Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS
Year of publication: |
2009
|
---|---|
Authors: | Nakamura, Hisashi ; Nozawa, Wataru ; Takahashi, Akihiko |
Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 16.2009, 3, p. 231-263
|
Publisher: |
Springer |
Subject: | Stochastic differential utility | Non-unitary EIS | Term structure of interest rates | Inflation expectation |
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