Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
收藏NBER2014-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20303
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资源简介：
We develop a nonlinear state-space model that captures the joint dynamics of consumption, dividend growth, and asset returns. Our model consists of an economy containing a common predictable component for consumption and dividend growth and multiple stochastic volatility processes. The estimation is
提供机构：
美国国家经济研究局
创建时间：
2014-07-01
