Government Spending and the Term Structure of Interest Rates in a DSGE Model
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- Ales Marsal, 2018. "Government Spending and the Term Structure of Interest Rates in a DSGE Model," 2018 Meeting Papers 107, Society for Economic Dynamics.
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More about this item
Keywords
Macro-finance; New Keynesian model; Government expenditures; Bond prices;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2017-09-17 (Central Banking)
- NEP-DGE-2017-09-17 (Dynamic General Equilibrium)
- NEP-MAC-2017-09-17 (Macroeconomics)
Statistics
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