The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
收藏NBER2010-04-01 更新2025-01-04 收录
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https://www.nber.org/papers/w15890
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资源简介：
We solve a dynamic stochastic general equilibrium (DSGE) model in which the representative household has Epstein and Zin recursive preferences. The parameters governing preferences and technology are estimated by means of maximum likelihood using macroeconomic data and asset prices, with a
提供机构：
美国国家经济研究局
创建时间：
2010-04-01
