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methods, notes and classification Parameters (monthly and daily data) methods, notes and classification

Variables Variables Download

    • Indicator
      • 0 Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta0 /monthly data
      • 1 Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta1 /monthly data
      • 2 Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta2 /monthly data
      • 3 Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta3 /monthly data
      • 4 Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Tau1 /monthly data
      • 5 Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Tau2 /monthly data
      • 6 Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta0 /daily data
      • 7 Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta1 /daily data
      • 8 Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta2 /daily data
      • 9 Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta3 /daily data
      • a Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Tau1 /daily data
      • b Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Tau2 /daily data