The term structure of interest rates in a DSGE model with recursive preferences
Jules H. van Binsbergen, Jesús Fernández-Villaverde, Ralph Koijen and Juan F. Rubio-Ramirez
| Year of publication: |
2010
|
|---|---|
| Authors: | Binsbergen, Jules H. van ; Fernández-Villaverde, Jesús ; Koijen, Ralph S. J. ; Rubio-Ramírez, Juan Francisco |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Zinspolitik | Interest rate policy | Zinsstruktur | Yield curve | Offenbarte Präferenzen | Revealed preferences | Risikopräferenz | Risk attitude | Substitutionselastizität | Elasticity of substitution | Dynamisches Gleichgewicht | Dynamic equilibrium |
| Extent: | 49 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 7781 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Parallel als Online-Ausg. erschienen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003969536