The term structure of interest rates in a DSGE model
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- Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2016.
"Losing Track of the Asset Markets: the Case of Housing and Stock,"
International Real Estate Review, Global Social Science Institute, vol. 19(4), pages 435-492.
- Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2015. "Losing track of the asset markets: the case of housing and stock," ISER Discussion Paper 0932, Institute of Social and Economic Research, Osaka University.
More about this item
Keywordsterm structure of interest rates; policy rules; risk premia;
All these keywords.
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2006-08-12 (Central Banking)
- NEP-DGE-2006-08-12 (Dynamic General Equilibrium)
- NEP-MAC-2006-08-12 (Macroeconomics)
- NEP-MON-2006-08-12 (Monetary Economics)
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