Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU))

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Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU))

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Hanno Lustig

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Paper provided by UCLA Department of Economics in its series UCLA Economics Online Papers with number 353.

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Date of creation: 22 Mar 2005
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Handle: RePEc:cla:uclaol:353

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This paper has been announced in the following NEP Reports:

NEP-ALL-2006-02-19 (All new papers)
NEP-BEC-2006-02-19 (Business Economics)
NEP-MAC-2006-02-19 (Macroeconomics)
NEP-PBE-2006-02-19 (Public Economics)

References listed on IDEAS
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Silvia Ardagna & Francesco Caselli & Timothy Lane, 2005. "Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries," CEP Discussion Papers dp0670, Centre for Economic Performance, LSE. [Downloadable!]
Other versions:
- Ardagna, Silvia & Caselli, Francesco & Lane, Timothy, 2004. "Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries," CEPR Discussion Papers 4661, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
- Silvia Ardagna & Francesco Caselli & Timothy Lane, 2004. "Fiscal discipline and the cost of public debt service: some estimates for OECD countries," Working Paper Series 411, European Central Bank. [Downloadable!]
- Silvia Ardagna & Francesco Caselli & Timothy Lane, 2004. "Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries," NBER Working Papers 10788, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
- Francesco Caselli, 1998. "Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries," IMF Working Papers 98/55, International Monetary Fund.
S. Rao Aiyagari & Albert Marcet & Thomas J. Sargent & Juha Seppala, 2002. "Optimal Taxation without State-Contingent Debt," Journal of Political Economy, University of Chicago Press, vol. 110(6), pages 1220-1254, December. [Downloadable!] (restricted)
Other versions:
- Albert Marcet & Thomas J. Sargent & Juha Seppala, 1996. "Optimal Taxation without State-Contingent Debt," Economics Working Papers 170, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2001. [Downloadable!]
George-Marios Angeletos, 2002. "Fiscal Policy With Noncontingent Debt And The Optimal Maturity Structure," The Quarterly Journal of Economics, MIT Press, vol. 117(3), pages 1105-1131, August. [Downloadable!] (restricted)
Robert J. Barro, 1995. "Optimal Debt Management," NBER Working Papers 5327, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

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