readme.td.txt
Creators:
Taeyoung Doh
From the dataset abstract
This paper estimates a model in which persistent fluctuations in expected consumption growth, expected inflation, and their time-varying volatility determine asset price variation. The...
Source: LONG-RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/fcd5b965-41fa-47ee-a183-0ea3a1b17099/resource/3158defa-2317-4023-b93d-adaa3d99afc0/download/readme.td.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
