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DP14201 The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r* 智库出版物
2019
作者:  Josh Davis;  Cristian Fuenzalida;  Alan M. Taylor
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Bond risk premia  Natural rate of interest  Inflation expectations  Term structure  Affine models  
DP13450 The Origins and Effects of Macroeconomic Uncertainty 智库出版物
2019
作者:  Francesco Bianchi;  Howard Kung;  Mikhail Tirskikh
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Uncertainty shocks  Business cycles  Term structure of interest rates  Time-varying risk premia  
DP11740 Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 智库出版物
2017
作者:  Christiane Baumeister;  Lutz Kilian
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Biofuels  Policy uncertainty  Term structure of price expectations  market integration  Storage demand  risk premium  Crude oil  Gasoline  Corn  
DP7563 Communication, Renegotiation, and the Scope for Collusion 智库出版物
2009
作者:  Kai-Uwe Kühn;  David J. Cooper
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bond risk premia  Carry trades  Limited arbitrage  Preferred habitat  Term structure of interest rates  
DP4633 Incentives and Prosocial Behaviour 智库出版物
2004
作者:  Jean Tirole;  Roland Benabou
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Term structure of risk  Nonlinear econometric models  Simulation models