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Discussion of “The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks” by Glenn Rudebusch & Eric Swanson
DSGE Model Bond Premium
2015/7/23
contribution to monetary DSGE literature
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Epstein Zin utility with high risk aversion (improves asset pricing)
can still match volatility of macro aggregates
same spirit as Tallarini (2000,...
上海财经大学宏观经济学课件Chapter5 Conditional Convergence and Long-Run Economic Growth
上海财经大学宏观经济学 课件 Chapter5 Conditional Convergence Long-Run Economic Growth
2010/6/28
上海财经大学宏观经济学课件Chapter5 Conditional Convergence and Long-Run Economic Growth。