
author Ribeiro, Priscila Fernandes
author_facet Ribeiro, Priscila Fernandes
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.member.none.fl_str_mv Hotta, Luiz Koodi
Marçal, Emerson Fernandes
dc.contributor.author.fl_str_mv Ribeiro, Priscila Fernandes
dc.contributor.advisor1.fl_str_mv Pereira, Pedro L. Valls
contributor_str_mv Pereira, Pedro L. Valls
dc.subject.por.fl_str_mv Curva de juros
Modelo Nelson-Siegel dinâmico
Ciclos econômicos
topic Curva de juros
Modelo Nelson-Siegel dinâmico
Ciclos econômicos
Economia
Previsão econômica
Ciclos econômicos - Brasil
Taxas de juros - Brasil - Modelos econométricos
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Previsão econômica
Ciclos econômicos - Brasil
Taxas de juros - Brasil - Modelos econométricos
description This work proposes characterize Yield Curve for Brazil by three factors, comparing two types of estimation methods: using State Space model, estimate it by Kalman Filter and Two Steps Least Squares. The factors are the dynamics represented by a Vector Autoregressive model, VAR (1), and the second estimation method is attributed a structure for the conditional variance. To compare the methods used, it is proposed an alternative way of comparison: using Markov processes, an econometric model of the joint dynamic relationship between the slope of yield curve and the economy to predict business cycles.
publishDate 2010
dc.date.accessioned.fl_str_mv 2010-05-05T14:50:21Z
dc.date.available.fl_str_mv 2010-05-05T14:50:21Z
dc.date.issued.fl_str_mv 2010-03-15
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.citation.fl_str_mv RIBEIRO, Priscila Fernandes. Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos. Dissertação (Mestrado em Economia de Empresas) - FGV - Fundação Getúlio Vargas, São Paulo, 2010.
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/6550
identifier_str_mv RIBEIRO, Priscila Fernandes. Estrutura a termo da taxa de juros no Brasil e previsibilidade de ciclos econômicos. Dissertação (Mestrado em Economia de Empresas) - FGV - Fundação Getúlio Vargas, São Paulo, 2010.
url http://hdl.handle.net/10438/6550
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
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