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Consistency of Extended Nelson-Siegel Curve Families with the Ho-Lee and Hull and White Short Rate Models
(Scientific Research Publishing, 2017-11)
Nelson and Siegel curves are widely used to fit the observed term structure of interest rates in a particular date. By the other hand, several interest rate models have been developed such their initial forward rate curve ...
A structuralist Philips curve
(2011-10)
This paper presents a structuralist model of the Philips curve and applies it to the US and Brazilian economies. The theoretical model starts from a simple markup rule to build a Philips curve based on the assumptions that ...
The phillips curve in Italy
(Universidade Federal de Santa Maria, 2014)
What Drives the Nominal Yield Curve in Brazil?What Drives the Nominal Yield Curve in Brazil?
(Sociedade Brasileira de Econometria, 2021)
Effect of displacement rate and subcritical crack growth on J-R curves of API X65 steels in sour environment
(Pergamon-Elsevier Science Ltd, 2018-03)
Fracture tests in sour solution of an API X65 steel for J-R curves determination were performed at different displacement rates. The results indicated a strong dependence of J-R curves on the displacement rate. At low ...
Generalized q-Weibull model and the bathtub curve
(2013)
Purpose – The purpose of this paper is to analyze mathematical aspects of the q-Weibull model and explore the influence of the parameter q.
Design/methodology/approach – The paper uses analytical developments with graph ...
Comparing equilibrium real interest rates : different approaches to measure Brazilian rates
(Escola de Pós-Graduação em Economia da FGV, 2006-03-24)
Despite the difficulties involved in the precise determination of equilibrium real interest rates, it seems clear that nominal interest rates has been higher in Brazil than in similar emerging economies. This paper aims ...