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DSGE models and term structure...
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Anleihe
Theorie
52
Theory
52
Dynamic equilibrium
44
Dynamisches Gleichgewicht
44
Yield curve
32
Zinsstruktur
29
Estimation
22
Schätzung
22
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20
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20
DSGE model
18
Risikoprämie
18
Risk premium
18
State space model
18
Zustandsraummodell
18
DSGE-Modell
16
Neoclassical synthesis
14
Neoklassische Synthese
14
Schock
14
Shock
14
Risiko
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Risk
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Bond
11
Low-interest-rate policy
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Nichtlineare Regression
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Niedrigzinspolitik
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Nonlinear regression
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United States
11
Börsenkurs
8
Estimation theory
8
Schätztheorie
8
Share price
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VAR model
8
VAR-Modell
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Volatility
8
Volatilität
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English
11
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Andreasen, Martin Møller
11
Christensen, Jens H. E.
3
Jørgensen, Kasper
3
Rudebusch, Glenn D.
3
Meldrum, Andrew
2
Christensen, Bent Jesper
1
Fernández-Villaverde, Jesús
1
Rubio-Ramírez, Juan Francisco
1
Zabczyk, Pawel
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CREATES research paper
4
Journal of econometrics
2
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1
Finance and economics discussion series
1
Journal of monetary economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economic studies
1
Working papers series / Federal Reserve Bank of San Francisco
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ECONIS (ZBW)
11
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1
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
2
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
3
Efficient bond price approximations in nonlinear equilibrium-based term structure models
Andreasen, Martin Møller
;
Zabczyk, Pawel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011311205
Saved in:
4
The SR approach : a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller
;
Christensen, Bent Jesper
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
Saved in:
5
The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Fernández-Villaverde, Jesús
; …
- In:
The review of economic studies
85
(
2018
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011920114
Saved in:
6
Term structure analysis with big data
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011721059
Saved in:
7
Term structure analysis with big data
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011734626
Saved in:
8
Term structure analysis with big data : one-step estimation using bond prices
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
Saved in:
9
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
10
The importance of timing attitudes in consumption-based asset pricing models
Andreasen, Martin Møller
;
Jørgensen, Kasper
- In:
Journal of monetary economics
111
(
2020
),
pp. 95-117
Persistent link: https://www.econbiz.de/10012494234
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