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The Bond premium in a DSGE model with long-run real and nominal risks

Rudebusch, Glenn D. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003784686

The bond yield "conundrum" from a macro-finance perspective

Rudebusch, Glenn D. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003417803

Macroeconomic implications of changes in the term premium

Rudebusch, Glenn D. (contributor); Sack, Brian (contributor) - 2006

Persistent link: https://www.econbiz.de/10003418399

Examining the bond premium puzzle with a DSGE model

Rudebusch, Glenn D. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003722320

Risk aversion, the labor margin, and asset pricing in DSGE models

Swanson, Eric T. - 2009

Persistent link: https://www.econbiz.de/10003899601

Optimal nonlinear policy : signal extraction with a non-normal prior

Swanson, Eric T. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003416257

The relative price and relative productivity channels for aggregate fluctuations

Swanson, Eric T. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003417840

Let’s twist again : a high-frequency event-study analysis of operation twist and its implications for QE2

Swanson, Eric T. - 2011

This paper undertakes a modern event-study analysis of Operation Twist and compares its effects to those that should be expected for the recent quantitative policy announced by the Federal Reserve, dubbed “QE2”. We first show that Operation Twist and QE2 are similar in magnitude. We identify...

Persistent link: https://www.econbiz.de/10008859074

Risk aversion, risk premia, and the labor margin with generalized recursive preferences

Swanson, Eric T. - 2012

Persistent link: https://www.econbiz.de/10009625212

Real wage cyclicality in the PSID

Swanson, Eric T. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003722284