IMF Working Papers

Subject: Central bank policy rate, Econometric analysis, Factor models, Financial institutions, Financial services, Inflation, Prices, Sovereign bonds, Yield curve

Keywords: Brazil, Central bank policy rate, Curvature of the yield curve, Data well, Factor dynamics, Factor models, Inflation, Inflation rate, Inflation variable, Interest rates, Model II, Nelson-Siegel yield base model, Sovereign bonds, Target rate, Term structure models of interest rates, WP, Yield curve, Yield curve dynamics, Yield curve factor, Yield data well, Yield dynamics, Yield factor, Yield-macro model, Yields on bonds