The effects of public debt management on macroeconomic equilibrium: An analysis of the Brazilian economy

The aim of this paper is to study the effects of public debt management on yield curve spreads in Brazil, in order to see possible impacts on the country's economic activity. State space models, together with Kalman Filter estimators, are used for the period ranging from June 2002 to February 2...

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Bibliographic Details
Main Authors: Cleomar Gomes da Silva, Manoel Carlos de Castro Pires, Fábio Henrique Bittes Terra
Format: Article
Language:English
Published: Emerald Publishing 2014-05-01
Series:EconomiA
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S1517758014000150