Marzo, Massimiliano; Sodestrom, Ulf; Zagaglia, Paolo - Society for Computational Economics - SCE - 2006
This paper highlights the analysis of the term structure of interest rate within a full DSGE model. Our goal consists in setting up a full model including the feed-back from the economy to the term structure and vice-versa. Contrary to existing models of the term structure (TS, henceforth) (for...