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- W3126334536 abstract "This works aims at investigating the possible cointegration of the difference between the Brazilian and American real interest rates and the Brazilian capital netflows. Our main methodology is that of cointegrating processes, using spectral analysis. A cointegration process in the frequency domain allows us to test whether two series are of the same order of integration, even if this order is not 1, and given the lower order of the residuals of one series over the other, to affirm that a couple of series are cointegrated. We use those tests and we find that there is indeed cointegration between these two series and they also move similarly in the short-run." @default.
- W3126334536 created "2021-02-15" @default.
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- W3126334536 date "2021-01-01" @default.
- W3126334536 modified "2023-09-27" @default.
- W3126334536 title "Short and long-run relations between capital netflows and the differential of american and brazilian interest rates" @default.
- W3126334536 hasPublicationYear "2021" @default.
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