The risk premium in New Keynesian DSGE models : the cost of inflation channel
Year of publication: |
2023
|
---|---|
Authors: | Iania, Leonardo ; Tretiakov, Pavel ; Wouters, Rafael |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 155.2023, p. 1-18
|
Subject: | Macro-finance | DSGE | Term premia | Risikoprämie | Risk premium | Dynamisches Gleichgewicht | Dynamic equilibrium | Neoklassische Synthese | Neoclassical synthesis | Zinsstruktur | Yield curve | Inflation | Theorie | Theory | Schätzung | Estimation | DSGE-Modell | DSGE model | Soziale Kosten | Social costs | Geldpolitik | Monetary policy |
-
Term premia implications of macroeconomic regime changes
Carboni, Giacomo, (2016)
-
The New Keynesian model and bond yields
Andreasen, Martin Møller, (2021)
-
Does inattentiveness matter for DSGE modeling? : an empirical investigation
Chou, Jenyu, (2023)
- More ...
-
The Risk Premium in New Keynesian DSGE Models : The Cost of Inflation Channel
Tretiakov, Pavel, (2022)
-
The Risk Premium in New Keynesian DSGE Models : The Cost of Inflation Channel
Iania, Leonardo, (2022)
-
An extended macro-finance model with financial factors
Dewachter, Hans, (2010)
- More ...