Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS
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- Hisasi Nakamura & Wataru Nozawa & Akihiko Takahashi, 2008. "Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary EIS," CIRJE F-Series CIRJE-F-603, CIRJE, Faculty of Economics, University of Tokyo.
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More about this item
KeywordsStochastic differential utility; Non-unitary EIS; Term structure of interest rates; Inflation expectation;
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