Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break
Autor(a) principal: | |
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Data de Publicação: | 2012 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | por |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/10025 |
Resumo: | This paper investigates whether there is evidence of structural change in the Brazilian term structure of interest rates. Multivariate cointegration techniques are used to verify this evidence. Two econometrics models are estimated. The rst one is a Vector Autoregressive Model with Error Correction Mechanism (VECM) with smooth transition in the deterministic coe¢ cients (Ripatti and Saikkonen [25]). The second one is a VECM with abrupt structural change formulated by Hansen [13]. Two datasets were analysed. The rst one contains a nominal interest rate with maturity up to three years. The second data set focuses on maturity up to one year. The rst data set focuses on a sample period from 1995 to 2010 and the second from 1998 to 2010. The frequency is monthly. The estimated models suggest the existence of structural change in the Brazilian term structure. It was possible to document the existence of multiple regimes using both techniques for both databases. The risk premium for di¤erent spreads varied considerably during the earliest period of both samples and seemed to converge to stable and lower values at the end of the sample period. Long-term risk premiums seemed to converge to inter-national standards, although the Brazilian term structure is still subject to liquidity problems for longer maturities. |
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Marçal, Emerson FernandesPereira, Pedro L. VallsEscolas::EESP2012-09-17T14:35:00Z2012-09-17T14:35:00Z2012-09-17TD 314http://hdl.handle.net/10438/10025This paper investigates whether there is evidence of structural change in the Brazilian term structure of interest rates. Multivariate cointegration techniques are used to verify this evidence. Two econometrics models are estimated. The rst one is a Vector Autoregressive Model with Error Correction Mechanism (VECM) with smooth transition in the deterministic coe¢ cients (Ripatti and Saikkonen [25]). The second one is a VECM with abrupt structural change formulated by Hansen [13]. Two datasets were analysed. The rst one contains a nominal interest rate with maturity up to three years. The second data set focuses on maturity up to one year. The rst data set focuses on a sample period from 1995 to 2010 and the second from 1998 to 2010. The frequency is monthly. The estimated models suggest the existence of structural change in the Brazilian term structure. It was possible to document the existence of multiple regimes using both techniques for both databases. The risk premium for di¤erent spreads varied considerably during the earliest period of both samples and seemed to converge to stable and lower values at the end of the sample period. Long-term risk premiums seemed to converge to inter-national standards, although the Brazilian term structure is still subject to liquidity problems for longer maturities.porTextos para discussão EESP;TD 314Term structure of interest ratesStructural changeVECMEconomiaTaxas de jurosCointegraçãoEvaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural breakinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlereponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessORIGINALTD 314 - CEQEF 04 - Emerson Marçal e Pedro Valls.pdfTD 314 - CEQEF 04 - Emerson Marçal e Pedro Valls.pdfapplication/pdf389649https://repositorio.fgv.br/bitstreams/e9f34284-a5d8-4d4b-bf81-0a15084520a0/download287b836989a7ddb35edca55d290b0c88MD51LICENSElicense.txtlicense.txttext/plain; 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|
dc.title.por.fl_str_mv |
Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break |
title |
Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break |
spellingShingle |
Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break Marçal, Emerson Fernandes Term structure of interest rates Structural change VECM Economia Taxas de juros Cointegração |
title_short |
Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break |
title_full |
Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break |
title_fullStr |
Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break |
title_full_unstemmed |
Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break |
title_sort |
Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break |
author |
Marçal, Emerson Fernandes |
author_facet |
Marçal, Emerson Fernandes Pereira, Pedro L. Valls |
author_role |
author |
author2 |
Pereira, Pedro L. Valls |
author2_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EESP |
dc.contributor.author.fl_str_mv |
Marçal, Emerson Fernandes Pereira, Pedro L. Valls |
dc.subject.eng.fl_str_mv |
Term structure of interest rates Structural change VECM |
topic |
Term structure of interest rates Structural change VECM Economia Taxas de juros Cointegração |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Taxas de juros Cointegração |
description |
This paper investigates whether there is evidence of structural change in the Brazilian term structure of interest rates. Multivariate cointegration techniques are used to verify this evidence. Two econometrics models are estimated. The rst one is a Vector Autoregressive Model with Error Correction Mechanism (VECM) with smooth transition in the deterministic coe¢ cients (Ripatti and Saikkonen [25]). The second one is a VECM with abrupt structural change formulated by Hansen [13]. Two datasets were analysed. The rst one contains a nominal interest rate with maturity up to three years. The second data set focuses on maturity up to one year. The rst data set focuses on a sample period from 1995 to 2010 and the second from 1998 to 2010. The frequency is monthly. The estimated models suggest the existence of structural change in the Brazilian term structure. It was possible to document the existence of multiple regimes using both techniques for both databases. The risk premium for di¤erent spreads varied considerably during the earliest period of both samples and seemed to converge to stable and lower values at the end of the sample period. Long-term risk premiums seemed to converge to inter-national standards, although the Brazilian term structure is still subject to liquidity problems for longer maturities. |
publishDate |
2012 |
dc.date.accessioned.fl_str_mv |
2012-09-17T14:35:00Z |
dc.date.available.fl_str_mv |
2012-09-17T14:35:00Z |
dc.date.issued.fl_str_mv |
2012-09-17 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
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article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/10025 |
dc.identifier.sici.none.fl_str_mv |
TD 314 |
identifier_str_mv |
TD 314 |
url |
http://hdl.handle.net/10438/10025 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.relation.ispartofseries.por.fl_str_mv |
Textos para discussão EESP;TD 314 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
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