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We estimate a model that summarizes the yield curve using latent factors (specifically, level,slope, and curvature) and also includes observable macroeconomic variables (specifically, real activity,in...
Information contained in the term structure for business cycle measurement spread between short & long Treasuries, corporate bond spreads.
Quasi-linear preferences in the macroeconomy: Indeterminacy, heterogeneity and the representative consumer.
China presents several macroeconomic patterns that appear inconsistent with standard stylized facts about economic development and hence inconsistent with the standard neoclassical growth model. We sh...

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