Explaining bond return predictability in an estimated New Keynesian model
Year of publication: |
2019
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Authors: | Andreasen, Martin Møller |
Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
Subject: | Bond return predictability | Term premia | Robust structural estimation | Stochastic volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Zinsstruktur | Yield curve | Anleihe | Bond | Theorie | Theory | Volatilität | Volatility | Neoklassische Synthese | Neoclassical synthesis | Stochastischer Prozess | Stochastic process | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Bayes-Statistik | Bayesian inference | CAPM | Kapitalmarktrendite | Capital market returns |
Extent: | 1 Online-Ressource (circa 59 Seiten) Illustrationen |
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Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2019, 11 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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