Bond pricing with a time-varying price of risk in an estimated medium-scale Bayesian DSGE model
Ian Dew-Becker
| Year of publication: |
2014
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|---|---|
| Authors: | Dew-Becker, Ian |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 46.2014, 5, p. 837-888
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| Subject: | term structure | habit formation | dynamic stochastic general equilibrium | Bayesian estimation | Zinsstruktur | Yield curve | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium | Risikoprämie | Risk premium | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Anleihe | Bond | Geldpolitik | Monetary policy | DSGE-Modell | DSGE model | CAPM | Allgemeines Gleichgewicht | General equilibrium | Schätztheorie | Estimation theory | Neoklassische Synthese | Neoclassical synthesis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010466708