An extended macro-finance model with financial factors
Year of publication: |
2010
|
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Authors: | Dewachter, Hans ; Iania, Leonardo |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Zinsstruktur | Ökonometrisches Makromodell | Gesamtwirtschaftliche Liquidität | Risikoprämie | Kapitalertrag | Theorie | USA | yield curve | affine models | macroeconomics and financial factors | Bayesian estimation |
Series: | CESifo Working Paper ; 2950 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 620347368 [GVK] hdl:10419/30714 [Handle] |
Classification: | C11 - Bayesian Analysis ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing |
Source: |
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