Qconsumption.txt
Creators:
René Garcia
;
Richard Luger
From the dataset abstract
We build and estimate an equilibrium model of the term structure of interest rates based on a recursive utility specification. We contrast it with an arbitrage-free model, where prices of...
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/e5b0ae1e-92f8-41ea-82c8-d461ea15a94f/resource/3af44f99-fd18-40c5-94b2-8fff78e8bbfd/download/qconsumption.txt |
Last updated | November 16, 2022 |
Created | November 16, 2022 |