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A macro-finance model of the term structure, monetary policy and the economy
Rudebusch, Glenn D.; Wu, Tao - In: The economic journal : the journal of the Royal … 118 (2008), pp. 906-926
Persistent link: https://www.econbiz.de/10003741390
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Accounting for a shift in term structure behavior with no-arbitrage and macro-finance models
Rudebusch, Glenn D.; Wu, Tao - In: Journal of money, credit and banking : JMCB 39 (2007) 2/3, pp. 395-422
Persistent link: https://www.econbiz.de/10003469640
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The recent shift in term structure behavior from a no-arbitrage macro-finance perspective
Rudebusch, Glenn D. (contributor); Wu, Tao (contributor) - 2004
Persistent link: https://www.econbiz.de/10003154848
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The bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D.; Swanson, Eric T. - 2008
The term premium on nominal long-term bonds in the standard dynamic stochastic general equilibrium (DSGE) model used in macroeconomics is far too small and stable relative to empirical measures obtained from the data - an example of the "bond premium puzzle." However, in models of endowment...
Persistent link: https://www.econbiz.de/10011506664
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The bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D.; Swanson, Eric T. - 2008
Persistent link: https://www.econbiz.de/10003769102
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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
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Macroeconomic implications of changes in the term premium
Rudebusch, Glenn D. (contributor); Sack, Brian (contributor) - 2006
Persistent link: https://www.econbiz.de/10003418399
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Macroeconomic implications of changes in the term premium
Rudebusch, Glenn D.; Sack, Brian; Swanson, Eric T. - In: Review / Federal Reserve Bank of St. Louis 89 (2007) 4, pp. 241-269
Persistent link: https://www.econbiz.de/10003507759
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The bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D.; Swanson, Eric T. - In: American economic journal : a journal of the American … 4 (2012) 1, pp. 105-143
Persistent link: https://www.econbiz.de/10009524125
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The bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D.; Swanson, Eric T. - 2008
The term premium on nominal long-term bonds in the standard dynamic stochastic general equilibrium (DSGE) model used in macroeconomics is far too small and stable relative to empirical measures obtained from the data - an example of the "bond premium puzzle." However, in models of endowment...
Persistent link: https://www.econbiz.de/10011610144