The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks
Year of publication: |
2012
|
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Authors: | Rudebusch, Glenn D. ; Swanson, Eric T. |
Published in: |
American Economic Journal: Macroeconomics. - American Economic Association - AEA. - Vol. 4.2012, 1, p. 105-43
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Publisher: |
American Economic Association - AEA |
Extent: | application/pdf application/zip |
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Type of publication: | Article |
Notes: | DOI: 10.1257/mac.4.1.105 |
Classification: | E13 - Neoclassical ; E31 - Price Level; Inflation; Deflation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy |
Source: |
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