| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 967472 | Journal of Monetary Economics | 2012 | 15 Pages |
Abstract
⺠The paper solves a DSGE model with Epstein and Zin preferences. ⺠The paper estimates the model with maximum likelihood. ⺠The paper uses macro and finance data for the estimation. ⺠The paper discusses how to use the model to price nominal bonds.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jules H. van Binsbergen, Jesús Fernández-Villaverde, Ralph S.J. Koijen, Juan Rubio-RamÃrez,