Replication Data for: "The Zero-Beta Interest Rate"

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https://doi.org/10.7910/DVN/2QAGRH

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This is the replication package for "The Zero-Beta Interest Rate," accepted in 2025 by the Journal of Political Economy.

创建时间：

2025-09-03

Replication Data for: \"The Zero-Beta Interest Rate\"

This is the replication package for \"The Zero-Beta Interest Rate,\" accepted in 2025 by the Journal of Political Economy.

DataONE2025-09-03 更新20

Public Debt Bubbles, Liquidity, and Risk: Policy Assessments Based on the Zero-Beta Interest Rate

This paper studies stationary equilibria in a novel class of analytically tractable incomplete markets models with a public debt bubble (meaning that the interest rate r on riskfree government bonds i

NBER2025-06-01 更新70

Replication Data for: The effects of foreign shocks when interest rates are at zero

The data and programs replicate tables and figures from \"The effects of foreign shocks when interest rates are at zero\", by Bodenstein, Erceg and Guerrieri. Please see the ReadMe file for additional

DataONE2022-01-19 更新30

The Zero-Beta Interest Rate

We use equity returns to construct a time-varying measure of the interest rate that we call the zero-beta rate: the expected return of a stock portfolio orthogonal to the stochastic discount factor. T

NBER2023-08-01 更新20

Replication Data for: The effects of foreign shocks when interest rates are at zero

Bodenstein, Martin; Erceg, Christopher J.; Guerrieri, Luca, 2022, "Replication Data for: The effects of foreign shocks when interest rates are at zero", https://doi.org/10.5683/SP3/ZYM8HS, Borealis, V

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