Macro Risks and the Term Structure of Interest Rates
收藏NBER2016-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w22839
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资源简介：
We extract aggregate supply and aggregate demand shocks for the US economy from macroeconomic data on inflation, real GDP growth, core inflation and the unemployment gap. We first use unconditional non-Gaussian features in the data to achieve identification of these structural shocks while imposing
提供机构：
美国国家经济研究局
创建时间：
2016-11-01
