An estimated DSGE model : explaining variation in term premia

Martin M. Andreasen

Year of publication:	2011
Authors:	Andreasen, Martin Møller
Publisher:	London : Bank of England
Subject:	Market price of risk \| non-linear filtering \| quantity of risk \| Eppstein-Zin-Weil preferences \| third-order pertubation \| Risikoprämie \| Risk premium \| Dynamisches Gleichgewicht \| Dynamic equilibrium \| Zinsstruktur \| Yield curve \| Theorie \| Theory \| Risiko \| Risk

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