Macroeconomic Volatility, Learning, and the Term Structure of Interest Rates

As such, this represents a DSGE framework that can be used to analyze the effects of macroeconomic shocks, as well as systematic and unsystematic monetary policy on the yield curve.

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Year of publication:	2007
Authors:	Primiceri, Giorgio ; Levin, Andrew ; Justiniano, Alejandro
Institutions:	Society for Economic Dynamics - SED

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Series:	2007 Meeting Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series 2007 SED Meeting Papers Number 658
Source:	RePEc - Research Papers in Economics

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