Efficient bond price approximations in non-linear equilibrium-based term structure models (Q2687853)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient bond price approximations in non-linear equilibrium-based term structure models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient bond price approximations in non-linear equilibrium-based term structure models |
scientific article |
Statements
Efficient bond price approximations in non-linear equilibrium-based term structure models (English)
0 references
7 March 2023
0 references
DSGE model
0 references
habit model
0 references
higher order perturbation method
0 references
long-run risk
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
