Bond Pricing with a Time‐Varying Price of Risk in an Estimated Medium‐Scale Bayesian DSGE Model (English)
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In:
Journal of Money, Credit and Banking
;
46
, 5
;
837-888
;
2014
- Article (Journal) / Electronic Resource
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Title:Bond Pricing with a Time‐Varying Price of Risk in an Estimated Medium‐Scale Bayesian DSGE Model
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Contributors:DEW‐BECKER, IAN ( author )
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Published in:Journal of Money, Credit and Banking ; 46, 5 ; 837-888
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Publisher:
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Publication date:2014-08-01
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Size:52 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 46, Issue 5
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 837
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Bond Pricing with a Time‐Varying Price of Risk in an Estimated Medium‐Scale Bayesian DSGE ModelDEW‐BECKER, IAN et al. | 2014
- 889
-
Asset Returns and Labor Supply in a Production EconomyJACCARD, IVAN et al. | 2014
- 921
-
Nominal Stability and Financial GlobalizationDEVEREUX, MICHAEL B. / SENAY, OZGE / SUTHERLAND, ALAN et al. | 2014
- 961
-
Bank Panics, Government Guarantees, and the Long‐Run Size of the Financial Sector: Evidence from Free‐Banking AmericaCHABOT, BENJAMIN / MOUL, CHARLES C. et al. | 2014
- 999
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An Experimental Analysis of Contingent Capital with Market‐Price TriggersDAVIS, DOUGLAS / KORENOK, OLEG / PRESCOTT, EDWARD SIMPSON et al. | 2014
- 1035
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Nowcasting and the Taylor RuleBRANCH, WILLIAM A. et al. | 2014
- 1057
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The Response of Equity Prices to Movements in Long‐Term Interest Rates Associated with Monetary Policy Statements: Before and After the Zero Lower BoundKILEY, MICHAEL T. et al. | 2014