The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
Year of publication: |
2010-03-01
|
---|---|
Authors: | Binsbergen, Jules H. van ; Fernández-Villaverde, Jesús ; Koijen, Ralph S.J. ; Rubio-Ramírez, Juan F. |
Institutions: | Department of Economics, University of Pennsylvania |
Subject: | DSGE models | Epstein-Zin preferences | likelihood estimation | yield curve |
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