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The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
Jesús Fernández-Villaverde / Juan F. Rubio-Ramírez / Jules H. van Binsbergen / Ralph S.J. Koijen
asset pricing / econometricsResource overview

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

Paper2010

by Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez, Jules H. van Binsbergen, Ralph S.J. Koijen

Tags
asset pricingeconometricsfixed incomeinterest ratesstatistical inferenceterm structure models

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