NDLI: Hipótese das expectativas na estrutura a termo da taxa de juros no Brasil : uma abordagem sob o contexto de metas para inflação

Content Provider	Semantic Scholar
Author	Fortunato, Jaime Joaquim Pedro
Copyright Year	2006
Abstract	The aim of this study was to test the expectation theory of term structure of interest rate to the Brazilian economy under the model developed by Campbell and Shiller (19987, 1991). The Expectation Hypothesis (EH) of term structure of interest rate define that the long-term rate is determined by market's expectation for the shortterm rate plus a constant risk premium. I found that the forecasting decline with the increasing of maturity spectrum but, a causality test granger provide ambiguous results in some test. Under the Inflation Targeting structure the result show that the agents foresee, at least partially, the monetary policy's decisions. In general way the results support EH theory for Brazilian data.
File Format	PDF HTM / HTML
Alternate Webpage(s)	https://www.lume.ufrgs.br/bitstream/handle/10183/10107/000595679.pdf?isAllowed=y&sequence=1
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

Central Library (ISO-9001:2015 Certified)
Indian Institute of Technology Kharagpur
Kharagpur, West Bengal, India | PIN - 721302

See location in the Map
03222 282435
Mail: support@ndl.gov.in

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in