A estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zero

Detalhes bibliográficos
Autor(a) principal: Stoppini, Gabriel Magalhães
Data de Publicação: 2011
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/8582
Resumo: This paper tests for zero order codependence of spreads derived from the Brazilian term structure of interest rate. The goal is to analyze the existence of linear combinations of the spreads that result in a contemporaneous white noise process. Those linear combinations could be used for future interest rate forecasting given that departures from those stable relationships would imply future movement of interest rates in order to restore equilibrium. The Nelson and Siegel (1987) model is used as theoretical background for the empirical tests. Testing for zero order codependence implies analyzing assumptions on model’s parameters regarding the Brazilian term structure of interest rate. The evidences derived from empirical tests suggest the rejection of the zero order codependence hypothesis and, therefore, the absence of linear combinations above mentioned. This finding can be related to instability periods found in the sample or the presence of codependence of order higher than zero.
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spelling Stoppini, Gabriel MagalhãesEscolas::EESPMori, RogérioSartoris, AlexandreMarçal, Emerson Fernandes2011-09-08T12:48:29Z2011-09-08T12:48:29Z2011-08-18STOPPINI, Gabriel Magalhães. A estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zero. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2011.http://hdl.handle.net/10438/8582This paper tests for zero order codependence of spreads derived from the Brazilian term structure of interest rate. The goal is to analyze the existence of linear combinations of the spreads that result in a contemporaneous white noise process. Those linear combinations could be used for future interest rate forecasting given that departures from those stable relationships would imply future movement of interest rates in order to restore equilibrium. The Nelson and Siegel (1987) model is used as theoretical background for the empirical tests. Testing for zero order codependence implies analyzing assumptions on model’s parameters regarding the Brazilian term structure of interest rate. The evidences derived from empirical tests suggest the rejection of the zero order codependence hypothesis and, therefore, the absence of linear combinations above mentioned. This finding can be related to instability periods found in the sample or the presence of codependence of order higher than zero.Este trabalho testa a existência de relações de codependência de ordem zero em spreads formados a partir da estrutura a termo da taxa de juros no Brasil. O objetivo é verificar se existem combinações lineares dos spreads que geram um processo ruído branco contemporâneo. Essas combinações lineares poderiam ser utilizadas para a previsão de taxas de juros futuras dado que desvios destas relações estáveis implicariam em um movimento futuro das taxas de juros no sentido de restabelecer o equilíbrio. O modelo de Nelson e Siegel (1987) serve de base teórica para os testes empíricos. Ao verificar a hipótese de codependência de ordem zero é possível também analisar premissas quanto aos parâmetros do modelo em relação à estrutura a termo da taxa de juros no Brasil. As evidências obtidas a partir dos resultados empíricos apontam na rejeição da hipótese de codependência de ordem zero e, consequentemente, na impossibilidade de definir as combinações lineares mencionadas. Esta constatação pode estar relacionada aos períodos de instabilidade presentes na amostra ou na existência de codependência de ordem superior a zero.porA estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zeroinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisEconomiaTaxas de juros - BrasilInflação - BrasilPolítica monetária - BrasilBrasil - Política econômicaTaxas de juros - Modelos matemáticosreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessORIGINALDissertaçao - Final.pdfDissertaçao - Final.pdfapplication/pdf276585https://repositorio.fgv.br/bitstreams/41304417-4847-4d5e-8c19-98e404da44e5/downloadd248aa86183a33ff8f02f9f6be359082MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/689a717f-4410-4d4d-abaa-47df01132adc/downloaddfb340242cced38a6cca06c627998fa1MD52TEXTDissertaçao - 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dc.title.por.fl_str_mv A estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zero
title A estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zero
spellingShingle A estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zero
Stoppini, Gabriel Magalhães
Economia
Taxas de juros - Brasil
Inflação - Brasil
Política monetária - Brasil
Brasil - Política econômica
Taxas de juros - Modelos matemáticos
title_short A estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zero
title_full A estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zero
title_fullStr A estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zero
title_full_unstemmed A estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zero
title_sort A estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zero
author Stoppini, Gabriel Magalhães
author_facet Stoppini, Gabriel Magalhães
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.member.none.fl_str_mv Mori, Rogério
Sartoris, Alexandre
dc.contributor.author.fl_str_mv Stoppini, Gabriel Magalhães
dc.contributor.advisor1.fl_str_mv Marçal, Emerson Fernandes
contributor_str_mv Marçal, Emerson Fernandes
dc.subject.area.por.fl_str_mv Economia
topic Economia
Taxas de juros - Brasil
Inflação - Brasil
Política monetária - Brasil
Brasil - Política econômica
Taxas de juros - Modelos matemáticos
dc.subject.bibliodata.por.fl_str_mv Taxas de juros - Brasil
Inflação - Brasil
Política monetária - Brasil
Brasil - Política econômica
Taxas de juros - Modelos matemáticos
description This paper tests for zero order codependence of spreads derived from the Brazilian term structure of interest rate. The goal is to analyze the existence of linear combinations of the spreads that result in a contemporaneous white noise process. Those linear combinations could be used for future interest rate forecasting given that departures from those stable relationships would imply future movement of interest rates in order to restore equilibrium. The Nelson and Siegel (1987) model is used as theoretical background for the empirical tests. Testing for zero order codependence implies analyzing assumptions on model’s parameters regarding the Brazilian term structure of interest rate. The evidences derived from empirical tests suggest the rejection of the zero order codependence hypothesis and, therefore, the absence of linear combinations above mentioned. This finding can be related to instability periods found in the sample or the presence of codependence of order higher than zero.
publishDate 2011
dc.date.accessioned.fl_str_mv 2011-09-08T12:48:29Z
dc.date.available.fl_str_mv 2011-09-08T12:48:29Z
dc.date.issued.fl_str_mv 2011-08-18
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 STOPPINI, Gabriel Magalhães. A estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zero. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2011.
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/8582
identifier_str_mv STOPPINI, Gabriel Magalhães. A estrutura a termo da taxa de juros no Brasil: testando relações de codependência de ordem zero. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2011.
url http://hdl.handle.net/10438/8582
dc.language.iso.fl_str_mv por
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
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