{
  "annotation_id": "8a257628-ba54-4586-a39d-160a0b1252e9",
  "date_created": "2026-03-02T18:01:10.903000Z",
  "date_modified": "2026-03-02T18:01:10.903000Z",
  "file_hash": "d6228c8048f6db3bb1c9af283311a91f84688a62f0aadcced397f6e79c0772c1",
  "private": false,
  "record": {
    "abstract": "This paper studies the dynamics of Brazilian interest rates for short-term\nmaturities. The paper employs developed techniques in the econophysics\nliterature and tests for long-range dependence in the term structure of these\ninterest rates for the last decade. Empirical results suggest that the degree\nof long-range dependence has changed over time due to changes in monetary\npolicy, specially in the short-end of the term structure of interest rates.\nTherefore, we show that it is possible to identify monetary arrangements using\nthese techniques from econophysics.",
    "arxiv_id": "physics/0607245",
    "authors": [
      "Daniel O. Cajueiro",
      "Benjamin M. Tabak"
    ],
    "categories": [
      "physics.data-an",
      "q-fin.ST"
    ],
    "title": "Long-range dependence in Interest Rates and Monetary Policy",
    "url": "https://arxiv.org/abs/physics/0607245"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "76ee306b-7169-4083-8fd6-a71c513e55ae",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}