Model misspecification, the equilibrium natural interest rate and the equity premium
Year of publication: |
2007
|
---|---|
Authors: | Tristani, Oreste |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Zins | Risikoprämie | Zinstheorie | Geldpolitik | Sparen | Modellierung | Theorie | USA | equity premium puzzle | model misspecification | Natural rate of interest | risk-free rate puzzle | robust control |
Series: | ECB Working Paper ; 808 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 547211155 [GVK] hdl:10419/153242 [Handle] RePEc:ecb:ecbwps:20070808 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G11 - Portfolio Choice |
Source: |
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