Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/220266 
Year of Publication: 
2015
Series/Report no.: 
Discussion Paper No. 178
Publisher: 
Institute for Applied Economic Research (ipea), Brasília
Abstract: 
We propose different exactly identified specifications of affine models with observed macri factors. The models are compared estimating Brazilian domestic and sovereign yield curves.
JEL: 
C13
E43
E52
G12
Document Type: 
Working Paper

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