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September 04, 2015
 

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Subject/Keyword: Hidden Markov Models

 
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1. Title: Exploration of the Brazilian Term Structure in a Hidden Markov Framework
  Author/Editor: Richard Munclinger
  Series: IMF Working Papers
  Published: January 01, 2011
  Subject(s): Bonds | Economic models | Interest rates
  Author's Keyword(s): Term Structure | Hidden Markov Models | MCMC | ATSM | Brazil
 

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