The term structure of interest rates in real and monetary economies

DOI10.1016/0165-1889(94)00813-WzbMath0900.90092MaRDI QIDQ673681

Wouter J. Den Haan

Publication date: 28 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

Unit rootGeneral equilibriumInterest ratesVelocity

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (8)

Asset pricing implications of a New Keynesian model ⋮ Nonlinear interest rate dynamics and implications for the terms structure ⋮ Credit market frictions and their direct effects on U.S. Manufacturing fluctuations ⋮ Structural changes in the cointegrated vector autoregressive model ⋮ Algorithms for solving dynamic models with occasionally binding constraints ⋮ Explaining bond returns in heterogeneous agent models: The importance of higher-order moments ⋮ WHY DO RISK PREMIA VARY OVER TIME? A THEORETICAL INVESTIGATION UNDER HABIT FORMATION ⋮ ACCOUNTING FOR THE RELATIONSHIP BETWEEN MONEY AND INTEREST RATES

Cites Work

• Unnamed Item
• What do interest rates reveal about the functioning of real business cycle models ?
• On the term structure of interest rates
• Long memory relationships and the aggregation of dynamic models
• A Theory of the Term Structure of Interest Rates
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Accuracy in Simulations
• An intertemporal asset pricing model with stochastic consumption and investment opportunities

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