The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
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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
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美国国家经济研究局创建时间：
2010-04-01
